Trading Metrics calculated at close of trading on 18-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2011 |
18-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,225.75 |
1,209.75 |
-16.00 |
-1.3% |
1,257.25 |
High |
1,235.50 |
1,224.00 |
-11.50 |
-0.9% |
1,264.75 |
Low |
1,201.25 |
1,203.00 |
1.75 |
0.1% |
1,201.25 |
Close |
1,209.00 |
1,208.00 |
-1.00 |
-0.1% |
1,208.00 |
Range |
34.25 |
21.00 |
-13.25 |
-38.7% |
63.50 |
ATR |
31.07 |
30.35 |
-0.72 |
-2.3% |
0.00 |
Volume |
2,887 |
17,084 |
14,197 |
491.8% |
35,362 |
|
Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,274.75 |
1,262.25 |
1,219.50 |
|
R3 |
1,253.75 |
1,241.25 |
1,213.75 |
|
R2 |
1,232.75 |
1,232.75 |
1,211.75 |
|
R1 |
1,220.25 |
1,220.25 |
1,210.00 |
1,216.00 |
PP |
1,211.75 |
1,211.75 |
1,211.75 |
1,209.50 |
S1 |
1,199.25 |
1,199.25 |
1,206.00 |
1,195.00 |
S2 |
1,190.75 |
1,190.75 |
1,204.25 |
|
S3 |
1,169.75 |
1,178.25 |
1,202.25 |
|
S4 |
1,148.75 |
1,157.25 |
1,196.50 |
|
|
Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,415.25 |
1,375.00 |
1,243.00 |
|
R3 |
1,351.75 |
1,311.50 |
1,225.50 |
|
R2 |
1,288.25 |
1,288.25 |
1,219.75 |
|
R1 |
1,248.00 |
1,248.00 |
1,213.75 |
1,236.50 |
PP |
1,224.75 |
1,224.75 |
1,224.75 |
1,218.75 |
S1 |
1,184.50 |
1,184.50 |
1,202.25 |
1,173.00 |
S2 |
1,161.25 |
1,161.25 |
1,196.25 |
|
S3 |
1,097.75 |
1,121.00 |
1,190.50 |
|
S4 |
1,034.25 |
1,057.50 |
1,173.00 |
|
|
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% |
27.25 |
2.3% |
11% |
False |
False |
7,072 |
10 |
1,269.00 |
1,201.25 |
67.75 |
5.6% |
29.50 |
2.4% |
10% |
False |
False |
5,463 |
20 |
1,283.00 |
1,201.25 |
81.75 |
6.8% |
30.00 |
2.5% |
8% |
False |
False |
3,934 |
40 |
1,283.00 |
1,062.00 |
221.00 |
18.3% |
31.75 |
2.6% |
66% |
False |
False |
2,969 |
60 |
1,283.00 |
1,062.00 |
221.00 |
18.3% |
32.00 |
2.6% |
66% |
False |
False |
2,097 |
80 |
1,297.75 |
1,062.00 |
235.75 |
19.5% |
34.75 |
2.9% |
62% |
False |
False |
1,604 |
100 |
1,342.75 |
1,062.00 |
280.75 |
23.2% |
31.25 |
2.6% |
52% |
False |
False |
1,288 |
120 |
1,342.75 |
1,062.00 |
280.75 |
23.2% |
27.50 |
2.3% |
52% |
False |
False |
1,074 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,313.25 |
2.618 |
1,279.00 |
1.618 |
1,258.00 |
1.000 |
1,245.00 |
0.618 |
1,237.00 |
HIGH |
1,224.00 |
0.618 |
1,216.00 |
0.500 |
1,213.50 |
0.382 |
1,211.00 |
LOW |
1,203.00 |
0.618 |
1,190.00 |
1.000 |
1,182.00 |
1.618 |
1,169.00 |
2.618 |
1,148.00 |
4.250 |
1,113.75 |
|
|
Fisher Pivots for day following 18-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,213.50 |
1,226.50 |
PP |
1,211.75 |
1,220.25 |
S1 |
1,209.75 |
1,214.25 |
|