Trading Metrics calculated at close of trading on 11-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2011 |
11-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
11,735 |
11,855 |
120 |
1.0% |
11,958 |
High |
11,924 |
12,142 |
218 |
1.8% |
12,144 |
Low |
11,661 |
11,823 |
162 |
1.4% |
11,661 |
Close |
11,855 |
12,112 |
257 |
2.2% |
12,112 |
Range |
263 |
319 |
56 |
21.3% |
483 |
ATR |
279 |
282 |
3 |
1.0% |
0 |
Volume |
149,818 |
104,052 |
-45,766 |
-30.5% |
657,134 |
|
Daily Pivots for day following 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,983 |
12,866 |
12,288 |
|
R3 |
12,664 |
12,547 |
12,200 |
|
R2 |
12,345 |
12,345 |
12,171 |
|
R1 |
12,228 |
12,228 |
12,141 |
12,287 |
PP |
12,026 |
12,026 |
12,026 |
12,055 |
S1 |
11,909 |
11,909 |
12,083 |
11,968 |
S2 |
11,707 |
11,707 |
12,054 |
|
S3 |
11,388 |
11,590 |
12,024 |
|
S4 |
11,069 |
11,271 |
11,937 |
|
|
Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,421 |
13,250 |
12,378 |
|
R3 |
12,938 |
12,767 |
12,245 |
|
R2 |
12,455 |
12,455 |
12,201 |
|
R1 |
12,284 |
12,284 |
12,156 |
12,370 |
PP |
11,972 |
11,972 |
11,972 |
12,015 |
S1 |
11,801 |
11,801 |
12,068 |
11,887 |
S2 |
11,489 |
11,489 |
12,024 |
|
S3 |
11,006 |
11,318 |
11,979 |
|
S4 |
10,523 |
10,835 |
11,846 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,144 |
11,661 |
483 |
4.0% |
293 |
2.4% |
93% |
False |
False |
131,426 |
10 |
12,160 |
11,571 |
589 |
4.9% |
292 |
2.4% |
92% |
False |
False |
131,935 |
20 |
12,228 |
11,219 |
1,009 |
8.3% |
275 |
2.3% |
89% |
False |
False |
130,257 |
40 |
12,228 |
10,328 |
1,900 |
15.7% |
289 |
2.4% |
94% |
False |
False |
139,635 |
60 |
12,228 |
10,328 |
1,900 |
15.7% |
286 |
2.4% |
94% |
False |
False |
107,421 |
80 |
12,675 |
10,328 |
2,347 |
19.4% |
300 |
2.5% |
76% |
False |
False |
80,611 |
100 |
12,675 |
10,328 |
2,347 |
19.4% |
271 |
2.2% |
76% |
False |
False |
64,501 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,498 |
2.618 |
12,977 |
1.618 |
12,658 |
1.000 |
12,461 |
0.618 |
12,339 |
HIGH |
12,142 |
0.618 |
12,020 |
0.500 |
11,983 |
0.382 |
11,945 |
LOW |
11,823 |
0.618 |
11,626 |
1.000 |
11,504 |
1.618 |
11,307 |
2.618 |
10,988 |
4.250 |
10,467 |
|
|
Fisher Pivots for day following 11-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
12,069 |
12,042 |
PP |
12,026 |
11,972 |
S1 |
11,983 |
11,902 |
|