Trading Metrics calculated at close of trading on 18-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2011 |
18-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
11,849 |
11,741 |
-108 |
-0.9% |
12,129 |
High |
11,931 |
11,859 |
-72 |
-0.6% |
12,203 |
Low |
11,643 |
11,696 |
53 |
0.5% |
11,643 |
Close |
11,739 |
11,767 |
28 |
0.2% |
11,767 |
Range |
288 |
163 |
-125 |
-43.4% |
560 |
ATR |
272 |
264 |
-8 |
-2.9% |
0 |
Volume |
175,347 |
114,426 |
-60,921 |
-34.7% |
670,167 |
|
Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,263 |
12,178 |
11,857 |
|
R3 |
12,100 |
12,015 |
11,812 |
|
R2 |
11,937 |
11,937 |
11,797 |
|
R1 |
11,852 |
11,852 |
11,782 |
11,895 |
PP |
11,774 |
11,774 |
11,774 |
11,795 |
S1 |
11,689 |
11,689 |
11,752 |
11,732 |
S2 |
11,611 |
11,611 |
11,737 |
|
S3 |
11,448 |
11,526 |
11,722 |
|
S4 |
11,285 |
11,363 |
11,677 |
|
|
Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,551 |
13,219 |
12,075 |
|
R3 |
12,991 |
12,659 |
11,921 |
|
R2 |
12,431 |
12,431 |
11,870 |
|
R1 |
12,099 |
12,099 |
11,818 |
11,985 |
PP |
11,871 |
11,871 |
11,871 |
11,814 |
S1 |
11,539 |
11,539 |
11,716 |
11,425 |
S2 |
11,311 |
11,311 |
11,664 |
|
S3 |
10,751 |
10,979 |
11,613 |
|
S4 |
10,191 |
10,419 |
11,459 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,203 |
11,643 |
560 |
4.8% |
225 |
1.9% |
22% |
False |
False |
134,033 |
10 |
12,203 |
11,643 |
560 |
4.8% |
259 |
2.2% |
22% |
False |
False |
132,730 |
20 |
12,228 |
11,571 |
657 |
5.6% |
261 |
2.2% |
30% |
False |
False |
130,154 |
40 |
12,228 |
10,328 |
1,900 |
16.1% |
275 |
2.3% |
76% |
False |
False |
135,910 |
60 |
12,228 |
10,328 |
1,900 |
16.1% |
280 |
2.4% |
76% |
False |
False |
118,557 |
80 |
12,228 |
10,328 |
1,900 |
16.1% |
303 |
2.6% |
76% |
False |
False |
88,980 |
100 |
12,675 |
10,328 |
2,347 |
19.9% |
274 |
2.3% |
61% |
False |
False |
71,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,552 |
2.618 |
12,286 |
1.618 |
12,123 |
1.000 |
12,022 |
0.618 |
11,960 |
HIGH |
11,859 |
0.618 |
11,797 |
0.500 |
11,778 |
0.382 |
11,758 |
LOW |
11,696 |
0.618 |
11,595 |
1.000 |
11,533 |
1.618 |
11,432 |
2.618 |
11,269 |
4.250 |
11,003 |
|
|
Fisher Pivots for day following 18-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
11,778 |
11,863 |
PP |
11,774 |
11,831 |
S1 |
11,771 |
11,799 |
|