Trading Metrics calculated at close of trading on 25-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
8,270 |
8,165 |
-105 |
-1.3% |
8,390 |
High |
8,295 |
8,220 |
-75 |
-0.9% |
8,400 |
Low |
8,140 |
8,105 |
-35 |
-0.4% |
8,105 |
Close |
8,155 |
8,130 |
-25 |
-0.3% |
8,130 |
Range |
155 |
115 |
-40 |
-25.8% |
295 |
ATR |
156 |
153 |
-3 |
-1.9% |
0 |
Volume |
6,223 |
5,924 |
-299 |
-4.8% |
22,619 |
|
Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,497 |
8,428 |
8,193 |
|
R3 |
8,382 |
8,313 |
8,162 |
|
R2 |
8,267 |
8,267 |
8,151 |
|
R1 |
8,198 |
8,198 |
8,141 |
8,175 |
PP |
8,152 |
8,152 |
8,152 |
8,140 |
S1 |
8,083 |
8,083 |
8,120 |
8,060 |
S2 |
8,037 |
8,037 |
8,109 |
|
S3 |
7,922 |
7,968 |
8,099 |
|
S4 |
7,807 |
7,853 |
8,067 |
|
|
Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,097 |
8,908 |
8,292 |
|
R3 |
8,802 |
8,613 |
8,211 |
|
R2 |
8,507 |
8,507 |
8,184 |
|
R1 |
8,318 |
8,318 |
8,157 |
8,265 |
PP |
8,212 |
8,212 |
8,212 |
8,185 |
S1 |
8,023 |
8,023 |
8,103 |
7,970 |
S2 |
7,917 |
7,917 |
8,076 |
|
S3 |
7,622 |
7,728 |
8,049 |
|
S4 |
7,327 |
7,433 |
7,968 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,460 |
8,105 |
355 |
4.4% |
128 |
1.6% |
7% |
False |
True |
5,518 |
10 |
8,660 |
8,105 |
555 |
6.8% |
132 |
1.6% |
5% |
False |
True |
5,665 |
20 |
9,170 |
8,105 |
1,065 |
13.1% |
157 |
1.9% |
2% |
False |
True |
6,507 |
40 |
9,170 |
8,105 |
1,065 |
13.1% |
163 |
2.0% |
2% |
False |
True |
6,670 |
60 |
9,170 |
8,105 |
1,065 |
13.1% |
174 |
2.1% |
2% |
False |
True |
7,568 |
80 |
9,705 |
8,105 |
1,600 |
19.7% |
177 |
2.2% |
2% |
False |
True |
5,704 |
100 |
10,120 |
8,105 |
2,015 |
24.8% |
142 |
1.7% |
1% |
False |
True |
4,565 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,709 |
2.618 |
8,521 |
1.618 |
8,406 |
1.000 |
8,335 |
0.618 |
8,291 |
HIGH |
8,220 |
0.618 |
8,176 |
0.500 |
8,163 |
0.382 |
8,149 |
LOW |
8,105 |
0.618 |
8,034 |
1.000 |
7,990 |
1.618 |
7,919 |
2.618 |
7,804 |
4.250 |
7,616 |
|
|
Fisher Pivots for day following 25-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
8,163 |
8,230 |
PP |
8,152 |
8,197 |
S1 |
8,141 |
8,163 |
|