Trading Metrics calculated at close of trading on 18-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2011 |
18-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
11,905.67 |
11,768.98 |
-136.69 |
-1.1% |
12,153.00 |
High |
11,948.43 |
11,854.81 |
-93.62 |
-0.8% |
12,170.56 |
Low |
11,676.35 |
11,755.82 |
79.47 |
0.7% |
11,676.35 |
Close |
11,770.73 |
11,796.16 |
25.43 |
0.2% |
11,796.16 |
Range |
272.08 |
98.99 |
-173.09 |
-63.6% |
494.21 |
ATR |
234.79 |
225.09 |
-9.70 |
-4.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,099.23 |
12,046.69 |
11,850.60 |
|
R3 |
12,000.24 |
11,947.70 |
11,823.38 |
|
R2 |
11,901.25 |
11,901.25 |
11,814.31 |
|
R1 |
11,848.71 |
11,848.71 |
11,805.23 |
11,874.98 |
PP |
11,802.26 |
11,802.26 |
11,802.26 |
11,815.40 |
S1 |
11,749.72 |
11,749.72 |
11,787.09 |
11,775.99 |
S2 |
11,703.27 |
11,703.27 |
11,778.01 |
|
S3 |
11,604.28 |
11,650.73 |
11,768.94 |
|
S4 |
11,505.29 |
11,551.74 |
11,741.72 |
|
|
Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,363.65 |
13,074.12 |
12,067.98 |
|
R3 |
12,869.44 |
12,579.91 |
11,932.07 |
|
R2 |
12,375.23 |
12,375.23 |
11,886.77 |
|
R1 |
12,085.70 |
12,085.70 |
11,841.46 |
11,983.36 |
PP |
11,881.02 |
11,881.02 |
11,881.02 |
11,829.86 |
S1 |
11,591.49 |
11,591.49 |
11,750.86 |
11,489.15 |
S2 |
11,386.81 |
11,386.81 |
11,705.55 |
|
S3 |
10,892.60 |
11,097.28 |
11,660.25 |
|
S4 |
10,398.39 |
10,603.07 |
11,524.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,170.56 |
11,676.35 |
494.21 |
4.2% |
179.38 |
1.5% |
24% |
False |
False |
|
10 |
12,187.51 |
11,676.35 |
511.16 |
4.3% |
217.02 |
1.8% |
23% |
False |
False |
|
20 |
12,284.31 |
11,630.03 |
654.28 |
5.5% |
223.54 |
1.9% |
25% |
False |
False |
|
40 |
12,284.31 |
10,404.49 |
1,879.82 |
15.9% |
238.43 |
2.0% |
74% |
False |
False |
|
60 |
12,284.31 |
10,404.49 |
1,879.82 |
15.9% |
246.11 |
2.1% |
74% |
False |
False |
|
80 |
12,284.31 |
10,404.49 |
1,879.82 |
15.9% |
270.57 |
2.3% |
74% |
False |
False |
|
100 |
12,753.89 |
10,404.49 |
2,349.40 |
19.9% |
245.39 |
2.1% |
59% |
False |
False |
|
120 |
12,753.89 |
10,404.49 |
2,349.40 |
19.9% |
227.01 |
1.9% |
59% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,275.52 |
2.618 |
12,113.97 |
1.618 |
12,014.98 |
1.000 |
11,953.80 |
0.618 |
11,915.99 |
HIGH |
11,854.81 |
0.618 |
11,817.00 |
0.500 |
11,805.32 |
0.382 |
11,793.63 |
LOW |
11,755.82 |
0.618 |
11,694.64 |
1.000 |
11,656.83 |
1.618 |
11,595.65 |
2.618 |
11,496.66 |
4.250 |
11,335.11 |
|
|
Fisher Pivots for day following 18-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
11,805.32 |
11,892.69 |
PP |
11,802.26 |
11,860.51 |
S1 |
11,799.21 |
11,828.34 |
|