Trading Metrics calculated at close of trading on 14-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2011 |
14-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
11,855 |
12,129 |
274 |
2.3% |
11,958 |
High |
12,142 |
12,203 |
61 |
0.5% |
12,144 |
Low |
11,823 |
11,985 |
162 |
1.4% |
11,661 |
Close |
12,112 |
12,060 |
-52 |
-0.4% |
12,112 |
Range |
319 |
218 |
-101 |
-31.7% |
483 |
ATR |
282 |
277 |
-5 |
-1.6% |
0 |
Volume |
104,052 |
109,923 |
5,871 |
5.6% |
657,134 |
|
Daily Pivots for day following 14-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,737 |
12,616 |
12,180 |
|
R3 |
12,519 |
12,398 |
12,120 |
|
R2 |
12,301 |
12,301 |
12,100 |
|
R1 |
12,180 |
12,180 |
12,080 |
12,132 |
PP |
12,083 |
12,083 |
12,083 |
12,058 |
S1 |
11,962 |
11,962 |
12,040 |
11,914 |
S2 |
11,865 |
11,865 |
12,020 |
|
S3 |
11,647 |
11,744 |
12,000 |
|
S4 |
11,429 |
11,526 |
11,940 |
|
|
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 |
12,203 |
11,661 |
542 |
4.5% |
289 |
2.4% |
74% |
True |
False |
131,789 |
10 |
12,203 |
11,571 |
632 |
5.2% |
286 |
2.4% |
77% |
True |
False |
132,455 |
20 |
12,228 |
11,219 |
1,009 |
8.4% |
268 |
2.2% |
83% |
False |
False |
129,924 |
40 |
12,228 |
10,328 |
1,900 |
15.8% |
289 |
2.4% |
91% |
False |
False |
139,289 |
60 |
12,228 |
10,328 |
1,900 |
15.8% |
285 |
2.4% |
91% |
False |
False |
109,248 |
80 |
12,531 |
10,328 |
2,203 |
18.3% |
300 |
2.5% |
79% |
False |
False |
81,982 |
100 |
12,675 |
10,328 |
2,347 |
19.5% |
271 |
2.2% |
74% |
False |
False |
65,600 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,130 |
2.618 |
12,774 |
1.618 |
12,556 |
1.000 |
12,421 |
0.618 |
12,338 |
HIGH |
12,203 |
0.618 |
12,120 |
0.500 |
12,094 |
0.382 |
12,068 |
LOW |
11,985 |
0.618 |
11,850 |
1.000 |
11,767 |
1.618 |
11,632 |
2.618 |
11,414 |
4.250 |
11,059 |
|
|
Fisher Pivots for day following 14-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
12,094 |
12,017 |
PP |
12,083 |
11,975 |
S1 |
12,071 |
11,932 |
|