Trading Metrics calculated at close of trading on 22-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2011 |
22-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
11,721 |
11,528 |
-193 |
-1.6% |
12,129 |
High |
11,725 |
11,583 |
-142 |
-1.2% |
12,203 |
Low |
11,420 |
11,405 |
-15 |
-0.1% |
11,643 |
Close |
11,525 |
11,447 |
-78 |
-0.7% |
11,767 |
Range |
305 |
178 |
-127 |
-41.6% |
560 |
ATR |
270 |
263 |
-7 |
-2.4% |
0 |
Volume |
114,426 |
124,353 |
9,927 |
8.7% |
670,167 |
|
Daily Pivots for day following 22-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,012 |
11,908 |
11,545 |
|
R3 |
11,834 |
11,730 |
11,496 |
|
R2 |
11,656 |
11,656 |
11,480 |
|
R1 |
11,552 |
11,552 |
11,463 |
11,515 |
PP |
11,478 |
11,478 |
11,478 |
11,460 |
S1 |
11,374 |
11,374 |
11,431 |
11,337 |
S2 |
11,300 |
11,300 |
11,414 |
|
S3 |
11,122 |
11,196 |
11,398 |
|
S4 |
10,944 |
11,018 |
11,349 |
|
|
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 |
12,083 |
11,405 |
678 |
5.9% |
235 |
2.1% |
6% |
False |
True |
135,988 |
10 |
12,203 |
11,405 |
798 |
7.0% |
263 |
2.3% |
5% |
False |
True |
133,645 |
20 |
12,228 |
11,405 |
823 |
7.2% |
263 |
2.3% |
5% |
False |
True |
129,566 |
40 |
12,228 |
10,328 |
1,900 |
16.6% |
268 |
2.3% |
59% |
False |
False |
134,262 |
60 |
12,228 |
10,328 |
1,900 |
16.6% |
278 |
2.4% |
59% |
False |
False |
122,532 |
80 |
12,228 |
10,328 |
1,900 |
16.6% |
303 |
2.6% |
59% |
False |
False |
91,963 |
100 |
12,675 |
10,328 |
2,347 |
20.5% |
275 |
2.4% |
48% |
False |
False |
73,585 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,340 |
2.618 |
12,049 |
1.618 |
11,871 |
1.000 |
11,761 |
0.618 |
11,693 |
HIGH |
11,583 |
0.618 |
11,515 |
0.500 |
11,494 |
0.382 |
11,473 |
LOW |
11,405 |
0.618 |
11,295 |
1.000 |
11,227 |
1.618 |
11,117 |
2.618 |
10,939 |
4.250 |
10,649 |
|
|
Fisher Pivots for day following 22-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
11,494 |
11,632 |
PP |
11,478 |
11,570 |
S1 |
11,463 |
11,509 |
|