Trading Metrics calculated at close of trading on 15-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2011 |
15-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
12,153.00 |
12,077.92 |
-75.08 |
-0.6% |
11,983.02 |
High |
12,170.56 |
12,165.11 |
-5.45 |
0.0% |
12,187.51 |
Low |
12,027.03 |
12,001.26 |
-25.77 |
-0.2% |
11,736.93 |
Close |
12,078.98 |
12,096.16 |
17.18 |
0.1% |
12,153.68 |
Range |
143.53 |
163.85 |
20.32 |
14.2% |
450.58 |
ATR |
238.27 |
232.96 |
-5.32 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,579.06 |
12,501.46 |
12,186.28 |
|
R3 |
12,415.21 |
12,337.61 |
12,141.22 |
|
R2 |
12,251.36 |
12,251.36 |
12,126.20 |
|
R1 |
12,173.76 |
12,173.76 |
12,111.18 |
12,212.56 |
PP |
12,087.51 |
12,087.51 |
12,087.51 |
12,106.91 |
S1 |
12,009.91 |
12,009.91 |
12,081.14 |
12,048.71 |
S2 |
11,923.66 |
11,923.66 |
12,066.12 |
|
S3 |
11,759.81 |
11,846.06 |
12,051.10 |
|
S4 |
11,595.96 |
11,682.21 |
12,006.04 |
|
|
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 |
12,179.72 |
11,736.93 |
442.79 |
3.7% |
240.31 |
2.0% |
81% |
False |
False |
|
10 |
12,187.51 |
11,658.49 |
529.02 |
4.4% |
222.27 |
1.8% |
83% |
False |
False |
|
20 |
12,284.31 |
11,391.14 |
893.17 |
7.4% |
225.28 |
1.9% |
79% |
False |
False |
|
40 |
12,284.31 |
10,404.49 |
1,879.82 |
15.5% |
249.32 |
2.1% |
90% |
False |
False |
|
60 |
12,284.31 |
10,404.49 |
1,879.82 |
15.5% |
250.30 |
2.1% |
90% |
False |
False |
|
80 |
12,593.40 |
10,404.49 |
2,188.91 |
18.1% |
269.09 |
2.2% |
77% |
False |
False |
|
100 |
12,753.89 |
10,404.49 |
2,349.40 |
19.4% |
243.71 |
2.0% |
72% |
False |
False |
|
120 |
12,753.89 |
10,404.49 |
2,349.40 |
19.4% |
226.30 |
1.9% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,861.47 |
2.618 |
12,594.07 |
1.618 |
12,430.22 |
1.000 |
12,328.96 |
0.618 |
12,266.37 |
HIGH |
12,165.11 |
0.618 |
12,102.52 |
0.500 |
12,083.19 |
0.382 |
12,063.85 |
LOW |
12,001.26 |
0.618 |
11,900.00 |
1.000 |
11,837.41 |
1.618 |
11,736.15 |
2.618 |
11,572.30 |
4.250 |
11,304.90 |
|
|
Fisher Pivots for day following 15-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
12,091.84 |
12,076.77 |
PP |
12,087.51 |
12,057.39 |
S1 |
12,083.19 |
12,038.00 |
|