Trading Metrics calculated at close of trading on 22-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2011 |
22-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
8,390 |
8,280 |
-110 |
-1.3% |
8,620 |
High |
8,400 |
8,355 |
-45 |
-0.5% |
8,660 |
Low |
8,230 |
8,250 |
20 |
0.2% |
8,365 |
Close |
8,265 |
8,265 |
0 |
0.0% |
8,400 |
Range |
170 |
105 |
-65 |
-38.2% |
295 |
ATR |
160 |
157 |
-4 |
-2.5% |
0 |
Volume |
5,373 |
5,099 |
-274 |
-5.1% |
29,439 |
|
Daily Pivots for day following 22-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,605 |
8,540 |
8,323 |
|
R3 |
8,500 |
8,435 |
8,294 |
|
R2 |
8,395 |
8,395 |
8,284 |
|
R1 |
8,330 |
8,330 |
8,275 |
8,310 |
PP |
8,290 |
8,290 |
8,290 |
8,280 |
S1 |
8,225 |
8,225 |
8,256 |
8,205 |
S2 |
8,185 |
8,185 |
8,246 |
|
S3 |
8,080 |
8,120 |
8,236 |
|
S4 |
7,975 |
8,015 |
8,207 |
|
|
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 |
8,575 |
8,230 |
345 |
4.2% |
136 |
1.6% |
10% |
False |
False |
5,967 |
10 |
8,770 |
8,230 |
540 |
6.5% |
141 |
1.7% |
6% |
False |
False |
6,103 |
20 |
9,170 |
8,230 |
940 |
11.4% |
169 |
2.0% |
4% |
False |
False |
6,697 |
40 |
9,170 |
8,230 |
940 |
11.4% |
167 |
2.0% |
4% |
False |
False |
6,722 |
60 |
9,170 |
8,230 |
940 |
11.4% |
173 |
2.1% |
4% |
False |
False |
7,383 |
80 |
9,950 |
8,230 |
1,720 |
20.8% |
174 |
2.1% |
2% |
False |
False |
5,552 |
100 |
10,120 |
8,230 |
1,890 |
22.9% |
139 |
1.7% |
2% |
False |
False |
4,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,801 |
2.618 |
8,630 |
1.618 |
8,525 |
1.000 |
8,460 |
0.618 |
8,420 |
HIGH |
8,355 |
0.618 |
8,315 |
0.500 |
8,303 |
0.382 |
8,290 |
LOW |
8,250 |
0.618 |
8,185 |
1.000 |
8,145 |
1.618 |
8,080 |
2.618 |
7,975 |
4.250 |
7,804 |
|
|
Fisher Pivots for day following 22-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
8,303 |
8,345 |
PP |
8,290 |
8,318 |
S1 |
8,278 |
8,292 |
|