Trading Metrics calculated at close of trading on 14-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2011 |
14-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,761.9 |
1,794.2 |
32.3 |
1.8% |
1,758.3 |
High |
1,793.0 |
1,799.5 |
6.5 |
0.4% |
1,806.6 |
Low |
1,748.0 |
1,776.8 |
28.8 |
1.6% |
1,739.1 |
Close |
1,790.6 |
1,780.9 |
-9.7 |
-0.5% |
1,790.6 |
Range |
45.0 |
22.7 |
-22.3 |
-49.6% |
67.5 |
ATR |
40.3 |
39.0 |
-1.3 |
-3.1% |
0.0 |
Volume |
16,565 |
13,773 |
-2,792 |
-16.9% |
95,331 |
|
Daily Pivots for day following 14-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,853.8 |
1,840.1 |
1,793.4 |
|
R3 |
1,831.1 |
1,817.4 |
1,787.1 |
|
R2 |
1,808.4 |
1,808.4 |
1,785.1 |
|
R1 |
1,794.7 |
1,794.7 |
1,783.0 |
1,790.2 |
PP |
1,785.7 |
1,785.7 |
1,785.7 |
1,783.5 |
S1 |
1,772.0 |
1,772.0 |
1,778.8 |
1,767.5 |
S2 |
1,763.0 |
1,763.0 |
1,776.7 |
|
S3 |
1,740.3 |
1,749.3 |
1,774.7 |
|
S4 |
1,717.6 |
1,726.6 |
1,768.4 |
|
|
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% |
33.7 |
1.9% |
62% |
False |
False |
21,101 |
10 |
1,806.6 |
1,685.8 |
120.8 |
6.8% |
34.3 |
1.9% |
79% |
False |
False |
13,610 |
20 |
1,806.6 |
1,607.3 |
199.3 |
11.2% |
35.7 |
2.0% |
87% |
False |
False |
8,870 |
40 |
1,820.8 |
1,543.3 |
277.5 |
15.6% |
43.0 |
2.4% |
86% |
False |
False |
6,379 |
60 |
1,925.1 |
1,543.3 |
381.8 |
21.4% |
48.1 |
2.7% |
62% |
False |
False |
5,270 |
80 |
1,925.1 |
1,543.3 |
381.8 |
21.4% |
44.5 |
2.5% |
62% |
False |
False |
4,831 |
100 |
1,925.1 |
1,482.6 |
442.5 |
24.8% |
39.0 |
2.2% |
67% |
False |
False |
3,974 |
120 |
1,925.1 |
1,482.6 |
442.5 |
24.8% |
34.6 |
1.9% |
67% |
False |
False |
3,355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,896.0 |
2.618 |
1,858.9 |
1.618 |
1,836.2 |
1.000 |
1,822.2 |
0.618 |
1,813.5 |
HIGH |
1,799.5 |
0.618 |
1,790.8 |
0.500 |
1,788.2 |
0.382 |
1,785.5 |
LOW |
1,776.8 |
0.618 |
1,762.8 |
1.000 |
1,754.1 |
1.618 |
1,740.1 |
2.618 |
1,717.4 |
4.250 |
1,680.3 |
|
|
Fisher Pivots for day following 14-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,788.2 |
1,777.0 |
PP |
1,785.7 |
1,773.2 |
S1 |
1,783.3 |
1,769.3 |
|