Trading Metrics calculated at close of trading on 23-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2011 |
23-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
8,280 |
8,270 |
-10 |
-0.1% |
8,620 |
High |
8,355 |
8,295 |
-60 |
-0.7% |
8,660 |
Low |
8,250 |
8,140 |
-110 |
-1.3% |
8,365 |
Close |
8,265 |
8,155 |
-110 |
-1.3% |
8,400 |
Range |
105 |
155 |
50 |
47.6% |
295 |
ATR |
157 |
156 |
0 |
-0.1% |
0 |
Volume |
5,099 |
6,223 |
1,124 |
22.0% |
29,439 |
|
Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,662 |
8,563 |
8,240 |
|
R3 |
8,507 |
8,408 |
8,198 |
|
R2 |
8,352 |
8,352 |
8,184 |
|
R1 |
8,253 |
8,253 |
8,169 |
8,225 |
PP |
8,197 |
8,197 |
8,197 |
8,183 |
S1 |
8,098 |
8,098 |
8,141 |
8,070 |
S2 |
8,042 |
8,042 |
8,127 |
|
S3 |
7,887 |
7,943 |
8,113 |
|
S4 |
7,732 |
7,788 |
8,070 |
|
|
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 |
8,490 |
8,140 |
350 |
4.3% |
130 |
1.6% |
4% |
False |
True |
5,954 |
10 |
8,660 |
8,140 |
520 |
6.4% |
133 |
1.6% |
3% |
False |
True |
5,801 |
20 |
9,170 |
8,140 |
1,030 |
12.6% |
169 |
2.1% |
1% |
False |
True |
6,755 |
40 |
9,170 |
8,140 |
1,030 |
12.6% |
167 |
2.0% |
1% |
False |
True |
6,699 |
60 |
9,170 |
8,140 |
1,030 |
12.6% |
174 |
2.1% |
1% |
False |
True |
7,485 |
80 |
9,705 |
8,140 |
1,565 |
19.2% |
175 |
2.1% |
1% |
False |
True |
5,630 |
100 |
10,120 |
8,140 |
1,980 |
24.3% |
141 |
1.7% |
1% |
False |
True |
4,506 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,954 |
2.618 |
8,701 |
1.618 |
8,546 |
1.000 |
8,450 |
0.618 |
8,391 |
HIGH |
8,295 |
0.618 |
8,236 |
0.500 |
8,218 |
0.382 |
8,199 |
LOW |
8,140 |
0.618 |
8,044 |
1.000 |
7,985 |
1.618 |
7,889 |
2.618 |
7,734 |
4.250 |
7,481 |
|
|
Fisher Pivots for day following 23-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
8,218 |
8,270 |
PP |
8,197 |
8,232 |
S1 |
8,176 |
8,193 |
|