Trading Metrics calculated at close of trading on 17-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2011 |
17-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
12,084.74 |
11,905.67 |
-179.07 |
-1.5% |
11,983.02 |
High |
12,109.03 |
11,948.43 |
-160.60 |
-1.3% |
12,187.51 |
Low |
11,890.57 |
11,676.35 |
-214.22 |
-1.8% |
11,736.93 |
Close |
11,905.59 |
11,770.73 |
-134.86 |
-1.1% |
12,153.68 |
Range |
218.46 |
272.08 |
53.62 |
24.5% |
450.58 |
ATR |
231.92 |
234.79 |
2.87 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,614.74 |
12,464.82 |
11,920.37 |
|
R3 |
12,342.66 |
12,192.74 |
11,845.55 |
|
R2 |
12,070.58 |
12,070.58 |
11,820.61 |
|
R1 |
11,920.66 |
11,920.66 |
11,795.67 |
11,859.58 |
PP |
11,798.50 |
11,798.50 |
11,798.50 |
11,767.97 |
S1 |
11,648.58 |
11,648.58 |
11,745.79 |
11,587.50 |
S2 |
11,526.42 |
11,526.42 |
11,720.85 |
|
S3 |
11,254.34 |
11,376.50 |
11,695.91 |
|
S4 |
10,982.26 |
11,104.42 |
11,621.09 |
|
|
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 |
11,676.35 |
503.37 |
4.3% |
216.27 |
1.8% |
19% |
False |
True |
|
10 |
12,187.51 |
11,676.35 |
511.16 |
4.3% |
226.44 |
1.9% |
18% |
False |
True |
|
20 |
12,284.31 |
11,542.84 |
741.47 |
6.3% |
232.08 |
2.0% |
31% |
False |
False |
|
40 |
12,284.31 |
10,404.49 |
1,879.82 |
16.0% |
240.20 |
2.0% |
73% |
False |
False |
|
60 |
12,284.31 |
10,404.49 |
1,879.82 |
16.0% |
249.46 |
2.1% |
73% |
False |
False |
|
80 |
12,384.90 |
10,404.49 |
1,980.41 |
16.8% |
271.31 |
2.3% |
69% |
False |
False |
|
100 |
12,753.89 |
10,404.49 |
2,349.40 |
20.0% |
245.48 |
2.1% |
58% |
False |
False |
|
120 |
12,753.89 |
10,404.49 |
2,349.40 |
20.0% |
228.58 |
1.9% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,104.77 |
2.618 |
12,660.74 |
1.618 |
12,388.66 |
1.000 |
12,220.51 |
0.618 |
12,116.58 |
HIGH |
11,948.43 |
0.618 |
11,844.50 |
0.500 |
11,812.39 |
0.382 |
11,780.28 |
LOW |
11,676.35 |
0.618 |
11,508.20 |
1.000 |
11,404.27 |
1.618 |
11,236.12 |
2.618 |
10,964.04 |
4.250 |
10,520.01 |
|
|
Fisher Pivots for day following 17-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
11,812.39 |
11,920.73 |
PP |
11,798.50 |
11,870.73 |
S1 |
11,784.62 |
11,820.73 |
|