Trading Metrics calculated at close of trading on 15-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2011 |
15-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,257.25 |
1,245.50 |
-11.75 |
-0.9% |
1,245.00 |
High |
1,264.75 |
1,256.00 |
-8.75 |
-0.7% |
1,269.00 |
Low |
1,237.75 |
1,228.50 |
-9.25 |
-0.7% |
1,212.50 |
Close |
1,246.50 |
1,248.00 |
1.50 |
0.1% |
1,255.50 |
Range |
27.00 |
27.50 |
0.50 |
1.9% |
56.50 |
ATR |
31.40 |
31.12 |
-0.28 |
-0.9% |
0.00 |
Volume |
3,545 |
9,279 |
5,734 |
161.7% |
19,273 |
|
Daily Pivots for day following 15-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,326.75 |
1,314.75 |
1,263.00 |
|
R3 |
1,299.25 |
1,287.25 |
1,255.50 |
|
R2 |
1,271.75 |
1,271.75 |
1,253.00 |
|
R1 |
1,259.75 |
1,259.75 |
1,250.50 |
1,265.75 |
PP |
1,244.25 |
1,244.25 |
1,244.25 |
1,247.00 |
S1 |
1,232.25 |
1,232.25 |
1,245.50 |
1,238.25 |
S2 |
1,216.75 |
1,216.75 |
1,243.00 |
|
S3 |
1,189.25 |
1,204.75 |
1,240.50 |
|
S4 |
1,161.75 |
1,177.25 |
1,233.00 |
|
|
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 |
1,267.25 |
1,212.50 |
54.75 |
4.4% |
32.25 |
2.6% |
65% |
False |
False |
5,785 |
10 |
1,269.00 |
1,209.00 |
60.00 |
4.8% |
30.25 |
2.4% |
65% |
False |
False |
4,120 |
20 |
1,283.00 |
1,186.50 |
96.50 |
7.7% |
29.75 |
2.4% |
64% |
False |
False |
3,122 |
40 |
1,283.00 |
1,062.00 |
221.00 |
17.7% |
33.00 |
2.6% |
84% |
False |
False |
2,488 |
60 |
1,283.00 |
1,062.00 |
221.00 |
17.7% |
32.25 |
2.6% |
84% |
False |
False |
1,736 |
80 |
1,328.00 |
1,062.00 |
266.00 |
21.3% |
34.25 |
2.8% |
70% |
False |
False |
1,323 |
100 |
1,342.75 |
1,062.00 |
280.75 |
22.5% |
31.00 |
2.5% |
66% |
False |
False |
1,062 |
120 |
1,342.75 |
1,062.00 |
280.75 |
22.5% |
27.00 |
2.2% |
66% |
False |
False |
886 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,373.00 |
2.618 |
1,328.00 |
1.618 |
1,300.50 |
1.000 |
1,283.50 |
0.618 |
1,273.00 |
HIGH |
1,256.00 |
0.618 |
1,245.50 |
0.500 |
1,242.25 |
0.382 |
1,239.00 |
LOW |
1,228.50 |
0.618 |
1,211.50 |
1.000 |
1,201.00 |
1.618 |
1,184.00 |
2.618 |
1,156.50 |
4.250 |
1,111.50 |
|
|
Fisher Pivots for day following 15-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,246.00 |
1,247.50 |
PP |
1,244.25 |
1,247.00 |
S1 |
1,242.25 |
1,246.50 |
|