Trading Metrics calculated at close of trading on 14-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2011 |
14-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
11,896.28 |
12,153.00 |
256.72 |
2.2% |
11,983.02 |
High |
12,179.72 |
12,170.56 |
-9.16 |
-0.1% |
12,187.51 |
Low |
11,896.28 |
12,027.03 |
130.75 |
1.1% |
11,736.93 |
Close |
12,153.68 |
12,078.98 |
-74.70 |
-0.6% |
12,153.68 |
Range |
283.44 |
143.53 |
-139.91 |
-49.4% |
450.58 |
ATR |
245.56 |
238.27 |
-7.29 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,522.78 |
12,444.41 |
12,157.92 |
|
R3 |
12,379.25 |
12,300.88 |
12,118.45 |
|
R2 |
12,235.72 |
12,235.72 |
12,105.29 |
|
R1 |
12,157.35 |
12,157.35 |
12,092.14 |
12,124.77 |
PP |
12,092.19 |
12,092.19 |
12,092.19 |
12,075.90 |
S1 |
12,013.82 |
12,013.82 |
12,065.82 |
11,981.24 |
S2 |
11,948.66 |
11,948.66 |
12,052.67 |
|
S3 |
11,805.13 |
11,870.29 |
12,039.51 |
|
S4 |
11,661.60 |
11,726.76 |
12,000.04 |
|
|
Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,377.78 |
13,216.31 |
12,401.50 |
|
R3 |
12,927.20 |
12,765.73 |
12,277.59 |
|
R2 |
12,476.62 |
12,476.62 |
12,236.29 |
|
R1 |
12,315.15 |
12,315.15 |
12,194.98 |
12,395.89 |
PP |
12,026.04 |
12,026.04 |
12,026.04 |
12,066.41 |
S1 |
11,864.57 |
11,864.57 |
12,112.38 |
11,945.31 |
S2 |
11,575.46 |
11,575.46 |
12,071.07 |
|
S3 |
11,124.88 |
11,413.99 |
12,029.77 |
|
S4 |
10,674.30 |
10,963.41 |
11,905.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,187.51 |
11,736.93 |
450.58 |
3.7% |
244.61 |
2.0% |
76% |
False |
False |
|
10 |
12,187.51 |
11,630.03 |
557.48 |
4.6% |
238.05 |
2.0% |
81% |
False |
False |
|
20 |
12,284.31 |
11,296.12 |
988.19 |
8.2% |
234.92 |
1.9% |
79% |
False |
False |
|
40 |
12,284.31 |
10,404.49 |
1,879.82 |
15.6% |
249.63 |
2.1% |
89% |
False |
False |
|
60 |
12,284.31 |
10,404.49 |
1,879.82 |
15.6% |
250.90 |
2.1% |
89% |
False |
False |
|
80 |
12,679.95 |
10,404.49 |
2,275.46 |
18.8% |
268.84 |
2.2% |
74% |
False |
False |
|
100 |
12,753.89 |
10,404.49 |
2,349.40 |
19.5% |
243.38 |
2.0% |
71% |
False |
False |
|
120 |
12,753.89 |
10,404.49 |
2,349.40 |
19.5% |
225.97 |
1.9% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,780.56 |
2.618 |
12,546.32 |
1.618 |
12,402.79 |
1.000 |
12,314.09 |
0.618 |
12,259.26 |
HIGH |
12,170.56 |
0.618 |
12,115.73 |
0.500 |
12,098.80 |
0.382 |
12,081.86 |
LOW |
12,027.03 |
0.618 |
11,938.33 |
1.000 |
11,883.50 |
1.618 |
11,794.80 |
2.618 |
11,651.27 |
4.250 |
11,417.03 |
|
|
Fisher Pivots for day following 14-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
12,098.80 |
12,045.92 |
PP |
12,092.19 |
12,012.86 |
S1 |
12,085.59 |
11,979.80 |
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