Trading Metrics calculated at close of trading on 15-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2011 |
15-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,264.25 |
1,251.50 |
-12.75 |
-1.0% |
1,253.25 |
High |
1,270.75 |
1,262.25 |
-8.50 |
-0.7% |
1,275.25 |
Low |
1,243.50 |
1,234.00 |
-9.50 |
-0.8% |
1,218.25 |
Close |
1,252.50 |
1,254.00 |
1.50 |
0.1% |
1,261.50 |
Range |
27.25 |
28.25 |
1.00 |
3.7% |
57.00 |
ATR |
32.17 |
31.89 |
-0.28 |
-0.9% |
0.00 |
Volume |
1,865,879 |
2,243,400 |
377,521 |
20.2% |
11,647,373 |
|
Daily Pivots for day following 15-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,334.75 |
1,322.75 |
1,269.50 |
|
R3 |
1,306.50 |
1,294.50 |
1,261.75 |
|
R2 |
1,278.25 |
1,278.25 |
1,259.25 |
|
R1 |
1,266.25 |
1,266.25 |
1,256.50 |
1,272.25 |
PP |
1,250.00 |
1,250.00 |
1,250.00 |
1,253.00 |
S1 |
1,238.00 |
1,238.00 |
1,251.50 |
1,244.00 |
S2 |
1,221.75 |
1,221.75 |
1,248.75 |
|
S3 |
1,193.50 |
1,209.75 |
1,246.25 |
|
S4 |
1,165.25 |
1,181.50 |
1,238.50 |
|
|
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 |
1,274.00 |
1,218.25 |
55.75 |
4.4% |
33.00 |
2.6% |
64% |
False |
False |
2,306,742 |
10 |
1,275.25 |
1,213.50 |
61.75 |
4.9% |
31.25 |
2.5% |
66% |
False |
False |
2,306,078 |
20 |
1,289.25 |
1,192.50 |
96.75 |
7.7% |
30.50 |
2.4% |
64% |
False |
False |
2,445,563 |
40 |
1,289.25 |
1,068.00 |
221.25 |
17.6% |
33.75 |
2.7% |
84% |
False |
False |
2,698,496 |
60 |
1,289.25 |
1,068.00 |
221.25 |
17.6% |
33.50 |
2.7% |
84% |
False |
False |
2,241,150 |
80 |
1,334.00 |
1,068.00 |
266.00 |
21.2% |
36.00 |
2.9% |
70% |
False |
False |
1,682,355 |
100 |
1,348.75 |
1,068.00 |
280.75 |
22.4% |
32.75 |
2.6% |
66% |
False |
False |
1,346,189 |
120 |
1,348.75 |
1,068.00 |
280.75 |
22.4% |
30.00 |
2.4% |
66% |
False |
False |
1,121,908 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,382.25 |
2.618 |
1,336.25 |
1.618 |
1,308.00 |
1.000 |
1,290.50 |
0.618 |
1,279.75 |
HIGH |
1,262.25 |
0.618 |
1,251.50 |
0.500 |
1,248.00 |
0.382 |
1,244.75 |
LOW |
1,234.00 |
0.618 |
1,216.50 |
1.000 |
1,205.75 |
1.618 |
1,188.25 |
2.618 |
1,160.00 |
4.250 |
1,114.00 |
|
|
Fisher Pivots for day following 15-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,252.00 |
1,253.50 |
PP |
1,250.00 |
1,252.75 |
S1 |
1,248.00 |
1,252.25 |
|