Trading Metrics calculated at close of trading on 21-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2011 |
21-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,722.9 |
1,729.0 |
6.1 |
0.4% |
1,794.2 |
High |
1,741.2 |
1,729.0 |
-12.2 |
-0.7% |
1,799.5 |
Low |
1,715.2 |
1,670.5 |
-44.7 |
-2.6% |
1,714.2 |
Close |
1,727.9 |
1,681.6 |
-46.3 |
-2.7% |
1,727.9 |
Range |
26.0 |
58.5 |
32.5 |
125.0% |
85.3 |
ATR |
38.4 |
39.8 |
1.4 |
3.7% |
0.0 |
Volume |
32,076 |
16,550 |
-15,526 |
-48.4% |
98,086 |
|
Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,869.2 |
1,833.9 |
1,713.8 |
|
R3 |
1,810.7 |
1,775.4 |
1,697.7 |
|
R2 |
1,752.2 |
1,752.2 |
1,692.3 |
|
R1 |
1,716.9 |
1,716.9 |
1,687.0 |
1,705.3 |
PP |
1,693.7 |
1,693.7 |
1,693.7 |
1,687.9 |
S1 |
1,658.4 |
1,658.4 |
1,676.2 |
1,646.8 |
S2 |
1,635.2 |
1,635.2 |
1,670.9 |
|
S3 |
1,576.7 |
1,599.9 |
1,665.5 |
|
S4 |
1,518.2 |
1,541.4 |
1,649.4 |
|
|
Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,003.1 |
1,950.8 |
1,774.8 |
|
R3 |
1,917.8 |
1,865.5 |
1,751.4 |
|
R2 |
1,832.5 |
1,832.5 |
1,743.5 |
|
R1 |
1,780.2 |
1,780.2 |
1,735.7 |
1,763.7 |
PP |
1,747.2 |
1,747.2 |
1,747.2 |
1,739.0 |
S1 |
1,694.9 |
1,694.9 |
1,720.1 |
1,678.4 |
S2 |
1,661.9 |
1,661.9 |
1,712.3 |
|
S3 |
1,576.6 |
1,609.6 |
1,704.4 |
|
S4 |
1,491.3 |
1,524.3 |
1,681.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,790.0 |
1,670.5 |
119.5 |
7.1% |
39.5 |
2.3% |
9% |
False |
True |
20,172 |
10 |
1,806.6 |
1,670.5 |
136.1 |
8.1% |
36.6 |
2.2% |
8% |
False |
True |
20,637 |
20 |
1,806.6 |
1,646.8 |
159.8 |
9.5% |
36.8 |
2.2% |
22% |
False |
False |
13,032 |
40 |
1,806.6 |
1,587.3 |
219.3 |
13.0% |
38.3 |
2.3% |
43% |
False |
False |
8,325 |
60 |
1,925.1 |
1,543.3 |
381.8 |
22.7% |
45.2 |
2.7% |
36% |
False |
False |
6,645 |
80 |
1,925.1 |
1,543.3 |
381.8 |
22.7% |
46.0 |
2.7% |
36% |
False |
False |
6,041 |
100 |
1,925.1 |
1,482.6 |
442.5 |
26.3% |
40.4 |
2.4% |
45% |
False |
False |
4,971 |
120 |
1,925.1 |
1,482.6 |
442.5 |
26.3% |
35.6 |
2.1% |
45% |
False |
False |
4,178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,977.6 |
2.618 |
1,882.2 |
1.618 |
1,823.7 |
1.000 |
1,787.5 |
0.618 |
1,765.2 |
HIGH |
1,729.0 |
0.618 |
1,706.7 |
0.500 |
1,699.8 |
0.382 |
1,692.8 |
LOW |
1,670.5 |
0.618 |
1,634.3 |
1.000 |
1,612.0 |
1.618 |
1,575.8 |
2.618 |
1,517.3 |
4.250 |
1,421.9 |
|
|
Fisher Pivots for day following 21-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,699.8 |
1,720.5 |
PP |
1,693.7 |
1,707.5 |
S1 |
1,687.7 |
1,694.6 |
|