Trading Metrics calculated at close of trading on 18-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2011 |
18-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
8,410 |
8,400 |
-10 |
-0.1% |
8,620 |
High |
8,490 |
8,460 |
-30 |
-0.4% |
8,660 |
Low |
8,365 |
8,365 |
0 |
0.0% |
8,365 |
Close |
8,390 |
8,400 |
10 |
0.1% |
8,400 |
Range |
125 |
95 |
-30 |
-24.0% |
295 |
ATR |
165 |
160 |
-5 |
-3.0% |
0 |
Volume |
8,103 |
4,973 |
-3,130 |
-38.6% |
29,439 |
|
Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,693 |
8,642 |
8,452 |
|
R3 |
8,598 |
8,547 |
8,426 |
|
R2 |
8,503 |
8,503 |
8,418 |
|
R1 |
8,452 |
8,452 |
8,409 |
8,448 |
PP |
8,408 |
8,408 |
8,408 |
8,406 |
S1 |
8,357 |
8,357 |
8,391 |
8,353 |
S2 |
8,313 |
8,313 |
8,383 |
|
S3 |
8,218 |
8,262 |
8,374 |
|
S4 |
8,123 |
8,167 |
8,348 |
|
|
Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,360 |
9,175 |
8,562 |
|
R3 |
9,065 |
8,880 |
8,481 |
|
R2 |
8,770 |
8,770 |
8,454 |
|
R1 |
8,585 |
8,585 |
8,427 |
8,530 |
PP |
8,475 |
8,475 |
8,475 |
8,448 |
S1 |
8,290 |
8,290 |
8,373 |
8,235 |
S2 |
8,180 |
8,180 |
8,346 |
|
S3 |
7,885 |
7,995 |
8,319 |
|
S4 |
7,590 |
7,700 |
8,238 |
|
|
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% |
124 |
1.5% |
12% |
False |
True |
5,887 |
10 |
8,815 |
8,365 |
450 |
5.4% |
140 |
1.7% |
8% |
False |
True |
6,242 |
20 |
9,170 |
8,365 |
805 |
9.6% |
170 |
2.0% |
4% |
False |
True |
6,774 |
40 |
9,170 |
8,280 |
890 |
10.6% |
173 |
2.1% |
13% |
False |
False |
6,884 |
60 |
9,170 |
8,280 |
890 |
10.6% |
173 |
2.1% |
13% |
False |
False |
7,212 |
80 |
9,950 |
8,280 |
1,670 |
19.9% |
170 |
2.0% |
7% |
False |
False |
5,422 |
100 |
10,120 |
8,280 |
1,840 |
21.9% |
136 |
1.6% |
7% |
False |
False |
4,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,864 |
2.618 |
8,709 |
1.618 |
8,614 |
1.000 |
8,555 |
0.618 |
8,519 |
HIGH |
8,460 |
0.618 |
8,424 |
0.500 |
8,413 |
0.382 |
8,401 |
LOW |
8,365 |
0.618 |
8,306 |
1.000 |
8,270 |
1.618 |
8,211 |
2.618 |
8,116 |
4.250 |
7,961 |
|
|
Fisher Pivots for day following 18-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
8,413 |
8,470 |
PP |
8,408 |
8,447 |
S1 |
8,404 |
8,423 |
|