Trading Metrics calculated at close of trading on 23-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2011 |
23-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,184.00 |
1,177.00 |
-7.00 |
-0.6% |
1,257.25 |
High |
1,192.75 |
1,180.00 |
-12.75 |
-1.1% |
1,264.75 |
Low |
1,173.50 |
1,152.50 |
-21.00 |
-1.8% |
1,201.25 |
Close |
1,177.00 |
1,154.00 |
-23.00 |
-2.0% |
1,208.00 |
Range |
19.25 |
27.50 |
8.25 |
42.9% |
63.50 |
ATR |
29.74 |
29.58 |
-0.16 |
-0.5% |
0.00 |
Volume |
6,387 |
7,775 |
1,388 |
21.7% |
35,362 |
|
Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,244.75 |
1,226.75 |
1,169.00 |
|
R3 |
1,217.25 |
1,199.25 |
1,161.50 |
|
R2 |
1,189.75 |
1,189.75 |
1,159.00 |
|
R1 |
1,171.75 |
1,171.75 |
1,156.50 |
1,167.00 |
PP |
1,162.25 |
1,162.25 |
1,162.25 |
1,159.75 |
S1 |
1,144.25 |
1,144.25 |
1,151.50 |
1,139.50 |
S2 |
1,134.75 |
1,134.75 |
1,149.00 |
|
S3 |
1,107.25 |
1,116.75 |
1,146.50 |
|
S4 |
1,079.75 |
1,089.25 |
1,139.00 |
|
|
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 |
1,235.50 |
1,152.50 |
83.00 |
7.2% |
26.00 |
2.3% |
2% |
False |
True |
8,559 |
10 |
1,264.75 |
1,152.50 |
112.25 |
9.7% |
27.00 |
2.3% |
1% |
False |
True |
6,871 |
20 |
1,283.00 |
1,152.50 |
130.50 |
11.3% |
29.75 |
2.6% |
1% |
False |
True |
4,834 |
40 |
1,283.00 |
1,062.00 |
221.00 |
19.2% |
30.75 |
2.7% |
42% |
False |
False |
3,414 |
60 |
1,283.00 |
1,062.00 |
221.00 |
19.2% |
31.50 |
2.7% |
42% |
False |
False |
2,472 |
80 |
1,283.00 |
1,062.00 |
221.00 |
19.2% |
34.50 |
3.0% |
42% |
False |
False |
1,889 |
100 |
1,342.75 |
1,062.00 |
280.75 |
24.3% |
31.50 |
2.7% |
33% |
False |
False |
1,516 |
120 |
1,342.75 |
1,062.00 |
280.75 |
24.3% |
28.25 |
2.4% |
33% |
False |
False |
1,264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,297.00 |
2.618 |
1,252.00 |
1.618 |
1,224.50 |
1.000 |
1,207.50 |
0.618 |
1,197.00 |
HIGH |
1,180.00 |
0.618 |
1,169.50 |
0.500 |
1,166.25 |
0.382 |
1,163.00 |
LOW |
1,152.50 |
0.618 |
1,135.50 |
1.000 |
1,125.00 |
1.618 |
1,108.00 |
2.618 |
1,080.50 |
4.250 |
1,035.50 |
|
|
Fisher Pivots for day following 23-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,166.25 |
1,178.00 |
PP |
1,162.25 |
1,170.00 |
S1 |
1,158.00 |
1,162.00 |
|