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 |
4,175.0 |
4,114.0 |
-61.0 |
-1.5% |
4,364.0 |
High |
4,194.0 |
4,165.0 |
-29.0 |
-0.7% |
4,385.0 |
Low |
4,151.0 |
4,101.0 |
-50.0 |
-1.2% |
4,177.0 |
Close |
4,186.0 |
4,152.0 |
-34.0 |
-0.8% |
4,181.0 |
Range |
43.0 |
64.0 |
21.0 |
48.8% |
208.0 |
ATR |
73.3 |
74.2 |
0.8 |
1.1% |
0.0 |
Volume |
25,732 |
28,817 |
3,085 |
12.0% |
152,797 |
|
Daily Pivots for day following 22-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,331.3 |
4,305.7 |
4,187.2 |
|
R3 |
4,267.3 |
4,241.7 |
4,169.6 |
|
R2 |
4,203.3 |
4,203.3 |
4,163.7 |
|
R1 |
4,177.7 |
4,177.7 |
4,157.9 |
4,190.5 |
PP |
4,139.3 |
4,139.3 |
4,139.3 |
4,145.8 |
S1 |
4,113.7 |
4,113.7 |
4,146.1 |
4,126.5 |
S2 |
4,075.3 |
4,075.3 |
4,140.3 |
|
S3 |
4,011.3 |
4,049.7 |
4,134.4 |
|
S4 |
3,947.3 |
3,985.7 |
4,116.8 |
|
|
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 |
4,101.0 |
222.0 |
5.3% |
52.8 |
1.3% |
23% |
False |
True |
30,112 |
10 |
4,385.0 |
4,101.0 |
284.0 |
6.8% |
53.1 |
1.3% |
18% |
False |
True |
28,963 |
20 |
4,416.0 |
4,101.0 |
315.0 |
7.6% |
62.7 |
1.5% |
16% |
False |
True |
29,459 |
40 |
4,416.0 |
3,843.0 |
573.0 |
13.8% |
59.6 |
1.4% |
54% |
False |
False |
32,137 |
60 |
4,416.0 |
3,843.0 |
573.0 |
13.8% |
60.2 |
1.4% |
54% |
False |
False |
31,506 |
80 |
4,416.0 |
3,730.0 |
686.0 |
16.5% |
61.1 |
1.5% |
62% |
False |
False |
23,724 |
100 |
4,656.0 |
3,730.0 |
926.0 |
22.3% |
54.5 |
1.3% |
46% |
False |
False |
19,003 |
120 |
4,656.0 |
3,730.0 |
926.0 |
22.3% |
46.3 |
1.1% |
46% |
False |
False |
15,856 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,437.0 |
2.618 |
4,332.6 |
1.618 |
4,268.6 |
1.000 |
4,229.0 |
0.618 |
4,204.6 |
HIGH |
4,165.0 |
0.618 |
4,140.6 |
0.500 |
4,133.0 |
0.382 |
4,125.4 |
LOW |
4,101.0 |
0.618 |
4,061.4 |
1.000 |
4,037.0 |
1.618 |
3,997.4 |
2.618 |
3,933.4 |
4.250 |
3,829.0 |
|
|
Fisher Pivots for day following 22-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
4,145.7 |
4,157.5 |
PP |
4,139.3 |
4,155.7 |
S1 |
4,133.0 |
4,153.8 |
|