Trading Metrics calculated at close of trading on 11-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2011 |
11-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,226.25 |
1,237.50 |
11.25 |
0.9% |
1,253.25 |
High |
1,245.00 |
1,264.75 |
19.75 |
1.6% |
1,275.25 |
Low |
1,218.25 |
1,233.75 |
15.50 |
1.3% |
1,218.25 |
Close |
1,237.50 |
1,261.50 |
24.00 |
1.9% |
1,261.50 |
Range |
26.75 |
31.00 |
4.25 |
15.9% |
57.00 |
ATR |
32.66 |
32.55 |
-0.12 |
-0.4% |
0.00 |
Volume |
2,581,674 |
1,601,758 |
-979,916 |
-38.0% |
11,647,373 |
|
Daily Pivots for day following 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,346.25 |
1,335.00 |
1,278.50 |
|
R3 |
1,315.25 |
1,304.00 |
1,270.00 |
|
R2 |
1,284.25 |
1,284.25 |
1,267.25 |
|
R1 |
1,273.00 |
1,273.00 |
1,264.25 |
1,278.50 |
PP |
1,253.25 |
1,253.25 |
1,253.25 |
1,256.25 |
S1 |
1,242.00 |
1,242.00 |
1,258.75 |
1,247.50 |
S2 |
1,222.25 |
1,222.25 |
1,255.75 |
|
S3 |
1,191.25 |
1,211.00 |
1,253.00 |
|
S4 |
1,160.25 |
1,180.00 |
1,244.50 |
|
|
Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,422.75 |
1,399.00 |
1,292.75 |
|
R3 |
1,365.75 |
1,342.00 |
1,277.25 |
|
R2 |
1,308.75 |
1,308.75 |
1,272.00 |
|
R1 |
1,285.00 |
1,285.00 |
1,266.75 |
1,297.00 |
PP |
1,251.75 |
1,251.75 |
1,251.75 |
1,257.50 |
S1 |
1,228.00 |
1,228.00 |
1,256.25 |
1,240.00 |
S2 |
1,194.75 |
1,194.75 |
1,251.00 |
|
S3 |
1,137.75 |
1,171.00 |
1,245.75 |
|
S4 |
1,080.75 |
1,114.00 |
1,230.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,275.25 |
1,218.25 |
57.00 |
4.5% |
32.75 |
2.6% |
76% |
False |
False |
2,329,474 |
10 |
1,280.75 |
1,208.50 |
72.25 |
5.7% |
33.00 |
2.6% |
73% |
False |
False |
2,485,586 |
20 |
1,289.25 |
1,185.50 |
103.75 |
8.2% |
31.75 |
2.5% |
73% |
False |
False |
2,508,320 |
40 |
1,289.25 |
1,068.00 |
221.25 |
17.5% |
33.75 |
2.7% |
87% |
False |
False |
2,721,815 |
60 |
1,289.25 |
1,068.00 |
221.25 |
17.5% |
33.75 |
2.7% |
87% |
False |
False |
2,172,974 |
80 |
1,342.00 |
1,068.00 |
274.00 |
21.7% |
35.75 |
2.8% |
71% |
False |
False |
1,631,071 |
100 |
1,348.75 |
1,068.00 |
280.75 |
22.3% |
32.75 |
2.6% |
69% |
False |
False |
1,305,125 |
120 |
1,348.75 |
1,068.00 |
280.75 |
22.3% |
30.00 |
2.4% |
69% |
False |
False |
1,087,665 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,396.50 |
2.618 |
1,346.00 |
1.618 |
1,315.00 |
1.000 |
1,295.75 |
0.618 |
1,284.00 |
HIGH |
1,264.75 |
0.618 |
1,253.00 |
0.500 |
1,249.25 |
0.382 |
1,245.50 |
LOW |
1,233.75 |
0.618 |
1,214.50 |
1.000 |
1,202.75 |
1.618 |
1,183.50 |
2.618 |
1,152.50 |
4.250 |
1,102.00 |
|
|
Fisher Pivots for day following 11-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,257.50 |
1,256.50 |
PP |
1,253.25 |
1,251.25 |
S1 |
1,249.25 |
1,246.00 |
|