Trading Metrics calculated at close of trading on 14-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2011 |
14-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,233.00 |
1,257.25 |
24.25 |
2.0% |
1,245.00 |
High |
1,258.50 |
1,264.75 |
6.25 |
0.5% |
1,269.00 |
Low |
1,228.00 |
1,237.75 |
9.75 |
0.8% |
1,212.50 |
Close |
1,255.50 |
1,246.50 |
-9.00 |
-0.7% |
1,255.50 |
Range |
30.50 |
27.00 |
-3.50 |
-11.5% |
56.50 |
ATR |
31.74 |
31.40 |
-0.34 |
-1.1% |
0.00 |
Volume |
7,123 |
3,545 |
-3,578 |
-50.2% |
19,273 |
|
Daily Pivots for day following 14-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,330.75 |
1,315.50 |
1,261.25 |
|
R3 |
1,303.75 |
1,288.50 |
1,254.00 |
|
R2 |
1,276.75 |
1,276.75 |
1,251.50 |
|
R1 |
1,261.50 |
1,261.50 |
1,249.00 |
1,255.50 |
PP |
1,249.75 |
1,249.75 |
1,249.75 |
1,246.75 |
S1 |
1,234.50 |
1,234.50 |
1,244.00 |
1,228.50 |
S2 |
1,222.75 |
1,222.75 |
1,241.50 |
|
S3 |
1,195.75 |
1,207.50 |
1,239.00 |
|
S4 |
1,168.75 |
1,180.50 |
1,231.75 |
|
|
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% |
32.00 |
2.6% |
60% |
False |
False |
4,118 |
10 |
1,269.00 |
1,202.50 |
66.50 |
5.3% |
31.50 |
2.5% |
66% |
False |
False |
3,303 |
20 |
1,283.00 |
1,179.75 |
103.25 |
8.3% |
30.50 |
2.4% |
65% |
False |
False |
2,895 |
40 |
1,283.00 |
1,062.00 |
221.00 |
17.7% |
33.00 |
2.6% |
83% |
False |
False |
2,279 |
60 |
1,283.00 |
1,062.00 |
221.00 |
17.7% |
32.50 |
2.6% |
83% |
False |
False |
1,585 |
80 |
1,328.25 |
1,062.00 |
266.25 |
21.4% |
34.25 |
2.7% |
69% |
False |
False |
1,207 |
100 |
1,342.75 |
1,062.00 |
280.75 |
22.5% |
31.00 |
2.5% |
66% |
False |
False |
970 |
120 |
1,342.75 |
1,062.00 |
280.75 |
22.5% |
26.75 |
2.1% |
66% |
False |
False |
809 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,379.50 |
2.618 |
1,335.50 |
1.618 |
1,308.50 |
1.000 |
1,291.75 |
0.618 |
1,281.50 |
HIGH |
1,264.75 |
0.618 |
1,254.50 |
0.500 |
1,251.25 |
0.382 |
1,248.00 |
LOW |
1,237.75 |
0.618 |
1,221.00 |
1.000 |
1,210.75 |
1.618 |
1,194.00 |
2.618 |
1,167.00 |
4.250 |
1,123.00 |
|
|
Fisher Pivots for day following 14-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,251.25 |
1,244.00 |
PP |
1,249.75 |
1,241.25 |
S1 |
1,248.00 |
1,238.50 |
|