Trading Metrics calculated at close of trading on 17-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2011 |
17-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
8,560 |
8,410 |
-150 |
-1.8% |
8,780 |
High |
8,575 |
8,490 |
-85 |
-1.0% |
8,815 |
Low |
8,390 |
8,365 |
-25 |
-0.3% |
8,470 |
Close |
8,390 |
8,390 |
0 |
0.0% |
8,600 |
Range |
185 |
125 |
-60 |
-32.4% |
345 |
ATR |
168 |
165 |
-3 |
-1.8% |
0 |
Volume |
6,291 |
8,103 |
1,812 |
28.8% |
32,982 |
|
Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,790 |
8,715 |
8,459 |
|
R3 |
8,665 |
8,590 |
8,425 |
|
R2 |
8,540 |
8,540 |
8,413 |
|
R1 |
8,465 |
8,465 |
8,402 |
8,440 |
PP |
8,415 |
8,415 |
8,415 |
8,403 |
S1 |
8,340 |
8,340 |
8,379 |
8,315 |
S2 |
8,290 |
8,290 |
8,367 |
|
S3 |
8,165 |
8,215 |
8,356 |
|
S4 |
8,040 |
8,090 |
8,321 |
|
|
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 |
8,365 |
295 |
3.5% |
135 |
1.6% |
8% |
False |
True |
5,812 |
10 |
8,815 |
8,365 |
450 |
5.4% |
141 |
1.7% |
6% |
False |
True |
6,230 |
20 |
9,170 |
8,365 |
805 |
9.6% |
170 |
2.0% |
3% |
False |
True |
6,765 |
40 |
9,170 |
8,280 |
890 |
10.6% |
176 |
2.1% |
12% |
False |
False |
7,022 |
60 |
9,170 |
8,280 |
890 |
10.6% |
173 |
2.1% |
12% |
False |
False |
7,129 |
80 |
9,950 |
8,280 |
1,670 |
19.9% |
169 |
2.0% |
7% |
False |
False |
5,360 |
100 |
10,120 |
8,280 |
1,840 |
21.9% |
135 |
1.6% |
6% |
False |
False |
4,290 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,021 |
2.618 |
8,817 |
1.618 |
8,692 |
1.000 |
8,615 |
0.618 |
8,567 |
HIGH |
8,490 |
0.618 |
8,442 |
0.500 |
8,428 |
0.382 |
8,413 |
LOW |
8,365 |
0.618 |
8,288 |
1.000 |
8,240 |
1.618 |
8,163 |
2.618 |
8,038 |
4.250 |
7,834 |
|
|
Fisher Pivots for day following 17-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
8,428 |
8,480 |
PP |
8,415 |
8,450 |
S1 |
8,403 |
8,420 |
|