Trading Metrics calculated at close of trading on 21-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2011 |
21-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,721.5 |
1,725.1 |
3.6 |
0.2% |
1,789.4 |
High |
1,738.5 |
1,727.4 |
-11.1 |
-0.6% |
1,797.6 |
Low |
1,711.4 |
1,667.1 |
-44.3 |
-2.6% |
1,711.0 |
Close |
1,725.1 |
1,678.6 |
-46.5 |
-2.7% |
1,725.1 |
Range |
27.1 |
60.3 |
33.2 |
122.5% |
86.6 |
ATR |
39.5 |
41.0 |
1.5 |
3.8% |
0.0 |
Volume |
137,339 |
192,085 |
54,746 |
39.9% |
699,970 |
|
Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,871.9 |
1,835.6 |
1,711.8 |
|
R3 |
1,811.6 |
1,775.3 |
1,695.2 |
|
R2 |
1,751.3 |
1,751.3 |
1,689.7 |
|
R1 |
1,715.0 |
1,715.0 |
1,684.1 |
1,703.0 |
PP |
1,691.0 |
1,691.0 |
1,691.0 |
1,685.1 |
S1 |
1,654.7 |
1,654.7 |
1,673.1 |
1,642.7 |
S2 |
1,630.7 |
1,630.7 |
1,667.5 |
|
S3 |
1,570.4 |
1,594.4 |
1,662.0 |
|
S4 |
1,510.1 |
1,534.1 |
1,645.4 |
|
|
Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,004.4 |
1,951.3 |
1,772.7 |
|
R3 |
1,917.8 |
1,864.7 |
1,748.9 |
|
R2 |
1,831.2 |
1,831.2 |
1,741.0 |
|
R1 |
1,778.1 |
1,778.1 |
1,733.0 |
1,761.4 |
PP |
1,744.6 |
1,744.6 |
1,744.6 |
1,736.2 |
S1 |
1,691.5 |
1,691.5 |
1,717.2 |
1,674.8 |
S2 |
1,658.0 |
1,658.0 |
1,709.2 |
|
S3 |
1,571.4 |
1,604.9 |
1,701.3 |
|
S4 |
1,484.8 |
1,518.3 |
1,677.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,787.8 |
1,667.1 |
120.7 |
7.2% |
40.4 |
2.4% |
10% |
False |
True |
161,691 |
10 |
1,804.4 |
1,667.1 |
137.3 |
8.2% |
37.4 |
2.2% |
8% |
False |
True |
142,372 |
20 |
1,804.4 |
1,644.6 |
159.8 |
9.5% |
38.0 |
2.3% |
21% |
False |
False |
138,434 |
40 |
1,804.4 |
1,585.0 |
219.4 |
13.1% |
40.0 |
2.4% |
43% |
False |
False |
137,139 |
60 |
1,923.7 |
1,535.0 |
388.7 |
23.2% |
47.2 |
2.8% |
37% |
False |
False |
164,653 |
80 |
1,923.7 |
1,535.0 |
388.7 |
23.2% |
48.2 |
2.9% |
37% |
False |
False |
183,675 |
100 |
1,923.7 |
1,481.0 |
442.7 |
26.4% |
42.7 |
2.5% |
45% |
False |
False |
155,308 |
120 |
1,923.7 |
1,481.0 |
442.7 |
26.4% |
38.5 |
2.3% |
45% |
False |
False |
130,278 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,983.7 |
2.618 |
1,885.3 |
1.618 |
1,825.0 |
1.000 |
1,787.7 |
0.618 |
1,764.7 |
HIGH |
1,727.4 |
0.618 |
1,704.4 |
0.500 |
1,697.3 |
0.382 |
1,690.1 |
LOW |
1,667.1 |
0.618 |
1,629.8 |
1.000 |
1,606.8 |
1.618 |
1,569.5 |
2.618 |
1,509.2 |
4.250 |
1,410.8 |
|
|
Fisher Pivots for day following 21-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,697.3 |
1,717.6 |
PP |
1,691.0 |
1,704.6 |
S1 |
1,684.8 |
1,691.6 |
|