Trading Metrics calculated at close of trading on 23-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2011 |
23-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
5,656.5 |
5,483.5 |
-173.0 |
-3.1% |
6,089.0 |
High |
5,685.0 |
5,592.5 |
-92.5 |
-1.6% |
6,135.0 |
Low |
5,535.5 |
5,453.0 |
-82.5 |
-1.5% |
5,755.0 |
Close |
5,555.0 |
5,454.0 |
-101.0 |
-1.8% |
5,792.0 |
Range |
149.5 |
139.5 |
-10.0 |
-6.7% |
380.0 |
ATR |
214.4 |
209.1 |
-5.4 |
-2.5% |
0.0 |
Volume |
181,851 |
187,584 |
5,733 |
3.2% |
934,137 |
|
Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,918.3 |
5,825.7 |
5,530.7 |
|
R3 |
5,778.8 |
5,686.2 |
5,492.4 |
|
R2 |
5,639.3 |
5,639.3 |
5,479.6 |
|
R1 |
5,546.7 |
5,546.7 |
5,466.8 |
5,523.3 |
PP |
5,499.8 |
5,499.8 |
5,499.8 |
5,488.1 |
S1 |
5,407.2 |
5,407.2 |
5,441.2 |
5,383.8 |
S2 |
5,360.3 |
5,360.3 |
5,428.4 |
|
S3 |
5,220.8 |
5,267.7 |
5,415.6 |
|
S4 |
5,081.3 |
5,128.2 |
5,377.3 |
|
|
Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,034.0 |
6,793.0 |
6,001.0 |
|
R3 |
6,654.0 |
6,413.0 |
5,896.5 |
|
R2 |
6,274.0 |
6,274.0 |
5,861.7 |
|
R1 |
6,033.0 |
6,033.0 |
5,826.8 |
5,963.5 |
PP |
5,894.0 |
5,894.0 |
5,894.0 |
5,859.3 |
S1 |
5,653.0 |
5,653.0 |
5,757.2 |
5,583.5 |
S2 |
5,514.0 |
5,514.0 |
5,722.3 |
|
S3 |
5,134.0 |
5,273.0 |
5,687.5 |
|
S4 |
4,754.0 |
4,893.0 |
5,583.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,927.0 |
5,453.0 |
474.0 |
8.7% |
158.7 |
2.9% |
0% |
False |
True |
184,134 |
10 |
6,135.0 |
5,453.0 |
682.0 |
12.5% |
189.3 |
3.5% |
0% |
False |
True |
184,256 |
20 |
6,442.0 |
5,453.0 |
989.0 |
18.1% |
217.6 |
4.0% |
0% |
False |
True |
187,757 |
40 |
6,442.0 |
5,132.0 |
1,310.0 |
24.0% |
205.3 |
3.8% |
25% |
False |
False |
184,582 |
60 |
6,442.0 |
4,971.0 |
1,471.0 |
27.0% |
208.2 |
3.8% |
33% |
False |
False |
162,448 |
80 |
6,820.0 |
4,971.0 |
1,849.0 |
33.9% |
229.1 |
4.2% |
26% |
False |
False |
122,124 |
100 |
7,575.5 |
4,971.0 |
2,604.5 |
47.8% |
209.6 |
3.8% |
19% |
False |
False |
97,773 |
120 |
7,575.5 |
4,971.0 |
2,604.5 |
47.8% |
191.6 |
3.5% |
19% |
False |
False |
81,955 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,185.4 |
2.618 |
5,957.7 |
1.618 |
5,818.2 |
1.000 |
5,732.0 |
0.618 |
5,678.7 |
HIGH |
5,592.5 |
0.618 |
5,539.2 |
0.500 |
5,522.8 |
0.382 |
5,506.3 |
LOW |
5,453.0 |
0.618 |
5,366.8 |
1.000 |
5,313.5 |
1.618 |
5,227.3 |
2.618 |
5,087.8 |
4.250 |
4,860.1 |
|
|
Fisher Pivots for day following 23-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
5,522.8 |
5,618.3 |
PP |
5,499.8 |
5,563.5 |
S1 |
5,476.9 |
5,508.8 |
|