Trading Metrics calculated at close of trading on 22-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2011 |
22-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,725.1 |
1,678.5 |
-46.6 |
-2.7% |
1,789.4 |
High |
1,727.4 |
1,706.4 |
-21.0 |
-1.2% |
1,797.6 |
Low |
1,667.1 |
1,667.5 |
0.4 |
0.0% |
1,711.0 |
Close |
1,678.6 |
1,702.4 |
23.8 |
1.4% |
1,725.1 |
Range |
60.3 |
38.9 |
-21.4 |
-35.5% |
86.6 |
ATR |
41.0 |
40.8 |
-0.1 |
-0.4% |
0.0 |
Volume |
192,085 |
156,923 |
-35,162 |
-18.3% |
699,970 |
|
Daily Pivots for day following 22-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,808.8 |
1,794.5 |
1,723.8 |
|
R3 |
1,769.9 |
1,755.6 |
1,713.1 |
|
R2 |
1,731.0 |
1,731.0 |
1,709.5 |
|
R1 |
1,716.7 |
1,716.7 |
1,706.0 |
1,723.9 |
PP |
1,692.1 |
1,692.1 |
1,692.1 |
1,695.7 |
S1 |
1,677.8 |
1,677.8 |
1,698.8 |
1,685.0 |
S2 |
1,653.2 |
1,653.2 |
1,695.3 |
|
S3 |
1,614.3 |
1,638.9 |
1,691.7 |
|
S4 |
1,575.4 |
1,600.0 |
1,681.0 |
|
|
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 |
1,784.8 |
1,667.1 |
117.7 |
6.9% |
42.8 |
2.5% |
30% |
False |
False |
168,858 |
10 |
1,801.1 |
1,667.1 |
134.0 |
7.9% |
38.7 |
2.3% |
26% |
False |
False |
145,751 |
20 |
1,804.4 |
1,667.1 |
137.3 |
8.1% |
36.7 |
2.2% |
26% |
False |
False |
137,368 |
40 |
1,804.4 |
1,585.0 |
219.4 |
12.9% |
39.4 |
2.3% |
54% |
False |
False |
135,715 |
60 |
1,923.7 |
1,535.0 |
388.7 |
22.8% |
46.8 |
2.7% |
43% |
False |
False |
164,246 |
80 |
1,923.7 |
1,535.0 |
388.7 |
22.8% |
48.3 |
2.8% |
43% |
False |
False |
183,814 |
100 |
1,923.7 |
1,489.2 |
434.5 |
25.5% |
42.9 |
2.5% |
49% |
False |
False |
156,731 |
120 |
1,923.7 |
1,481.0 |
442.7 |
26.0% |
38.6 |
2.3% |
50% |
False |
False |
131,568 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,871.7 |
2.618 |
1,808.2 |
1.618 |
1,769.3 |
1.000 |
1,745.3 |
0.618 |
1,730.4 |
HIGH |
1,706.4 |
0.618 |
1,691.5 |
0.500 |
1,687.0 |
0.382 |
1,682.4 |
LOW |
1,667.5 |
0.618 |
1,643.5 |
1.000 |
1,628.6 |
1.618 |
1,604.6 |
2.618 |
1,565.7 |
4.250 |
1,502.2 |
|
|
Fisher Pivots for day following 22-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,697.3 |
1,702.8 |
PP |
1,692.1 |
1,702.7 |
S1 |
1,687.0 |
1,702.5 |
|