Trading Metrics calculated at close of trading on 18-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2011 |
18-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,231.25 |
1,215.00 |
-16.25 |
-1.3% |
1,264.25 |
High |
1,241.75 |
1,229.75 |
-12.00 |
-1.0% |
1,270.75 |
Low |
1,206.50 |
1,208.75 |
2.25 |
0.2% |
1,206.50 |
Close |
1,214.75 |
1,214.00 |
-0.75 |
-0.1% |
1,214.00 |
Range |
35.25 |
21.00 |
-14.25 |
-40.4% |
64.25 |
ATR |
31.89 |
31.11 |
-0.78 |
-2.4% |
0.00 |
Volume |
3,096,373 |
2,171,965 |
-924,408 |
-29.9% |
12,086,560 |
|
Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,280.50 |
1,268.25 |
1,225.50 |
|
R3 |
1,259.50 |
1,247.25 |
1,219.75 |
|
R2 |
1,238.50 |
1,238.50 |
1,217.75 |
|
R1 |
1,226.25 |
1,226.25 |
1,216.00 |
1,222.00 |
PP |
1,217.50 |
1,217.50 |
1,217.50 |
1,215.25 |
S1 |
1,205.25 |
1,205.25 |
1,212.00 |
1,201.00 |
S2 |
1,196.50 |
1,196.50 |
1,210.25 |
|
S3 |
1,175.50 |
1,184.25 |
1,208.25 |
|
S4 |
1,154.50 |
1,163.25 |
1,202.50 |
|
|
Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,423.25 |
1,382.75 |
1,249.25 |
|
R3 |
1,359.00 |
1,318.50 |
1,231.75 |
|
R2 |
1,294.75 |
1,294.75 |
1,225.75 |
|
R1 |
1,254.25 |
1,254.25 |
1,220.00 |
1,242.50 |
PP |
1,230.50 |
1,230.50 |
1,230.50 |
1,224.50 |
S1 |
1,190.00 |
1,190.00 |
1,208.00 |
1,178.00 |
S2 |
1,166.25 |
1,166.25 |
1,202.25 |
|
S3 |
1,102.00 |
1,125.75 |
1,196.25 |
|
S4 |
1,037.75 |
1,061.50 |
1,178.75 |
|
|
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% |
28.00 |
2.3% |
12% |
False |
False |
2,417,312 |
10 |
1,275.25 |
1,206.50 |
68.75 |
5.7% |
30.25 |
2.5% |
11% |
False |
False |
2,373,393 |
20 |
1,289.25 |
1,206.50 |
82.75 |
6.8% |
31.00 |
2.5% |
9% |
False |
False |
2,472,786 |
40 |
1,289.25 |
1,068.00 |
221.25 |
18.2% |
32.50 |
2.7% |
66% |
False |
False |
2,614,545 |
60 |
1,289.25 |
1,068.00 |
221.25 |
18.2% |
33.00 |
2.7% |
66% |
False |
False |
2,373,505 |
80 |
1,304.00 |
1,068.00 |
236.00 |
19.4% |
36.25 |
3.0% |
62% |
False |
False |
1,781,984 |
100 |
1,348.75 |
1,068.00 |
280.75 |
23.1% |
33.00 |
2.7% |
52% |
False |
False |
1,425,913 |
120 |
1,348.75 |
1,068.00 |
280.75 |
23.1% |
30.50 |
2.5% |
52% |
False |
False |
1,188,385 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,319.00 |
2.618 |
1,284.75 |
1.618 |
1,263.75 |
1.000 |
1,250.75 |
0.618 |
1,242.75 |
HIGH |
1,229.75 |
0.618 |
1,221.75 |
0.500 |
1,219.25 |
0.382 |
1,216.75 |
LOW |
1,208.75 |
0.618 |
1,195.75 |
1.000 |
1,187.75 |
1.618 |
1,174.75 |
2.618 |
1,153.75 |
4.250 |
1,119.50 |
|
|
Fisher Pivots for day following 18-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,219.25 |
1,232.50 |
PP |
1,217.50 |
1,226.50 |
S1 |
1,215.75 |
1,220.25 |
|