Trading Metrics calculated at close of trading on 17-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2011 |
17-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,785.1 |
1,765.2 |
-19.9 |
-1.1% |
1,758.3 |
High |
1,787.1 |
1,770.5 |
-16.6 |
-0.9% |
1,806.6 |
Low |
1,756.9 |
1,714.2 |
-42.7 |
-2.4% |
1,739.1 |
Close |
1,776.9 |
1,722.9 |
-54.0 |
-3.0% |
1,790.6 |
Range |
30.2 |
56.3 |
26.1 |
86.4% |
67.5 |
ATR |
37.6 |
39.4 |
1.8 |
4.8% |
0.0 |
Volume |
15,958 |
28,609 |
12,651 |
79.3% |
95,331 |
|
Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,904.8 |
1,870.1 |
1,753.9 |
|
R3 |
1,848.5 |
1,813.8 |
1,738.4 |
|
R2 |
1,792.2 |
1,792.2 |
1,733.2 |
|
R1 |
1,757.5 |
1,757.5 |
1,728.1 |
1,746.7 |
PP |
1,735.9 |
1,735.9 |
1,735.9 |
1,730.5 |
S1 |
1,701.2 |
1,701.2 |
1,717.7 |
1,690.4 |
S2 |
1,679.6 |
1,679.6 |
1,712.6 |
|
S3 |
1,623.3 |
1,644.9 |
1,707.4 |
|
S4 |
1,567.0 |
1,588.6 |
1,691.9 |
|
|
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 |
1,799.5 |
1,714.2 |
85.3 |
5.0% |
36.1 |
2.1% |
10% |
False |
True |
16,515 |
10 |
1,806.6 |
1,714.2 |
92.4 |
5.4% |
34.2 |
2.0% |
9% |
False |
True |
16,698 |
20 |
1,806.6 |
1,616.0 |
190.6 |
11.1% |
35.7 |
2.1% |
56% |
False |
False |
10,850 |
40 |
1,806.6 |
1,543.3 |
263.3 |
15.3% |
42.5 |
2.5% |
68% |
False |
False |
7,351 |
60 |
1,925.1 |
1,543.3 |
381.8 |
22.2% |
46.1 |
2.7% |
47% |
False |
False |
5,925 |
80 |
1,925.1 |
1,543.3 |
381.8 |
22.2% |
45.4 |
2.6% |
47% |
False |
False |
5,460 |
100 |
1,925.1 |
1,482.6 |
442.5 |
25.7% |
39.7 |
2.3% |
54% |
False |
False |
4,486 |
120 |
1,925.1 |
1,482.6 |
442.5 |
25.7% |
35.3 |
2.0% |
54% |
False |
False |
3,776 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,009.8 |
2.618 |
1,917.9 |
1.618 |
1,861.6 |
1.000 |
1,826.8 |
0.618 |
1,805.3 |
HIGH |
1,770.5 |
0.618 |
1,749.0 |
0.500 |
1,742.4 |
0.382 |
1,735.7 |
LOW |
1,714.2 |
0.618 |
1,679.4 |
1.000 |
1,657.9 |
1.618 |
1,623.1 |
2.618 |
1,566.8 |
4.250 |
1,474.9 |
|
|
Fisher Pivots for day following 17-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,742.4 |
1,752.1 |
PP |
1,735.9 |
1,742.4 |
S1 |
1,729.4 |
1,732.6 |
|