Trading Metrics calculated at close of trading on 11-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2011 |
11-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,771.0 |
1,759.6 |
-11.4 |
-0.6% |
1,755.2 |
High |
1,776.9 |
1,791.1 |
14.2 |
0.8% |
1,804.4 |
Low |
1,736.6 |
1,745.0 |
8.4 |
0.5% |
1,736.6 |
Close |
1,759.6 |
1,788.1 |
28.5 |
1.6% |
1,788.1 |
Range |
40.3 |
46.1 |
5.8 |
14.4% |
67.8 |
ATR |
41.1 |
41.5 |
0.4 |
0.9% |
0.0 |
Volume |
162,625 |
98,156 |
-64,469 |
-39.6% |
668,862 |
|
Daily Pivots for day following 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,913.0 |
1,896.7 |
1,813.5 |
|
R3 |
1,866.9 |
1,850.6 |
1,800.8 |
|
R2 |
1,820.8 |
1,820.8 |
1,796.6 |
|
R1 |
1,804.5 |
1,804.5 |
1,792.3 |
1,812.7 |
PP |
1,774.7 |
1,774.7 |
1,774.7 |
1,778.8 |
S1 |
1,758.4 |
1,758.4 |
1,783.9 |
1,766.6 |
S2 |
1,728.6 |
1,728.6 |
1,779.6 |
|
S3 |
1,682.5 |
1,712.3 |
1,775.4 |
|
S4 |
1,636.4 |
1,666.2 |
1,762.7 |
|
|
Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,979.8 |
1,951.7 |
1,825.4 |
|
R3 |
1,912.0 |
1,883.9 |
1,806.7 |
|
R2 |
1,844.2 |
1,844.2 |
1,800.5 |
|
R1 |
1,816.1 |
1,816.1 |
1,794.3 |
1,830.2 |
PP |
1,776.4 |
1,776.4 |
1,776.4 |
1,783.4 |
S1 |
1,748.3 |
1,748.3 |
1,781.9 |
1,762.4 |
S2 |
1,708.6 |
1,708.6 |
1,775.7 |
|
S3 |
1,640.8 |
1,680.5 |
1,769.5 |
|
S4 |
1,573.0 |
1,612.7 |
1,750.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,804.4 |
1,736.6 |
67.8 |
3.8% |
38.9 |
2.2% |
76% |
False |
False |
133,772 |
10 |
1,804.4 |
1,681.2 |
123.2 |
6.9% |
37.2 |
2.1% |
87% |
False |
False |
131,468 |
20 |
1,804.4 |
1,604.7 |
199.7 |
11.2% |
37.4 |
2.1% |
92% |
False |
False |
132,938 |
40 |
1,832.9 |
1,535.0 |
297.9 |
16.7% |
46.0 |
2.6% |
85% |
False |
False |
151,692 |
60 |
1,923.7 |
1,535.0 |
388.7 |
21.7% |
50.8 |
2.8% |
65% |
False |
False |
180,530 |
80 |
1,923.7 |
1,535.0 |
388.7 |
21.7% |
46.8 |
2.6% |
65% |
False |
False |
179,673 |
100 |
1,923.7 |
1,481.0 |
442.7 |
24.8% |
41.6 |
2.3% |
69% |
False |
False |
146,824 |
120 |
1,923.7 |
1,481.0 |
442.7 |
24.8% |
37.4 |
2.1% |
69% |
False |
False |
123,056 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,987.0 |
2.618 |
1,911.8 |
1.618 |
1,865.7 |
1.000 |
1,837.2 |
0.618 |
1,819.6 |
HIGH |
1,791.1 |
0.618 |
1,773.5 |
0.500 |
1,768.1 |
0.382 |
1,762.6 |
LOW |
1,745.0 |
0.618 |
1,716.5 |
1.000 |
1,698.9 |
1.618 |
1,670.4 |
2.618 |
1,624.3 |
4.250 |
1,549.1 |
|
|
Fisher Pivots for day following 11-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,781.4 |
1,781.7 |
PP |
1,774.7 |
1,775.3 |
S1 |
1,768.1 |
1,768.9 |
|