Trading Metrics calculated at close of trading on 17-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2011 |
17-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,254.50 |
1,231.25 |
-23.25 |
-1.9% |
1,253.25 |
High |
1,258.75 |
1,241.75 |
-17.00 |
-1.4% |
1,275.25 |
Low |
1,230.50 |
1,206.50 |
-24.00 |
-2.0% |
1,218.25 |
Close |
1,231.00 |
1,214.75 |
-16.25 |
-1.3% |
1,261.50 |
Range |
28.25 |
35.25 |
7.00 |
24.8% |
57.00 |
ATR |
31.63 |
31.89 |
0.26 |
0.8% |
0.00 |
Volume |
2,708,943 |
3,096,373 |
387,430 |
14.3% |
11,647,373 |
|
Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,326.75 |
1,306.00 |
1,234.25 |
|
R3 |
1,291.50 |
1,270.75 |
1,224.50 |
|
R2 |
1,256.25 |
1,256.25 |
1,221.25 |
|
R1 |
1,235.50 |
1,235.50 |
1,218.00 |
1,228.25 |
PP |
1,221.00 |
1,221.00 |
1,221.00 |
1,217.50 |
S1 |
1,200.25 |
1,200.25 |
1,211.50 |
1,193.00 |
S2 |
1,185.75 |
1,185.75 |
1,208.25 |
|
S3 |
1,150.50 |
1,165.00 |
1,205.00 |
|
S4 |
1,115.25 |
1,129.75 |
1,195.25 |
|
|
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 |
1,270.75 |
1,206.50 |
64.25 |
5.3% |
30.00 |
2.5% |
13% |
False |
True |
2,303,270 |
10 |
1,275.25 |
1,206.50 |
68.75 |
5.7% |
30.75 |
2.5% |
12% |
False |
True |
2,380,434 |
20 |
1,289.25 |
1,206.50 |
82.75 |
6.8% |
31.25 |
2.6% |
10% |
False |
True |
2,469,619 |
40 |
1,289.25 |
1,068.00 |
221.25 |
18.2% |
32.75 |
2.7% |
66% |
False |
False |
2,643,927 |
60 |
1,289.25 |
1,068.00 |
221.25 |
18.2% |
33.25 |
2.7% |
66% |
False |
False |
2,337,594 |
80 |
1,307.00 |
1,068.00 |
239.00 |
19.7% |
36.25 |
3.0% |
61% |
False |
False |
1,754,862 |
100 |
1,348.75 |
1,068.00 |
280.75 |
23.1% |
33.00 |
2.7% |
52% |
False |
False |
1,404,205 |
120 |
1,348.75 |
1,068.00 |
280.75 |
23.1% |
30.50 |
2.5% |
52% |
False |
False |
1,170,286 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,391.50 |
2.618 |
1,334.00 |
1.618 |
1,298.75 |
1.000 |
1,277.00 |
0.618 |
1,263.50 |
HIGH |
1,241.75 |
0.618 |
1,228.25 |
0.500 |
1,224.00 |
0.382 |
1,220.00 |
LOW |
1,206.50 |
0.618 |
1,184.75 |
1.000 |
1,171.25 |
1.618 |
1,149.50 |
2.618 |
1,114.25 |
4.250 |
1,056.75 |
|
|
Fisher Pivots for day following 17-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,224.00 |
1,234.50 |
PP |
1,221.00 |
1,227.75 |
S1 |
1,218.00 |
1,221.25 |
|