Trading Metrics calculated at close of trading on 22-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2011 |
22-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,729.0 |
1,681.6 |
-47.4 |
-2.7% |
1,794.2 |
High |
1,729.0 |
1,709.3 |
-19.7 |
-1.1% |
1,799.5 |
Low |
1,670.5 |
1,671.7 |
1.2 |
0.1% |
1,714.2 |
Close |
1,681.6 |
1,705.5 |
23.9 |
1.4% |
1,727.9 |
Range |
58.5 |
37.6 |
-20.9 |
-35.7% |
85.3 |
ATR |
39.8 |
39.7 |
-0.2 |
-0.4% |
0.0 |
Volume |
16,550 |
27,799 |
11,249 |
68.0% |
98,086 |
|
Daily Pivots for day following 22-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,808.3 |
1,794.5 |
1,726.2 |
|
R3 |
1,770.7 |
1,756.9 |
1,715.8 |
|
R2 |
1,733.1 |
1,733.1 |
1,712.4 |
|
R1 |
1,719.3 |
1,719.3 |
1,708.9 |
1,726.2 |
PP |
1,695.5 |
1,695.5 |
1,695.5 |
1,699.0 |
S1 |
1,681.7 |
1,681.7 |
1,702.1 |
1,688.6 |
S2 |
1,657.9 |
1,657.9 |
1,698.6 |
|
S3 |
1,620.3 |
1,644.1 |
1,695.2 |
|
S4 |
1,582.7 |
1,606.5 |
1,684.8 |
|
|
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 |
1,787.1 |
1,670.5 |
116.6 |
6.8% |
41.7 |
2.4% |
30% |
False |
False |
24,198 |
10 |
1,803.1 |
1,670.5 |
132.6 |
7.8% |
37.8 |
2.2% |
26% |
False |
False |
19,738 |
20 |
1,806.6 |
1,670.5 |
136.1 |
8.0% |
35.5 |
2.1% |
26% |
False |
False |
14,317 |
40 |
1,806.6 |
1,587.3 |
219.3 |
12.9% |
37.8 |
2.2% |
54% |
False |
False |
8,839 |
60 |
1,925.1 |
1,543.3 |
381.8 |
22.4% |
44.8 |
2.6% |
42% |
False |
False |
7,089 |
80 |
1,925.1 |
1,543.3 |
381.8 |
22.4% |
46.2 |
2.7% |
42% |
False |
False |
6,386 |
100 |
1,925.1 |
1,491.3 |
433.8 |
25.4% |
40.6 |
2.4% |
49% |
False |
False |
5,247 |
120 |
1,925.1 |
1,482.6 |
442.5 |
25.9% |
35.9 |
2.1% |
50% |
False |
False |
4,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,869.1 |
2.618 |
1,807.7 |
1.618 |
1,770.1 |
1.000 |
1,746.9 |
0.618 |
1,732.5 |
HIGH |
1,709.3 |
0.618 |
1,694.9 |
0.500 |
1,690.5 |
0.382 |
1,686.1 |
LOW |
1,671.7 |
0.618 |
1,648.5 |
1.000 |
1,634.1 |
1.618 |
1,610.9 |
2.618 |
1,573.3 |
4.250 |
1,511.9 |
|
|
Fisher Pivots for day following 22-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,700.5 |
1,705.9 |
PP |
1,695.5 |
1,705.7 |
S1 |
1,690.5 |
1,705.6 |
|