Trading Metrics calculated at close of trading on 14-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2011 |
14-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,237.50 |
1,264.25 |
26.75 |
2.2% |
1,253.25 |
High |
1,264.75 |
1,270.75 |
6.00 |
0.5% |
1,275.25 |
Low |
1,233.75 |
1,243.50 |
9.75 |
0.8% |
1,218.25 |
Close |
1,261.50 |
1,252.50 |
-9.00 |
-0.7% |
1,261.50 |
Range |
31.00 |
27.25 |
-3.75 |
-12.1% |
57.00 |
ATR |
32.55 |
32.17 |
-0.38 |
-1.2% |
0.00 |
Volume |
1,601,758 |
1,865,879 |
264,121 |
16.5% |
11,647,373 |
|
Daily Pivots for day following 14-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,337.25 |
1,322.25 |
1,267.50 |
|
R3 |
1,310.00 |
1,295.00 |
1,260.00 |
|
R2 |
1,282.75 |
1,282.75 |
1,257.50 |
|
R1 |
1,267.75 |
1,267.75 |
1,255.00 |
1,261.50 |
PP |
1,255.50 |
1,255.50 |
1,255.50 |
1,252.50 |
S1 |
1,240.50 |
1,240.50 |
1,250.00 |
1,234.50 |
S2 |
1,228.25 |
1,228.25 |
1,247.50 |
|
S3 |
1,201.00 |
1,213.25 |
1,245.00 |
|
S4 |
1,173.75 |
1,186.00 |
1,237.50 |
|
|
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 |
4.6% |
32.50 |
2.6% |
60% |
False |
False |
2,306,238 |
10 |
1,275.25 |
1,208.50 |
66.75 |
5.3% |
32.25 |
2.6% |
66% |
False |
False |
2,448,339 |
20 |
1,289.25 |
1,185.50 |
103.75 |
8.3% |
31.25 |
2.5% |
65% |
False |
False |
2,482,368 |
40 |
1,289.25 |
1,068.00 |
221.25 |
17.7% |
33.75 |
2.7% |
83% |
False |
False |
2,707,296 |
60 |
1,289.25 |
1,068.00 |
221.25 |
17.7% |
33.50 |
2.7% |
83% |
False |
False |
2,203,921 |
80 |
1,334.25 |
1,068.00 |
266.25 |
21.3% |
36.00 |
2.9% |
69% |
False |
False |
1,654,354 |
100 |
1,348.75 |
1,068.00 |
280.75 |
22.4% |
32.75 |
2.6% |
66% |
False |
False |
1,323,776 |
120 |
1,348.75 |
1,068.00 |
280.75 |
22.4% |
30.00 |
2.4% |
66% |
False |
False |
1,103,214 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,386.50 |
2.618 |
1,342.00 |
1.618 |
1,314.75 |
1.000 |
1,298.00 |
0.618 |
1,287.50 |
HIGH |
1,270.75 |
0.618 |
1,260.25 |
0.500 |
1,257.00 |
0.382 |
1,254.00 |
LOW |
1,243.50 |
0.618 |
1,226.75 |
1.000 |
1,216.25 |
1.618 |
1,199.50 |
2.618 |
1,172.25 |
4.250 |
1,127.75 |
|
|
Fisher Pivots for day following 14-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,257.00 |
1,249.75 |
PP |
1,255.50 |
1,247.25 |
S1 |
1,254.00 |
1,244.50 |
|