Trading Metrics calculated at close of trading on 16-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2011 |
16-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,784.0 |
1,785.1 |
1.1 |
0.1% |
1,758.3 |
High |
1,790.0 |
1,787.1 |
-2.9 |
-0.2% |
1,806.6 |
Low |
1,763.5 |
1,756.9 |
-6.6 |
-0.4% |
1,739.1 |
Close |
1,784.7 |
1,776.9 |
-7.8 |
-0.4% |
1,790.6 |
Range |
26.5 |
30.2 |
3.7 |
14.0% |
67.5 |
ATR |
38.1 |
37.6 |
-0.6 |
-1.5% |
0.0 |
Volume |
7,670 |
15,958 |
8,288 |
108.1% |
95,331 |
|
Daily Pivots for day following 16-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,864.2 |
1,850.8 |
1,793.5 |
|
R3 |
1,834.0 |
1,820.6 |
1,785.2 |
|
R2 |
1,803.8 |
1,803.8 |
1,782.4 |
|
R1 |
1,790.4 |
1,790.4 |
1,779.7 |
1,782.0 |
PP |
1,773.6 |
1,773.6 |
1,773.6 |
1,769.5 |
S1 |
1,760.2 |
1,760.2 |
1,774.1 |
1,751.8 |
S2 |
1,743.4 |
1,743.4 |
1,771.4 |
|
S3 |
1,713.2 |
1,730.0 |
1,768.6 |
|
S4 |
1,683.0 |
1,699.8 |
1,760.3 |
|
|
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 |
1,799.5 |
1,739.1 |
60.4 |
3.4% |
32.9 |
1.9% |
63% |
False |
False |
15,080 |
10 |
1,806.6 |
1,726.4 |
80.2 |
4.5% |
33.1 |
1.9% |
63% |
False |
False |
14,738 |
20 |
1,806.6 |
1,607.3 |
199.3 |
11.2% |
34.8 |
2.0% |
85% |
False |
False |
9,597 |
40 |
1,806.6 |
1,543.3 |
263.3 |
14.8% |
42.6 |
2.4% |
89% |
False |
False |
6,832 |
60 |
1,925.1 |
1,543.3 |
381.8 |
21.5% |
46.9 |
2.6% |
61% |
False |
False |
5,525 |
80 |
1,925.1 |
1,543.3 |
381.8 |
21.5% |
44.9 |
2.5% |
61% |
False |
False |
5,111 |
100 |
1,925.1 |
1,482.6 |
442.5 |
24.9% |
39.3 |
2.2% |
67% |
False |
False |
4,201 |
120 |
1,925.1 |
1,482.6 |
442.5 |
24.9% |
34.8 |
2.0% |
67% |
False |
False |
3,539 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,915.5 |
2.618 |
1,866.2 |
1.618 |
1,836.0 |
1.000 |
1,817.3 |
0.618 |
1,805.8 |
HIGH |
1,787.1 |
0.618 |
1,775.6 |
0.500 |
1,772.0 |
0.382 |
1,768.4 |
LOW |
1,756.9 |
0.618 |
1,738.2 |
1.000 |
1,726.7 |
1.618 |
1,708.0 |
2.618 |
1,677.8 |
4.250 |
1,628.6 |
|
|
Fisher Pivots for day following 16-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,775.3 |
1,778.2 |
PP |
1,773.6 |
1,777.8 |
S1 |
1,772.0 |
1,777.3 |
|