Trading Metrics calculated at close of trading on 15-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2011 |
15-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
12,129 |
12,054 |
-75 |
-0.6% |
11,958 |
High |
12,203 |
12,129 |
-74 |
-0.6% |
12,144 |
Low |
11,985 |
11,916 |
-69 |
-0.6% |
11,661 |
Close |
12,060 |
12,038 |
-22 |
-0.2% |
12,112 |
Range |
218 |
213 |
-5 |
-2.3% |
483 |
ATR |
277 |
273 |
-5 |
-1.7% |
0 |
Volume |
109,923 |
119,079 |
9,156 |
8.3% |
657,134 |
|
Daily Pivots for day following 15-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,667 |
12,565 |
12,155 |
|
R3 |
12,454 |
12,352 |
12,097 |
|
R2 |
12,241 |
12,241 |
12,077 |
|
R1 |
12,139 |
12,139 |
12,058 |
12,084 |
PP |
12,028 |
12,028 |
12,028 |
12,000 |
S1 |
11,926 |
11,926 |
12,019 |
11,871 |
S2 |
11,815 |
11,815 |
11,999 |
|
S3 |
11,602 |
11,713 |
11,980 |
|
S4 |
11,389 |
11,500 |
11,921 |
|
|
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% |
291 |
2.4% |
70% |
False |
False |
131,301 |
10 |
12,203 |
11,592 |
611 |
5.1% |
273 |
2.3% |
73% |
False |
False |
125,831 |
20 |
12,228 |
11,330 |
898 |
7.5% |
260 |
2.2% |
79% |
False |
False |
128,106 |
40 |
12,228 |
10,328 |
1,900 |
15.8% |
288 |
2.4% |
90% |
False |
False |
139,157 |
60 |
12,228 |
10,328 |
1,900 |
15.8% |
283 |
2.4% |
90% |
False |
False |
111,217 |
80 |
12,526 |
10,328 |
2,198 |
18.3% |
301 |
2.5% |
78% |
False |
False |
83,469 |
100 |
12,675 |
10,328 |
2,347 |
19.5% |
272 |
2.3% |
73% |
False |
False |
66,790 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,034 |
2.618 |
12,687 |
1.618 |
12,474 |
1.000 |
12,342 |
0.618 |
12,261 |
HIGH |
12,129 |
0.618 |
12,048 |
0.500 |
12,023 |
0.382 |
11,997 |
LOW |
11,916 |
0.618 |
11,784 |
1.000 |
11,703 |
1.618 |
11,571 |
2.618 |
11,358 |
4.250 |
11,011 |
|
|
Fisher Pivots for day following 15-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
12,033 |
12,030 |
PP |
12,028 |
12,021 |
S1 |
12,023 |
12,013 |
|