Trading Metrics calculated at close of trading on 16-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2011 |
16-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
12,054 |
12,041 |
-13 |
-0.1% |
11,958 |
High |
12,129 |
12,083 |
-46 |
-0.4% |
12,144 |
Low |
11,916 |
11,842 |
-74 |
-0.6% |
11,661 |
Close |
12,038 |
11,845 |
-193 |
-1.6% |
12,112 |
Range |
213 |
241 |
28 |
13.1% |
483 |
ATR |
273 |
270 |
-2 |
-0.8% |
0 |
Volume |
119,079 |
151,392 |
32,313 |
27.1% |
657,134 |
|
Daily Pivots for day following 16-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,646 |
12,487 |
11,978 |
|
R3 |
12,405 |
12,246 |
11,911 |
|
R2 |
12,164 |
12,164 |
11,889 |
|
R1 |
12,005 |
12,005 |
11,867 |
11,964 |
PP |
11,923 |
11,923 |
11,923 |
11,903 |
S1 |
11,764 |
11,764 |
11,823 |
11,723 |
S2 |
11,682 |
11,682 |
11,801 |
|
S3 |
11,441 |
11,523 |
11,779 |
|
S4 |
11,200 |
11,282 |
11,713 |
|
|
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 |
4.6% |
251 |
2.1% |
34% |
False |
False |
126,852 |
10 |
12,203 |
11,592 |
611 |
5.2% |
277 |
2.3% |
41% |
False |
False |
129,003 |
20 |
12,228 |
11,330 |
898 |
7.6% |
264 |
2.2% |
57% |
False |
False |
128,757 |
40 |
12,228 |
10,328 |
1,900 |
16.0% |
284 |
2.4% |
80% |
False |
False |
138,945 |
60 |
12,228 |
10,328 |
1,900 |
16.0% |
282 |
2.4% |
80% |
False |
False |
113,736 |
80 |
12,384 |
10,328 |
2,056 |
17.4% |
302 |
2.5% |
74% |
False |
False |
85,360 |
100 |
12,675 |
10,328 |
2,347 |
19.8% |
272 |
2.3% |
65% |
False |
False |
68,303 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,107 |
2.618 |
12,714 |
1.618 |
12,473 |
1.000 |
12,324 |
0.618 |
12,232 |
HIGH |
12,083 |
0.618 |
11,991 |
0.500 |
11,963 |
0.382 |
11,934 |
LOW |
11,842 |
0.618 |
11,693 |
1.000 |
11,601 |
1.618 |
11,452 |
2.618 |
11,211 |
4.250 |
10,818 |
|
|
Fisher Pivots for day following 16-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
11,963 |
12,023 |
PP |
11,923 |
11,963 |
S1 |
11,884 |
11,904 |
|