Trading Metrics calculated at close of trading on 25-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
5,483.5 |
5,435.0 |
-48.5 |
-0.9% |
5,750.0 |
High |
5,592.5 |
5,532.0 |
-60.5 |
-1.1% |
5,783.5 |
Low |
5,453.0 |
5,366.0 |
-87.0 |
-1.6% |
5,366.0 |
Close |
5,454.0 |
5,462.5 |
8.5 |
0.2% |
5,462.5 |
Range |
139.5 |
166.0 |
26.5 |
19.0% |
417.5 |
ATR |
209.1 |
206.0 |
-3.1 |
-1.5% |
0.0 |
Volume |
187,584 |
139,987 |
-47,597 |
-25.4% |
684,951 |
|
Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,951.5 |
5,873.0 |
5,553.8 |
|
R3 |
5,785.5 |
5,707.0 |
5,508.2 |
|
R2 |
5,619.5 |
5,619.5 |
5,492.9 |
|
R1 |
5,541.0 |
5,541.0 |
5,477.7 |
5,580.3 |
PP |
5,453.5 |
5,453.5 |
5,453.5 |
5,473.1 |
S1 |
5,375.0 |
5,375.0 |
5,447.3 |
5,414.3 |
S2 |
5,287.5 |
5,287.5 |
5,432.1 |
|
S3 |
5,121.5 |
5,209.0 |
5,416.9 |
|
S4 |
4,955.5 |
5,043.0 |
5,371.2 |
|
|
Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,789.8 |
6,543.7 |
5,692.1 |
|
R3 |
6,372.3 |
6,126.2 |
5,577.3 |
|
R2 |
5,954.8 |
5,954.8 |
5,539.0 |
|
R1 |
5,708.7 |
5,708.7 |
5,500.8 |
5,623.0 |
PP |
5,537.3 |
5,537.3 |
5,537.3 |
5,494.5 |
S1 |
5,291.2 |
5,291.2 |
5,424.2 |
5,205.5 |
S2 |
5,119.8 |
5,119.8 |
5,386.0 |
|
S3 |
4,702.3 |
4,873.7 |
5,347.7 |
|
S4 |
4,284.8 |
4,456.2 |
5,232.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,904.0 |
5,366.0 |
538.0 |
9.8% |
158.5 |
2.9% |
18% |
False |
True |
169,958 |
10 |
6,135.0 |
5,366.0 |
769.0 |
14.1% |
178.6 |
3.3% |
13% |
False |
True |
176,836 |
20 |
6,440.0 |
5,366.0 |
1,074.0 |
19.7% |
212.6 |
3.9% |
9% |
False |
True |
184,479 |
40 |
6,442.0 |
5,132.0 |
1,310.0 |
24.0% |
205.1 |
3.8% |
25% |
False |
False |
183,798 |
60 |
6,442.0 |
4,971.0 |
1,471.0 |
26.9% |
207.4 |
3.8% |
33% |
False |
False |
164,768 |
80 |
6,774.5 |
4,971.0 |
1,803.5 |
33.0% |
228.3 |
4.2% |
27% |
False |
False |
123,867 |
100 |
7,575.5 |
4,971.0 |
2,604.5 |
47.7% |
210.7 |
3.9% |
19% |
False |
False |
99,171 |
120 |
7,575.5 |
4,971.0 |
2,604.5 |
47.7% |
192.3 |
3.5% |
19% |
False |
False |
83,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,237.5 |
2.618 |
5,966.6 |
1.618 |
5,800.6 |
1.000 |
5,698.0 |
0.618 |
5,634.6 |
HIGH |
5,532.0 |
0.618 |
5,468.6 |
0.500 |
5,449.0 |
0.382 |
5,429.4 |
LOW |
5,366.0 |
0.618 |
5,263.4 |
1.000 |
5,200.0 |
1.618 |
5,097.4 |
2.618 |
4,931.4 |
4.250 |
4,660.5 |
|
|
Fisher Pivots for day following 25-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
5,458.0 |
5,525.5 |
PP |
5,453.5 |
5,504.5 |
S1 |
5,449.0 |
5,483.5 |
|