Trading Metrics calculated at close of trading on 16-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2011 |
16-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,245.50 |
1,248.50 |
3.00 |
0.2% |
1,245.00 |
High |
1,256.00 |
1,251.75 |
-4.25 |
-0.3% |
1,269.00 |
Low |
1,228.50 |
1,224.75 |
-3.75 |
-0.3% |
1,212.50 |
Close |
1,248.00 |
1,225.00 |
-23.00 |
-1.8% |
1,255.50 |
Range |
27.50 |
27.00 |
-0.50 |
-1.8% |
56.50 |
ATR |
31.12 |
30.83 |
-0.29 |
-0.9% |
0.00 |
Volume |
9,279 |
2,567 |
-6,712 |
-72.3% |
19,273 |
|
Daily Pivots for day following 16-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,314.75 |
1,297.00 |
1,239.75 |
|
R3 |
1,287.75 |
1,270.00 |
1,232.50 |
|
R2 |
1,260.75 |
1,260.75 |
1,230.00 |
|
R1 |
1,243.00 |
1,243.00 |
1,227.50 |
1,238.50 |
PP |
1,233.75 |
1,233.75 |
1,233.75 |
1,231.50 |
S1 |
1,216.00 |
1,216.00 |
1,222.50 |
1,211.50 |
S2 |
1,206.75 |
1,206.75 |
1,220.00 |
|
S3 |
1,179.75 |
1,189.00 |
1,217.50 |
|
S4 |
1,152.75 |
1,162.00 |
1,210.25 |
|
|
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 |
1,264.75 |
1,212.50 |
52.25 |
4.3% |
27.75 |
2.3% |
24% |
False |
False |
5,183 |
10 |
1,269.00 |
1,209.00 |
60.00 |
4.9% |
30.75 |
2.5% |
27% |
False |
False |
4,111 |
20 |
1,283.00 |
1,186.50 |
96.50 |
7.9% |
29.75 |
2.4% |
40% |
False |
False |
3,075 |
40 |
1,283.00 |
1,062.00 |
221.00 |
18.0% |
32.50 |
2.7% |
74% |
False |
False |
2,528 |
60 |
1,283.00 |
1,062.00 |
221.00 |
18.0% |
32.25 |
2.6% |
74% |
False |
False |
1,778 |
80 |
1,316.50 |
1,062.00 |
254.50 |
20.8% |
34.50 |
2.8% |
64% |
False |
False |
1,355 |
100 |
1,342.75 |
1,062.00 |
280.75 |
22.9% |
31.00 |
2.5% |
58% |
False |
False |
1,088 |
120 |
1,342.75 |
1,062.00 |
280.75 |
22.9% |
27.25 |
2.2% |
58% |
False |
False |
908 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,366.50 |
2.618 |
1,322.50 |
1.618 |
1,295.50 |
1.000 |
1,278.75 |
0.618 |
1,268.50 |
HIGH |
1,251.75 |
0.618 |
1,241.50 |
0.500 |
1,238.25 |
0.382 |
1,235.00 |
LOW |
1,224.75 |
0.618 |
1,208.00 |
1.000 |
1,197.75 |
1.618 |
1,181.00 |
2.618 |
1,154.00 |
4.250 |
1,110.00 |
|
|
Fisher Pivots for day following 16-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,238.25 |
1,244.75 |
PP |
1,233.75 |
1,238.25 |
S1 |
1,229.50 |
1,231.50 |
|