Trading Metrics calculated at close of trading on 11-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2011 |
11-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,220.00 |
1,233.00 |
13.00 |
1.1% |
1,245.00 |
High |
1,239.00 |
1,258.50 |
19.50 |
1.6% |
1,269.00 |
Low |
1,212.50 |
1,228.00 |
15.50 |
1.3% |
1,212.50 |
Close |
1,231.50 |
1,255.50 |
24.00 |
1.9% |
1,255.50 |
Range |
26.50 |
30.50 |
4.00 |
15.1% |
56.50 |
ATR |
31.84 |
31.74 |
-0.10 |
-0.3% |
0.00 |
Volume |
3,405 |
7,123 |
3,718 |
109.2% |
19,273 |
|
Daily Pivots for day following 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,338.75 |
1,327.75 |
1,272.25 |
|
R3 |
1,308.25 |
1,297.25 |
1,264.00 |
|
R2 |
1,277.75 |
1,277.75 |
1,261.00 |
|
R1 |
1,266.75 |
1,266.75 |
1,258.25 |
1,272.25 |
PP |
1,247.25 |
1,247.25 |
1,247.25 |
1,250.00 |
S1 |
1,236.25 |
1,236.25 |
1,252.75 |
1,241.75 |
S2 |
1,216.75 |
1,216.75 |
1,250.00 |
|
S3 |
1,186.25 |
1,205.75 |
1,247.00 |
|
S4 |
1,155.75 |
1,175.25 |
1,238.75 |
|
|
Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,415.25 |
1,391.75 |
1,286.50 |
|
R3 |
1,358.75 |
1,335.25 |
1,271.00 |
|
R2 |
1,302.25 |
1,302.25 |
1,265.75 |
|
R1 |
1,278.75 |
1,278.75 |
1,260.75 |
1,290.50 |
PP |
1,245.75 |
1,245.75 |
1,245.75 |
1,251.50 |
S1 |
1,222.25 |
1,222.25 |
1,250.25 |
1,234.00 |
S2 |
1,189.25 |
1,189.25 |
1,245.25 |
|
S3 |
1,132.75 |
1,165.75 |
1,240.00 |
|
S4 |
1,076.25 |
1,109.25 |
1,224.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,269.00 |
1,212.50 |
56.50 |
4.5% |
31.75 |
2.5% |
76% |
False |
False |
3,854 |
10 |
1,273.50 |
1,202.50 |
71.00 |
5.7% |
32.00 |
2.6% |
75% |
False |
False |
3,248 |
20 |
1,283.00 |
1,179.75 |
103.25 |
8.2% |
31.00 |
2.5% |
73% |
False |
False |
2,789 |
40 |
1,283.00 |
1,062.00 |
221.00 |
17.6% |
32.75 |
2.6% |
88% |
False |
False |
2,202 |
60 |
1,283.00 |
1,062.00 |
221.00 |
17.6% |
32.50 |
2.6% |
88% |
False |
False |
1,535 |
80 |
1,335.75 |
1,062.00 |
273.75 |
21.8% |
34.00 |
2.7% |
71% |
False |
False |
1,162 |
100 |
1,342.75 |
1,062.00 |
280.75 |
22.4% |
30.75 |
2.4% |
69% |
False |
False |
934 |
120 |
1,342.75 |
1,062.00 |
280.75 |
22.4% |
26.50 |
2.1% |
69% |
False |
False |
780 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,388.00 |
2.618 |
1,338.25 |
1.618 |
1,307.75 |
1.000 |
1,289.00 |
0.618 |
1,277.25 |
HIGH |
1,258.50 |
0.618 |
1,246.75 |
0.500 |
1,243.25 |
0.382 |
1,239.75 |
LOW |
1,228.00 |
0.618 |
1,209.25 |
1.000 |
1,197.50 |
1.618 |
1,178.75 |
2.618 |
1,148.25 |
4.250 |
1,098.50 |
|
|
Fisher Pivots for day following 11-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,251.50 |
1,250.25 |
PP |
1,247.25 |
1,245.00 |
S1 |
1,243.25 |
1,240.00 |
|