Trading Metrics calculated at close of trading on 22-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2011 |
22-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,208.00 |
1,190.75 |
-17.25 |
-1.4% |
1,264.25 |
High |
1,209.00 |
1,199.00 |
-10.00 |
-0.8% |
1,270.75 |
Low |
1,180.75 |
1,179.25 |
-1.50 |
-0.1% |
1,206.50 |
Close |
1,190.75 |
1,182.75 |
-8.00 |
-0.7% |
1,214.00 |
Range |
28.25 |
19.75 |
-8.50 |
-30.1% |
64.25 |
ATR |
31.26 |
30.44 |
-0.82 |
-2.6% |
0.00 |
Volume |
2,178,618 |
2,306,750 |
128,132 |
5.9% |
12,086,560 |
|
Daily Pivots for day following 22-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,246.25 |
1,234.25 |
1,193.50 |
|
R3 |
1,226.50 |
1,214.50 |
1,188.25 |
|
R2 |
1,206.75 |
1,206.75 |
1,186.25 |
|
R1 |
1,194.75 |
1,194.75 |
1,184.50 |
1,191.00 |
PP |
1,187.00 |
1,187.00 |
1,187.00 |
1,185.00 |
S1 |
1,175.00 |
1,175.00 |
1,181.00 |
1,171.00 |
S2 |
1,167.25 |
1,167.25 |
1,179.25 |
|
S3 |
1,147.50 |
1,155.25 |
1,177.25 |
|
S4 |
1,127.75 |
1,135.50 |
1,172.00 |
|
|
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 |
1,258.75 |
1,179.25 |
79.50 |
6.7% |
26.50 |
2.2% |
4% |
False |
True |
2,492,529 |
10 |
1,274.00 |
1,179.25 |
94.75 |
8.0% |
29.75 |
2.5% |
4% |
False |
True |
2,399,635 |
20 |
1,289.25 |
1,179.25 |
110.00 |
9.3% |
30.50 |
2.6% |
3% |
False |
True |
2,465,594 |
40 |
1,289.25 |
1,068.00 |
221.25 |
18.7% |
31.75 |
2.7% |
52% |
False |
False |
2,568,391 |
60 |
1,289.25 |
1,068.00 |
221.25 |
18.7% |
32.50 |
2.7% |
52% |
False |
False |
2,447,867 |
80 |
1,289.25 |
1,068.00 |
221.25 |
18.7% |
36.25 |
3.1% |
52% |
False |
False |
1,837,987 |
100 |
1,348.75 |
1,068.00 |
280.75 |
23.7% |
33.00 |
2.8% |
41% |
False |
False |
1,470,752 |
120 |
1,348.75 |
1,068.00 |
280.75 |
23.7% |
30.50 |
2.6% |
41% |
False |
False |
1,225,761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,283.00 |
2.618 |
1,250.75 |
1.618 |
1,231.00 |
1.000 |
1,218.75 |
0.618 |
1,211.25 |
HIGH |
1,199.00 |
0.618 |
1,191.50 |
0.500 |
1,189.00 |
0.382 |
1,186.75 |
LOW |
1,179.25 |
0.618 |
1,167.00 |
1.000 |
1,159.50 |
1.618 |
1,147.25 |
2.618 |
1,127.50 |
4.250 |
1,095.25 |
|
|
Fisher Pivots for day following 22-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,189.00 |
1,204.50 |
PP |
1,187.00 |
1,197.25 |
S1 |
1,185.00 |
1,190.00 |
|