Trading Metrics calculated at close of trading on 21-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2011 |
21-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,209.75 |
1,203.50 |
-6.25 |
-0.5% |
1,257.25 |
High |
1,224.00 |
1,203.50 |
-20.50 |
-1.7% |
1,264.75 |
Low |
1,203.00 |
1,175.00 |
-28.00 |
-2.3% |
1,201.25 |
Close |
1,208.00 |
1,185.00 |
-23.00 |
-1.9% |
1,208.00 |
Range |
21.00 |
28.50 |
7.50 |
35.7% |
63.50 |
ATR |
30.35 |
30.54 |
0.19 |
0.6% |
0.00 |
Volume |
17,084 |
8,664 |
-8,420 |
-49.3% |
35,362 |
|
Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,273.25 |
1,257.75 |
1,200.75 |
|
R3 |
1,244.75 |
1,229.25 |
1,192.75 |
|
R2 |
1,216.25 |
1,216.25 |
1,190.25 |
|
R1 |
1,200.75 |
1,200.75 |
1,187.50 |
1,194.25 |
PP |
1,187.75 |
1,187.75 |
1,187.75 |
1,184.50 |
S1 |
1,172.25 |
1,172.25 |
1,182.50 |
1,165.75 |
S2 |
1,159.25 |
1,159.25 |
1,179.75 |
|
S3 |
1,130.75 |
1,143.75 |
1,177.25 |
|
S4 |
1,102.25 |
1,115.25 |
1,169.25 |
|
|
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 |
1,256.00 |
1,175.00 |
81.00 |
6.8% |
27.75 |
2.3% |
12% |
False |
True |
8,096 |
10 |
1,269.00 |
1,175.00 |
94.00 |
7.9% |
29.75 |
2.5% |
11% |
False |
True |
6,107 |
20 |
1,283.00 |
1,175.00 |
108.00 |
9.1% |
30.25 |
2.5% |
9% |
False |
True |
4,318 |
40 |
1,283.00 |
1,062.00 |
221.00 |
18.6% |
31.25 |
2.6% |
56% |
False |
False |
3,150 |
60 |
1,283.00 |
1,062.00 |
221.00 |
18.6% |
31.75 |
2.7% |
56% |
False |
False |
2,240 |
80 |
1,297.75 |
1,062.00 |
235.75 |
19.9% |
34.75 |
2.9% |
52% |
False |
False |
1,713 |
100 |
1,342.75 |
1,062.00 |
280.75 |
23.7% |
31.50 |
2.7% |
44% |
False |
False |
1,374 |
120 |
1,342.75 |
1,062.00 |
280.75 |
23.7% |
27.75 |
2.3% |
44% |
False |
False |
1,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,324.50 |
2.618 |
1,278.00 |
1.618 |
1,249.50 |
1.000 |
1,232.00 |
0.618 |
1,221.00 |
HIGH |
1,203.50 |
0.618 |
1,192.50 |
0.500 |
1,189.25 |
0.382 |
1,186.00 |
LOW |
1,175.00 |
0.618 |
1,157.50 |
1.000 |
1,146.50 |
1.618 |
1,129.00 |
2.618 |
1,100.50 |
4.250 |
1,054.00 |
|
|
Fisher Pivots for day following 21-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,189.25 |
1,205.25 |
PP |
1,187.75 |
1,198.50 |
S1 |
1,186.50 |
1,191.75 |
|