Trading Metrics calculated at close of trading on 21-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2011 |
21-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,215.00 |
1,208.00 |
-7.00 |
-0.6% |
1,264.25 |
High |
1,229.75 |
1,209.00 |
-20.75 |
-1.7% |
1,270.75 |
Low |
1,208.75 |
1,180.75 |
-28.00 |
-2.3% |
1,206.50 |
Close |
1,214.00 |
1,190.75 |
-23.25 |
-1.9% |
1,214.00 |
Range |
21.00 |
28.25 |
7.25 |
34.5% |
64.25 |
ATR |
31.11 |
31.26 |
0.15 |
0.5% |
0.00 |
Volume |
2,171,965 |
2,178,618 |
6,653 |
0.3% |
12,086,560 |
|
Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,278.25 |
1,262.75 |
1,206.25 |
|
R3 |
1,250.00 |
1,234.50 |
1,198.50 |
|
R2 |
1,221.75 |
1,221.75 |
1,196.00 |
|
R1 |
1,206.25 |
1,206.25 |
1,193.25 |
1,200.00 |
PP |
1,193.50 |
1,193.50 |
1,193.50 |
1,190.25 |
S1 |
1,178.00 |
1,178.00 |
1,188.25 |
1,171.50 |
S2 |
1,165.25 |
1,165.25 |
1,185.50 |
|
S3 |
1,137.00 |
1,149.75 |
1,183.00 |
|
S4 |
1,108.75 |
1,121.50 |
1,175.25 |
|
|
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 |
1,262.25 |
1,180.75 |
81.50 |
6.8% |
28.25 |
2.4% |
12% |
False |
True |
2,479,859 |
10 |
1,275.25 |
1,180.75 |
94.50 |
7.9% |
30.50 |
2.6% |
11% |
False |
True |
2,393,049 |
20 |
1,289.25 |
1,180.75 |
108.50 |
9.1% |
31.00 |
2.6% |
9% |
False |
True |
2,481,642 |
40 |
1,289.25 |
1,068.00 |
221.25 |
18.6% |
32.00 |
2.7% |
55% |
False |
False |
2,591,885 |
60 |
1,289.25 |
1,068.00 |
221.25 |
18.6% |
32.75 |
2.7% |
55% |
False |
False |
2,409,555 |
80 |
1,304.00 |
1,068.00 |
236.00 |
19.8% |
36.50 |
3.1% |
52% |
False |
False |
1,809,192 |
100 |
1,348.75 |
1,068.00 |
280.75 |
23.6% |
33.00 |
2.8% |
44% |
False |
False |
1,447,691 |
120 |
1,348.75 |
1,068.00 |
280.75 |
23.6% |
30.50 |
2.6% |
44% |
False |
False |
1,206,540 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,329.00 |
2.618 |
1,283.00 |
1.618 |
1,254.75 |
1.000 |
1,237.25 |
0.618 |
1,226.50 |
HIGH |
1,209.00 |
0.618 |
1,198.25 |
0.500 |
1,195.00 |
0.382 |
1,191.50 |
LOW |
1,180.75 |
0.618 |
1,163.25 |
1.000 |
1,152.50 |
1.618 |
1,135.00 |
2.618 |
1,106.75 |
4.250 |
1,060.75 |
|
|
Fisher Pivots for day following 21-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,195.00 |
1,211.25 |
PP |
1,193.50 |
1,204.50 |
S1 |
1,192.00 |
1,197.50 |
|