Trading Metrics calculated at close of trading on 17-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2011 |
17-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,248.50 |
1,225.75 |
-22.75 |
-1.8% |
1,245.00 |
High |
1,251.75 |
1,235.50 |
-16.25 |
-1.3% |
1,269.00 |
Low |
1,224.75 |
1,201.25 |
-23.50 |
-1.9% |
1,212.50 |
Close |
1,225.00 |
1,209.00 |
-16.00 |
-1.3% |
1,255.50 |
Range |
27.00 |
34.25 |
7.25 |
26.9% |
56.50 |
ATR |
30.83 |
31.07 |
0.24 |
0.8% |
0.00 |
Volume |
2,567 |
2,887 |
320 |
12.5% |
19,273 |
|
Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,318.00 |
1,297.75 |
1,227.75 |
|
R3 |
1,283.75 |
1,263.50 |
1,218.50 |
|
R2 |
1,249.50 |
1,249.50 |
1,215.25 |
|
R1 |
1,229.25 |
1,229.25 |
1,212.25 |
1,222.25 |
PP |
1,215.25 |
1,215.25 |
1,215.25 |
1,211.75 |
S1 |
1,195.00 |
1,195.00 |
1,205.75 |
1,188.00 |
S2 |
1,181.00 |
1,181.00 |
1,202.75 |
|
S3 |
1,146.75 |
1,160.75 |
1,199.50 |
|
S4 |
1,112.50 |
1,126.50 |
1,190.25 |
|
|
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 |
1,201.25 |
63.50 |
5.3% |
29.25 |
2.4% |
12% |
False |
True |
5,080 |
10 |
1,269.00 |
1,201.25 |
67.75 |
5.6% |
29.75 |
2.5% |
11% |
False |
True |
4,171 |
20 |
1,283.00 |
1,201.25 |
81.75 |
6.8% |
30.25 |
2.5% |
9% |
False |
True |
3,151 |
40 |
1,283.00 |
1,062.00 |
221.00 |
18.3% |
32.00 |
2.7% |
67% |
False |
False |
2,573 |
60 |
1,283.00 |
1,062.00 |
221.00 |
18.3% |
32.25 |
2.7% |
67% |
False |
False |
1,813 |
80 |
1,301.00 |
1,062.00 |
239.00 |
19.8% |
34.50 |
2.9% |
62% |
False |
False |
1,391 |
100 |
1,342.75 |
1,062.00 |
280.75 |
23.2% |
31.25 |
2.6% |
52% |
False |
False |
1,117 |
120 |
1,342.75 |
1,062.00 |
280.75 |
23.2% |
27.50 |
2.3% |
52% |
False |
False |
932 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,381.00 |
2.618 |
1,325.25 |
1.618 |
1,291.00 |
1.000 |
1,269.75 |
0.618 |
1,256.75 |
HIGH |
1,235.50 |
0.618 |
1,222.50 |
0.500 |
1,218.50 |
0.382 |
1,214.25 |
LOW |
1,201.25 |
0.618 |
1,180.00 |
1.000 |
1,167.00 |
1.618 |
1,145.75 |
2.618 |
1,111.50 |
4.250 |
1,055.75 |
|
|
Fisher Pivots for day following 17-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,218.50 |
1,228.50 |
PP |
1,215.25 |
1,222.00 |
S1 |
1,212.00 |
1,215.50 |
|