Trading Metrics calculated at close of trading on 25-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,182.75 |
1,162.50 |
-20.25 |
-1.7% |
1,208.00 |
High |
1,185.00 |
1,173.75 |
-11.25 |
-0.9% |
1,209.00 |
Low |
1,158.50 |
1,147.50 |
-11.00 |
-0.9% |
1,147.50 |
Close |
1,160.00 |
1,153.50 |
-6.50 |
-0.6% |
1,153.50 |
Range |
26.50 |
26.25 |
-0.25 |
-0.9% |
61.50 |
ATR |
30.16 |
29.88 |
-0.28 |
-0.9% |
0.00 |
Volume |
2,322,710 |
1,518,196 |
-804,514 |
-34.6% |
8,326,274 |
|
Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,237.00 |
1,221.50 |
1,168.00 |
|
R3 |
1,210.75 |
1,195.25 |
1,160.75 |
|
R2 |
1,184.50 |
1,184.50 |
1,158.25 |
|
R1 |
1,169.00 |
1,169.00 |
1,156.00 |
1,163.50 |
PP |
1,158.25 |
1,158.25 |
1,158.25 |
1,155.50 |
S1 |
1,142.75 |
1,142.75 |
1,151.00 |
1,137.50 |
S2 |
1,132.00 |
1,132.00 |
1,148.75 |
|
S3 |
1,105.75 |
1,116.50 |
1,146.25 |
|
S4 |
1,079.50 |
1,090.25 |
1,139.00 |
|
|
Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,354.50 |
1,315.50 |
1,187.25 |
|
R3 |
1,293.00 |
1,254.00 |
1,170.50 |
|
R2 |
1,231.50 |
1,231.50 |
1,164.75 |
|
R1 |
1,192.50 |
1,192.50 |
1,159.25 |
1,181.25 |
PP |
1,170.00 |
1,170.00 |
1,170.00 |
1,164.50 |
S1 |
1,131.00 |
1,131.00 |
1,147.75 |
1,119.75 |
S2 |
1,108.50 |
1,108.50 |
1,142.25 |
|
S3 |
1,047.00 |
1,069.50 |
1,136.50 |
|
S4 |
985.50 |
1,008.00 |
1,119.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,229.75 |
1,147.50 |
82.25 |
7.1% |
24.25 |
2.1% |
7% |
False |
True |
2,099,647 |
10 |
1,270.75 |
1,147.50 |
123.25 |
10.7% |
27.25 |
2.4% |
5% |
False |
True |
2,201,459 |
20 |
1,284.25 |
1,147.50 |
136.75 |
11.9% |
29.25 |
2.5% |
4% |
False |
True |
2,359,040 |
40 |
1,289.25 |
1,068.00 |
221.25 |
19.2% |
31.00 |
2.7% |
39% |
False |
False |
2,520,186 |
60 |
1,289.25 |
1,068.00 |
221.25 |
19.2% |
32.50 |
2.8% |
39% |
False |
False |
2,511,151 |
80 |
1,289.25 |
1,068.00 |
221.25 |
19.2% |
36.00 |
3.1% |
39% |
False |
False |
1,885,959 |
100 |
1,348.75 |
1,068.00 |
280.75 |
24.3% |
33.25 |
2.9% |
30% |
False |
False |
1,509,145 |
120 |
1,348.75 |
1,068.00 |
280.75 |
24.3% |
30.75 |
2.7% |
30% |
False |
False |
1,257,769 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,285.25 |
2.618 |
1,242.50 |
1.618 |
1,216.25 |
1.000 |
1,200.00 |
0.618 |
1,190.00 |
HIGH |
1,173.75 |
0.618 |
1,163.75 |
0.500 |
1,160.50 |
0.382 |
1,157.50 |
LOW |
1,147.50 |
0.618 |
1,131.25 |
1.000 |
1,121.25 |
1.618 |
1,105.00 |
2.618 |
1,078.75 |
4.250 |
1,036.00 |
|
|
Fisher Pivots for day following 25-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,160.50 |
1,173.25 |
PP |
1,158.25 |
1,166.75 |
S1 |
1,156.00 |
1,160.00 |
|