Trading Metrics calculated at close of trading on 16-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2011 |
16-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
8,550 |
8,560 |
10 |
0.1% |
8,780 |
High |
8,595 |
8,575 |
-20 |
-0.2% |
8,815 |
Low |
8,500 |
8,390 |
-110 |
-1.3% |
8,470 |
Close |
8,540 |
8,390 |
-150 |
-1.8% |
8,600 |
Range |
95 |
185 |
90 |
94.7% |
345 |
ATR |
166 |
168 |
1 |
0.8% |
0 |
Volume |
5,072 |
6,291 |
1,219 |
24.0% |
32,982 |
|
Daily Pivots for day following 16-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,007 |
8,883 |
8,492 |
|
R3 |
8,822 |
8,698 |
8,441 |
|
R2 |
8,637 |
8,637 |
8,424 |
|
R1 |
8,513 |
8,513 |
8,407 |
8,483 |
PP |
8,452 |
8,452 |
8,452 |
8,436 |
S1 |
8,328 |
8,328 |
8,373 |
8,298 |
S2 |
8,267 |
8,267 |
8,356 |
|
S3 |
8,082 |
8,143 |
8,339 |
|
S4 |
7,897 |
7,958 |
8,288 |
|
|
Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,663 |
9,477 |
8,790 |
|
R3 |
9,318 |
9,132 |
8,695 |
|
R2 |
8,973 |
8,973 |
8,663 |
|
R1 |
8,787 |
8,787 |
8,632 |
8,708 |
PP |
8,628 |
8,628 |
8,628 |
8,589 |
S1 |
8,442 |
8,442 |
8,569 |
8,363 |
S2 |
8,283 |
8,283 |
8,537 |
|
S3 |
7,938 |
8,097 |
8,505 |
|
S4 |
7,593 |
7,752 |
8,410 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,660 |
8,390 |
270 |
3.2% |
136 |
1.6% |
0% |
False |
True |
5,648 |
10 |
8,820 |
8,390 |
430 |
5.1% |
154 |
1.8% |
0% |
False |
True |
6,220 |
20 |
9,170 |
8,390 |
780 |
9.3% |
172 |
2.0% |
0% |
False |
True |
6,725 |
40 |
9,170 |
8,280 |
890 |
10.6% |
180 |
2.1% |
12% |
False |
False |
7,144 |
60 |
9,170 |
8,280 |
890 |
10.6% |
174 |
2.1% |
12% |
False |
False |
6,994 |
80 |
10,050 |
8,280 |
1,770 |
21.1% |
168 |
2.0% |
6% |
False |
False |
5,259 |
100 |
10,120 |
8,280 |
1,840 |
21.9% |
134 |
1.6% |
6% |
False |
False |
4,209 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,361 |
2.618 |
9,059 |
1.618 |
8,874 |
1.000 |
8,760 |
0.618 |
8,689 |
HIGH |
8,575 |
0.618 |
8,504 |
0.500 |
8,483 |
0.382 |
8,461 |
LOW |
8,390 |
0.618 |
8,276 |
1.000 |
8,205 |
1.618 |
8,091 |
2.618 |
7,906 |
4.250 |
7,604 |
|
|
Fisher Pivots for day following 16-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
8,483 |
8,525 |
PP |
8,452 |
8,480 |
S1 |
8,421 |
8,435 |
|