Trading Metrics calculated at close of trading on 23-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2011 |
23-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,681.6 |
1,703.2 |
21.6 |
1.3% |
1,794.2 |
High |
1,709.3 |
1,713.8 |
4.5 |
0.3% |
1,799.5 |
Low |
1,671.7 |
1,680.1 |
8.4 |
0.5% |
1,714.2 |
Close |
1,705.5 |
1,698.8 |
-6.7 |
-0.4% |
1,727.9 |
Range |
37.6 |
33.7 |
-3.9 |
-10.4% |
85.3 |
ATR |
39.7 |
39.2 |
-0.4 |
-1.1% |
0.0 |
Volume |
27,799 |
30,236 |
2,437 |
8.8% |
98,086 |
|
Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,798.7 |
1,782.4 |
1,717.3 |
|
R3 |
1,765.0 |
1,748.7 |
1,708.1 |
|
R2 |
1,731.3 |
1,731.3 |
1,705.0 |
|
R1 |
1,715.0 |
1,715.0 |
1,701.9 |
1,706.3 |
PP |
1,697.6 |
1,697.6 |
1,697.6 |
1,693.2 |
S1 |
1,681.3 |
1,681.3 |
1,695.7 |
1,672.6 |
S2 |
1,663.9 |
1,663.9 |
1,692.6 |
|
S3 |
1,630.2 |
1,647.6 |
1,689.5 |
|
S4 |
1,596.5 |
1,613.9 |
1,680.3 |
|
|
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 |
1,770.5 |
1,670.5 |
100.0 |
5.9% |
42.4 |
2.5% |
28% |
False |
False |
27,054 |
10 |
1,799.5 |
1,670.5 |
129.0 |
7.6% |
37.7 |
2.2% |
22% |
False |
False |
21,067 |
20 |
1,806.6 |
1,670.5 |
136.1 |
8.0% |
35.7 |
2.1% |
21% |
False |
False |
15,613 |
40 |
1,806.6 |
1,587.3 |
219.3 |
12.9% |
37.0 |
2.2% |
51% |
False |
False |
9,515 |
60 |
1,925.1 |
1,543.3 |
381.8 |
22.5% |
44.4 |
2.6% |
41% |
False |
False |
7,577 |
80 |
1,925.1 |
1,543.3 |
381.8 |
22.5% |
46.1 |
2.7% |
41% |
False |
False |
6,756 |
100 |
1,925.1 |
1,517.1 |
408.0 |
24.0% |
40.6 |
2.4% |
45% |
False |
False |
5,546 |
120 |
1,925.1 |
1,482.6 |
442.5 |
26.0% |
36.1 |
2.1% |
49% |
False |
False |
4,659 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,857.0 |
2.618 |
1,802.0 |
1.618 |
1,768.3 |
1.000 |
1,747.5 |
0.618 |
1,734.6 |
HIGH |
1,713.8 |
0.618 |
1,700.9 |
0.500 |
1,697.0 |
0.382 |
1,693.0 |
LOW |
1,680.1 |
0.618 |
1,659.3 |
1.000 |
1,646.4 |
1.618 |
1,625.6 |
2.618 |
1,591.9 |
4.250 |
1,536.9 |
|
|
Fisher Pivots for day following 23-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,698.2 |
1,699.8 |
PP |
1,697.6 |
1,699.4 |
S1 |
1,697.0 |
1,699.1 |
|