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 |
4,207.0 |
4,175.0 |
-32.0 |
-0.8% |
4,364.0 |
High |
4,214.0 |
4,194.0 |
-20.0 |
-0.5% |
4,385.0 |
Low |
4,177.0 |
4,151.0 |
-26.0 |
-0.6% |
4,177.0 |
Close |
4,181.0 |
4,186.0 |
5.0 |
0.1% |
4,181.0 |
Range |
37.0 |
43.0 |
6.0 |
16.2% |
208.0 |
ATR |
75.7 |
73.3 |
-2.3 |
-3.1% |
0.0 |
Volume |
27,863 |
25,732 |
-2,131 |
-7.6% |
152,797 |
|
Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,306.0 |
4,289.0 |
4,209.7 |
|
R3 |
4,263.0 |
4,246.0 |
4,197.8 |
|
R2 |
4,220.0 |
4,220.0 |
4,193.9 |
|
R1 |
4,203.0 |
4,203.0 |
4,189.9 |
4,211.5 |
PP |
4,177.0 |
4,177.0 |
4,177.0 |
4,181.3 |
S1 |
4,160.0 |
4,160.0 |
4,182.1 |
4,168.5 |
S2 |
4,134.0 |
4,134.0 |
4,178.1 |
|
S3 |
4,091.0 |
4,117.0 |
4,174.2 |
|
S4 |
4,048.0 |
4,074.0 |
4,162.4 |
|
|
Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,871.7 |
4,734.3 |
4,295.4 |
|
R3 |
4,663.7 |
4,526.3 |
4,238.2 |
|
R2 |
4,455.7 |
4,455.7 |
4,219.1 |
|
R1 |
4,318.3 |
4,318.3 |
4,200.1 |
4,283.0 |
PP |
4,247.7 |
4,247.7 |
4,247.7 |
4,230.0 |
S1 |
4,110.3 |
4,110.3 |
4,161.9 |
4,075.0 |
S2 |
4,039.7 |
4,039.7 |
4,142.9 |
|
S3 |
3,831.7 |
3,902.3 |
4,123.8 |
|
S4 |
3,623.7 |
3,694.3 |
4,066.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,323.0 |
4,151.0 |
172.0 |
4.1% |
46.0 |
1.1% |
20% |
False |
True |
29,393 |
10 |
4,385.0 |
4,151.0 |
234.0 |
5.6% |
50.1 |
1.2% |
15% |
False |
True |
28,112 |
20 |
4,416.0 |
4,127.0 |
289.0 |
6.9% |
62.7 |
1.5% |
20% |
False |
False |
29,460 |
40 |
4,416.0 |
3,843.0 |
573.0 |
13.7% |
60.1 |
1.4% |
60% |
False |
False |
32,462 |
60 |
4,416.0 |
3,843.0 |
573.0 |
13.7% |
59.6 |
1.4% |
60% |
False |
False |
31,036 |
80 |
4,450.0 |
3,730.0 |
720.0 |
17.2% |
60.7 |
1.4% |
63% |
False |
False |
23,366 |
100 |
4,656.0 |
3,730.0 |
926.0 |
22.1% |
53.8 |
1.3% |
49% |
False |
False |
18,715 |
120 |
4,656.0 |
3,730.0 |
926.0 |
22.1% |
45.7 |
1.1% |
49% |
False |
False |
15,616 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,376.8 |
2.618 |
4,306.6 |
1.618 |
4,263.6 |
1.000 |
4,237.0 |
0.618 |
4,220.6 |
HIGH |
4,194.0 |
0.618 |
4,177.6 |
0.500 |
4,172.5 |
0.382 |
4,167.4 |
LOW |
4,151.0 |
0.618 |
4,124.4 |
1.000 |
4,108.0 |
1.618 |
4,081.4 |
2.618 |
4,038.4 |
4.250 |
3,968.3 |
|
|
Fisher Pivots for day following 21-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
4,181.5 |
4,222.5 |
PP |
4,177.0 |
4,210.3 |
S1 |
4,172.5 |
4,198.2 |
|