Trading Metrics calculated at close of trading on 23-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2011 |
23-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
11,528 |
11,450 |
-78 |
-0.7% |
12,129 |
High |
11,583 |
11,467 |
-116 |
-1.0% |
12,203 |
Low |
11,405 |
11,215 |
-190 |
-1.7% |
11,643 |
Close |
11,447 |
11,234 |
-213 |
-1.9% |
11,767 |
Range |
178 |
252 |
74 |
41.6% |
560 |
ATR |
263 |
262 |
-1 |
-0.3% |
0 |
Volume |
124,353 |
126,739 |
2,386 |
1.9% |
670,167 |
|
Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,061 |
11,900 |
11,373 |
|
R3 |
11,809 |
11,648 |
11,303 |
|
R2 |
11,557 |
11,557 |
11,280 |
|
R1 |
11,396 |
11,396 |
11,257 |
11,351 |
PP |
11,305 |
11,305 |
11,305 |
11,283 |
S1 |
11,144 |
11,144 |
11,211 |
11,099 |
S2 |
11,053 |
11,053 |
11,188 |
|
S3 |
10,801 |
10,892 |
11,165 |
|
S4 |
10,549 |
10,640 |
11,096 |
|
|
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 |
11,931 |
11,215 |
716 |
6.4% |
237 |
2.1% |
3% |
False |
True |
131,058 |
10 |
12,203 |
11,215 |
988 |
8.8% |
244 |
2.2% |
2% |
False |
True |
128,955 |
20 |
12,228 |
11,215 |
1,013 |
9.0% |
265 |
2.4% |
2% |
False |
True |
128,845 |
40 |
12,228 |
10,328 |
1,900 |
16.9% |
266 |
2.4% |
48% |
False |
False |
133,540 |
60 |
12,228 |
10,328 |
1,900 |
16.9% |
279 |
2.5% |
48% |
False |
False |
124,632 |
80 |
12,228 |
10,328 |
1,900 |
16.9% |
302 |
2.7% |
48% |
False |
False |
93,544 |
100 |
12,675 |
10,328 |
2,347 |
20.9% |
277 |
2.5% |
39% |
False |
False |
74,852 |
120 |
12,675 |
10,328 |
2,347 |
20.9% |
250 |
2.2% |
39% |
False |
False |
62,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,538 |
2.618 |
12,127 |
1.618 |
11,875 |
1.000 |
11,719 |
0.618 |
11,623 |
HIGH |
11,467 |
0.618 |
11,371 |
0.500 |
11,341 |
0.382 |
11,311 |
LOW |
11,215 |
0.618 |
11,059 |
1.000 |
10,963 |
1.618 |
10,807 |
2.618 |
10,555 |
4.250 |
10,144 |
|
|
Fisher Pivots for day following 23-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
11,341 |
11,470 |
PP |
11,305 |
11,391 |
S1 |
11,270 |
11,313 |
|