Trading Metrics calculated at close of trading on 23-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2011 |
23-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
11,542.39 |
11,492.74 |
-49.65 |
-0.4% |
12,153.00 |
High |
11,571.75 |
11,492.82 |
-78.93 |
-0.7% |
12,170.56 |
Low |
11,433.97 |
11,257.55 |
-176.42 |
-1.5% |
11,676.35 |
Close |
11,493.72 |
11,257.55 |
-236.17 |
-2.1% |
11,796.16 |
Range |
137.78 |
235.27 |
97.49 |
70.8% |
494.21 |
ATR |
226.61 |
227.30 |
0.68 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,041.78 |
11,884.94 |
11,386.95 |
|
R3 |
11,806.51 |
11,649.67 |
11,322.25 |
|
R2 |
11,571.24 |
11,571.24 |
11,300.68 |
|
R1 |
11,414.40 |
11,414.40 |
11,279.12 |
11,375.19 |
PP |
11,335.97 |
11,335.97 |
11,335.97 |
11,316.37 |
S1 |
11,179.13 |
11,179.13 |
11,235.98 |
11,139.92 |
S2 |
11,100.70 |
11,100.70 |
11,214.42 |
|
S3 |
10,865.43 |
10,943.86 |
11,192.85 |
|
S4 |
10,630.16 |
10,708.59 |
11,128.15 |
|
|
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 |
11,948.43 |
11,257.55 |
690.88 |
6.1% |
217.15 |
1.9% |
0% |
False |
True |
|
10 |
12,179.72 |
11,257.55 |
922.17 |
8.2% |
207.63 |
1.8% |
0% |
False |
True |
|
20 |
12,284.31 |
11,257.55 |
1,026.76 |
9.1% |
231.17 |
2.1% |
0% |
False |
True |
|
40 |
12,284.31 |
10,404.49 |
1,879.82 |
16.7% |
233.05 |
2.1% |
45% |
False |
False |
|
60 |
12,284.31 |
10,404.49 |
1,879.82 |
16.7% |
243.81 |
2.2% |
45% |
False |
False |
|
80 |
12,284.31 |
10,404.49 |
1,879.82 |
16.7% |
270.65 |
2.4% |
45% |
False |
False |
|
100 |
12,753.89 |
10,404.49 |
2,349.40 |
20.9% |
248.35 |
2.2% |
36% |
False |
False |
|
120 |
12,753.89 |
10,404.49 |
2,349.40 |
20.9% |
230.13 |
2.0% |
36% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,492.72 |
2.618 |
12,108.76 |
1.618 |
11,873.49 |
1.000 |
11,728.09 |
0.618 |
11,638.22 |
HIGH |
11,492.82 |
0.618 |
11,402.95 |
0.500 |
11,375.19 |
0.382 |
11,347.42 |
LOW |
11,257.55 |
0.618 |
11,112.15 |
1.000 |
11,022.28 |
1.618 |
10,876.88 |
2.618 |
10,641.61 |
4.250 |
10,257.65 |
|
|
Fisher Pivots for day following 23-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
11,375.19 |
11,526.63 |
PP |
11,335.97 |
11,436.93 |
S1 |
11,296.76 |
11,347.24 |
|