Trading Metrics calculated at close of trading on 11-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2011 |
11-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,774.2 |
1,761.9 |
-12.3 |
-0.7% |
1,758.3 |
High |
1,779.2 |
1,793.0 |
13.8 |
0.8% |
1,806.6 |
Low |
1,739.1 |
1,748.0 |
8.9 |
0.5% |
1,739.1 |
Close |
1,762.0 |
1,790.6 |
28.6 |
1.6% |
1,790.6 |
Range |
40.1 |
45.0 |
4.9 |
12.2% |
67.5 |
ATR |
39.9 |
40.3 |
0.4 |
0.9% |
0.0 |
Volume |
21,436 |
16,565 |
-4,871 |
-22.7% |
95,331 |
|
Daily Pivots for day following 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,912.2 |
1,896.4 |
1,815.4 |
|
R3 |
1,867.2 |
1,851.4 |
1,803.0 |
|
R2 |
1,822.2 |
1,822.2 |
1,798.9 |
|
R1 |
1,806.4 |
1,806.4 |
1,794.7 |
1,814.3 |
PP |
1,777.2 |
1,777.2 |
1,777.2 |
1,781.2 |
S1 |
1,761.4 |
1,761.4 |
1,786.5 |
1,769.3 |
S2 |
1,732.2 |
1,732.2 |
1,782.4 |
|
S3 |
1,687.2 |
1,716.4 |
1,778.2 |
|
S4 |
1,642.2 |
1,671.4 |
1,765.9 |
|
|
Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,981.3 |
1,953.4 |
1,827.7 |
|
R3 |
1,913.8 |
1,885.9 |
1,809.2 |
|
R2 |
1,846.3 |
1,846.3 |
1,803.0 |
|
R1 |
1,818.4 |
1,818.4 |
1,796.8 |
1,832.4 |
PP |
1,778.8 |
1,778.8 |
1,778.8 |
1,785.7 |
S1 |
1,750.9 |
1,750.9 |
1,784.4 |
1,764.9 |
S2 |
1,711.3 |
1,711.3 |
1,778.2 |
|
S3 |
1,643.8 |
1,683.4 |
1,772.0 |
|
S4 |
1,576.3 |
1,615.9 |
1,753.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,806.6 |
1,739.1 |
67.5 |
3.8% |
38.1 |
2.1% |
76% |
False |
False |
19,066 |
10 |
1,806.6 |
1,685.8 |
120.8 |
6.7% |
35.9 |
2.0% |
87% |
False |
False |
12,602 |
20 |
1,806.6 |
1,607.3 |
199.3 |
11.1% |
36.0 |
2.0% |
92% |
False |
False |
8,264 |
40 |
1,832.4 |
1,543.3 |
289.1 |
16.1% |
43.9 |
2.5% |
86% |
False |
False |
6,123 |
60 |
1,925.1 |
1,543.3 |
381.8 |
21.3% |
48.6 |
2.7% |
65% |
False |
False |
5,121 |
80 |
1,925.1 |
1,543.3 |
381.8 |
21.3% |
44.4 |
2.5% |
65% |
False |
False |
4,666 |
100 |
1,925.1 |
1,482.6 |
442.5 |
24.7% |
39.1 |
2.2% |
70% |
False |
False |
3,840 |
120 |
1,925.1 |
1,482.6 |
442.5 |
24.7% |
34.4 |
1.9% |
70% |
False |
False |
3,256 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,984.3 |
2.618 |
1,910.8 |
1.618 |
1,865.8 |
1.000 |
1,838.0 |
0.618 |
1,820.8 |
HIGH |
1,793.0 |
0.618 |
1,775.8 |
0.500 |
1,770.5 |
0.382 |
1,765.2 |
LOW |
1,748.0 |
0.618 |
1,720.2 |
1.000 |
1,703.0 |
1.618 |
1,675.2 |
2.618 |
1,630.2 |
4.250 |
1,556.8 |
|
|
Fisher Pivots for day following 11-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,783.9 |
1,784.1 |
PP |
1,777.2 |
1,777.6 |
S1 |
1,770.5 |
1,771.1 |
|