Trading Metrics calculated at close of trading on 22-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2011 |
22-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,203.50 |
1,184.00 |
-19.50 |
-1.6% |
1,257.25 |
High |
1,203.50 |
1,192.75 |
-10.75 |
-0.9% |
1,264.75 |
Low |
1,175.00 |
1,173.50 |
-1.50 |
-0.1% |
1,201.25 |
Close |
1,185.00 |
1,177.00 |
-8.00 |
-0.7% |
1,208.00 |
Range |
28.50 |
19.25 |
-9.25 |
-32.5% |
63.50 |
ATR |
30.54 |
29.74 |
-0.81 |
-2.6% |
0.00 |
Volume |
8,664 |
6,387 |
-2,277 |
-26.3% |
35,362 |
|
Daily Pivots for day following 22-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,238.75 |
1,227.25 |
1,187.50 |
|
R3 |
1,219.50 |
1,208.00 |
1,182.25 |
|
R2 |
1,200.25 |
1,200.25 |
1,180.50 |
|
R1 |
1,188.75 |
1,188.75 |
1,178.75 |
1,185.00 |
PP |
1,181.00 |
1,181.00 |
1,181.00 |
1,179.25 |
S1 |
1,169.50 |
1,169.50 |
1,175.25 |
1,165.50 |
S2 |
1,161.75 |
1,161.75 |
1,173.50 |
|
S3 |
1,142.50 |
1,150.25 |
1,171.75 |
|
S4 |
1,123.25 |
1,131.00 |
1,166.50 |
|
|
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 |
1,251.75 |
1,173.50 |
78.25 |
6.6% |
26.00 |
2.2% |
4% |
False |
True |
7,517 |
10 |
1,267.25 |
1,173.50 |
93.75 |
8.0% |
29.25 |
2.5% |
4% |
False |
True |
6,651 |
20 |
1,283.00 |
1,173.50 |
109.50 |
9.3% |
29.50 |
2.5% |
3% |
False |
True |
4,575 |
40 |
1,283.00 |
1,062.00 |
221.00 |
18.8% |
31.00 |
2.6% |
52% |
False |
False |
3,252 |
60 |
1,283.00 |
1,062.00 |
221.00 |
18.8% |
31.50 |
2.7% |
52% |
False |
False |
2,343 |
80 |
1,283.00 |
1,062.00 |
221.00 |
18.8% |
34.50 |
2.9% |
52% |
False |
False |
1,792 |
100 |
1,342.75 |
1,062.00 |
280.75 |
23.9% |
31.50 |
2.7% |
41% |
False |
False |
1,438 |
120 |
1,342.75 |
1,062.00 |
280.75 |
23.9% |
28.00 |
2.4% |
41% |
False |
False |
1,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,274.50 |
2.618 |
1,243.25 |
1.618 |
1,224.00 |
1.000 |
1,212.00 |
0.618 |
1,204.75 |
HIGH |
1,192.75 |
0.618 |
1,185.50 |
0.500 |
1,183.00 |
0.382 |
1,180.75 |
LOW |
1,173.50 |
0.618 |
1,161.50 |
1.000 |
1,154.25 |
1.618 |
1,142.25 |
2.618 |
1,123.00 |
4.250 |
1,091.75 |
|
|
Fisher Pivots for day following 22-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,183.00 |
1,198.75 |
PP |
1,181.00 |
1,191.50 |
S1 |
1,179.00 |
1,184.25 |
|