Trading Metrics calculated at close of trading on 21-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2011 |
21-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
11,768.98 |
11,795.55 |
26.57 |
0.2% |
12,153.00 |
High |
11,854.81 |
11,795.70 |
-59.11 |
-0.5% |
12,170.56 |
Low |
11,755.82 |
11,454.07 |
-301.75 |
-2.6% |
11,676.35 |
Close |
11,796.16 |
11,547.31 |
-248.85 |
-2.1% |
11,796.16 |
Range |
98.99 |
341.63 |
242.64 |
245.1% |
494.21 |
ATR |
225.09 |
233.45 |
8.36 |
3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,623.92 |
12,427.24 |
11,735.21 |
|
R3 |
12,282.29 |
12,085.61 |
11,641.26 |
|
R2 |
11,940.66 |
11,940.66 |
11,609.94 |
|
R1 |
11,743.98 |
11,743.98 |
11,578.63 |
11,671.51 |
PP |
11,599.03 |
11,599.03 |
11,599.03 |
11,562.79 |
S1 |
11,402.35 |
11,402.35 |
11,515.99 |
11,329.88 |
S2 |
11,257.40 |
11,257.40 |
11,484.68 |
|
S3 |
10,915.77 |
11,060.72 |
11,453.36 |
|
S4 |
10,574.14 |
10,719.09 |
11,359.41 |
|
|
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 |
12,165.11 |
11,454.07 |
711.04 |
6.2% |
219.00 |
1.9% |
13% |
False |
True |
|
10 |
12,187.51 |
11,454.07 |
733.44 |
6.4% |
231.81 |
2.0% |
13% |
False |
True |
|
20 |
12,284.31 |
11,454.07 |
830.24 |
7.2% |
233.88 |
2.0% |
11% |
False |
True |
|
40 |
12,284.31 |
10,404.49 |
1,879.82 |
16.3% |
239.82 |
2.1% |
61% |
False |
False |
|
60 |
12,284.31 |
10,404.49 |
1,879.82 |
16.3% |
245.19 |
2.1% |
61% |
False |
False |
|
80 |
12,284.31 |
10,404.49 |
1,879.82 |
16.3% |
272.85 |
2.4% |
61% |
False |
False |
|
100 |
12,753.89 |
10,404.49 |
2,349.40 |
20.3% |
247.15 |
2.1% |
49% |
False |
False |
|
120 |
12,753.89 |
10,404.49 |
2,349.40 |
20.3% |
228.89 |
2.0% |
49% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,247.63 |
2.618 |
12,690.09 |
1.618 |
12,348.46 |
1.000 |
12,137.33 |
0.618 |
12,006.83 |
HIGH |
11,795.70 |
0.618 |
11,665.20 |
0.500 |
11,624.89 |
0.382 |
11,584.57 |
LOW |
11,454.07 |
0.618 |
11,242.94 |
1.000 |
11,112.44 |
1.618 |
10,901.31 |
2.618 |
10,559.68 |
4.250 |
10,002.14 |
|
|
Fisher Pivots for day following 21-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
11,624.89 |
11,701.25 |
PP |
11,599.03 |
11,649.94 |
S1 |
11,573.17 |
11,598.62 |
|