Trading Metrics calculated at close of trading on 23-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2011 |
23-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,190.75 |
1,182.75 |
-8.00 |
-0.7% |
1,264.25 |
High |
1,199.00 |
1,185.00 |
-14.00 |
-1.2% |
1,270.75 |
Low |
1,179.25 |
1,158.50 |
-20.75 |
-1.8% |
1,206.50 |
Close |
1,182.75 |
1,160.00 |
-22.75 |
-1.9% |
1,214.00 |
Range |
19.75 |
26.50 |
6.75 |
34.2% |
64.25 |
ATR |
30.44 |
30.16 |
-0.28 |
-0.9% |
0.00 |
Volume |
2,306,750 |
2,322,710 |
15,960 |
0.7% |
12,086,560 |
|
Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,247.25 |
1,230.25 |
1,174.50 |
|
R3 |
1,220.75 |
1,203.75 |
1,167.25 |
|
R2 |
1,194.25 |
1,194.25 |
1,164.75 |
|
R1 |
1,177.25 |
1,177.25 |
1,162.50 |
1,172.50 |
PP |
1,167.75 |
1,167.75 |
1,167.75 |
1,165.50 |
S1 |
1,150.75 |
1,150.75 |
1,157.50 |
1,146.00 |
S2 |
1,141.25 |
1,141.25 |
1,155.25 |
|
S3 |
1,114.75 |
1,124.25 |
1,152.75 |
|
S4 |
1,088.25 |
1,097.75 |
1,145.50 |
|
|
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 |
1,241.75 |
1,158.50 |
83.25 |
7.2% |
26.25 |
2.3% |
2% |
False |
True |
2,415,283 |
10 |
1,270.75 |
1,158.50 |
112.25 |
9.7% |
27.25 |
2.3% |
1% |
False |
True |
2,307,807 |
20 |
1,289.25 |
1,158.50 |
130.75 |
11.3% |
30.50 |
2.6% |
1% |
False |
True |
2,446,939 |
40 |
1,289.25 |
1,068.00 |
221.25 |
19.1% |
31.25 |
2.7% |
42% |
False |
False |
2,556,496 |
60 |
1,289.25 |
1,068.00 |
221.25 |
19.1% |
32.50 |
2.8% |
42% |
False |
False |
2,486,042 |
80 |
1,289.25 |
1,068.00 |
221.25 |
19.1% |
36.00 |
3.1% |
42% |
False |
False |
1,867,006 |
100 |
1,348.75 |
1,068.00 |
280.75 |
24.2% |
33.25 |
2.9% |
33% |
False |
False |
1,493,970 |
120 |
1,348.75 |
1,068.00 |
280.75 |
24.2% |
30.75 |
2.6% |
33% |
False |
False |
1,245,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,297.50 |
2.618 |
1,254.50 |
1.618 |
1,228.00 |
1.000 |
1,211.50 |
0.618 |
1,201.50 |
HIGH |
1,185.00 |
0.618 |
1,175.00 |
0.500 |
1,171.75 |
0.382 |
1,168.50 |
LOW |
1,158.50 |
0.618 |
1,142.00 |
1.000 |
1,132.00 |
1.618 |
1,115.50 |
2.618 |
1,089.00 |
4.250 |
1,046.00 |
|
|
Fisher Pivots for day following 23-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,171.75 |
1,183.75 |
PP |
1,167.75 |
1,175.75 |
S1 |
1,164.00 |
1,168.00 |
|