Trading Metrics calculated at close of trading on 25-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,177.00 |
1,153.50 |
-23.50 |
-2.0% |
1,203.50 |
High |
1,180.00 |
1,167.75 |
-12.25 |
-1.0% |
1,203.50 |
Low |
1,152.50 |
1,141.75 |
-10.75 |
-0.9% |
1,141.75 |
Close |
1,154.00 |
1,147.50 |
-6.50 |
-0.6% |
1,147.50 |
Range |
27.50 |
26.00 |
-1.50 |
-5.5% |
61.75 |
ATR |
29.58 |
29.32 |
-0.26 |
-0.9% |
0.00 |
Volume |
7,775 |
6,810 |
-965 |
-12.4% |
29,636 |
|
Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,230.25 |
1,215.00 |
1,161.75 |
|
R3 |
1,204.25 |
1,189.00 |
1,154.75 |
|
R2 |
1,178.25 |
1,178.25 |
1,152.25 |
|
R1 |
1,163.00 |
1,163.00 |
1,150.00 |
1,157.50 |
PP |
1,152.25 |
1,152.25 |
1,152.25 |
1,149.75 |
S1 |
1,137.00 |
1,137.00 |
1,145.00 |
1,131.50 |
S2 |
1,126.25 |
1,126.25 |
1,142.75 |
|
S3 |
1,100.25 |
1,111.00 |
1,140.25 |
|
S4 |
1,074.25 |
1,085.00 |
1,133.25 |
|
|
Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,349.50 |
1,310.25 |
1,181.50 |
|
R3 |
1,287.75 |
1,248.50 |
1,164.50 |
|
R2 |
1,226.00 |
1,226.00 |
1,158.75 |
|
R1 |
1,186.75 |
1,186.75 |
1,153.25 |
1,175.50 |
PP |
1,164.25 |
1,164.25 |
1,164.25 |
1,158.50 |
S1 |
1,125.00 |
1,125.00 |
1,141.75 |
1,113.75 |
S2 |
1,102.50 |
1,102.50 |
1,136.25 |
|
S3 |
1,040.75 |
1,063.25 |
1,130.50 |
|
S4 |
979.00 |
1,001.50 |
1,113.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,224.00 |
1,141.75 |
82.25 |
7.2% |
24.50 |
2.1% |
7% |
False |
True |
9,344 |
10 |
1,264.75 |
1,141.75 |
123.00 |
10.7% |
26.75 |
2.3% |
5% |
False |
True |
7,212 |
20 |
1,277.75 |
1,141.75 |
136.00 |
11.9% |
28.50 |
2.5% |
4% |
False |
True |
5,064 |
40 |
1,283.00 |
1,062.00 |
221.00 |
19.3% |
30.50 |
2.7% |
39% |
False |
False |
3,547 |
60 |
1,283.00 |
1,062.00 |
221.00 |
19.3% |
31.50 |
2.7% |
39% |
False |
False |
2,585 |
80 |
1,283.00 |
1,062.00 |
221.00 |
19.3% |
34.50 |
3.0% |
39% |
False |
False |
1,974 |
100 |
1,342.75 |
1,062.00 |
280.75 |
24.5% |
31.75 |
2.8% |
30% |
False |
False |
1,584 |
120 |
1,342.75 |
1,062.00 |
280.75 |
24.5% |
28.50 |
2.5% |
30% |
False |
False |
1,321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,278.25 |
2.618 |
1,235.75 |
1.618 |
1,209.75 |
1.000 |
1,193.75 |
0.618 |
1,183.75 |
HIGH |
1,167.75 |
0.618 |
1,157.75 |
0.500 |
1,154.75 |
0.382 |
1,151.75 |
LOW |
1,141.75 |
0.618 |
1,125.75 |
1.000 |
1,115.75 |
1.618 |
1,099.75 |
2.618 |
1,073.75 |
4.250 |
1,031.25 |
|
|
Fisher Pivots for day following 25-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,154.75 |
1,167.25 |
PP |
1,152.25 |
1,160.75 |
S1 |
1,150.00 |
1,154.00 |
|