Trading Metrics calculated at close of trading on 25-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
11,492.74 |
11,251.88 |
-240.86 |
-2.1% |
11,795.55 |
High |
11,492.82 |
11,361.47 |
-131.35 |
-1.1% |
11,795.70 |
Low |
11,257.55 |
11,231.56 |
-25.99 |
-0.2% |
11,231.56 |
Close |
11,257.55 |
11,231.78 |
-25.77 |
-0.2% |
11,231.78 |
Range |
235.27 |
129.91 |
-105.36 |
-44.8% |
564.14 |
ATR |
227.30 |
220.34 |
-6.96 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,664.67 |
11,578.13 |
11,303.23 |
|
R3 |
11,534.76 |
11,448.22 |
11,267.51 |
|
R2 |
11,404.85 |
11,404.85 |
11,255.60 |
|
R1 |
11,318.31 |
11,318.31 |
11,243.69 |
11,296.63 |
PP |
11,274.94 |
11,274.94 |
11,274.94 |
11,264.09 |
S1 |
11,188.40 |
11,188.40 |
11,219.87 |
11,166.72 |
S2 |
11,145.03 |
11,145.03 |
11,207.96 |
|
S3 |
11,015.12 |
11,058.49 |
11,196.05 |
|
S4 |
10,885.21 |
10,928.58 |
11,160.33 |
|
|
Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,112.10 |
12,736.08 |
11,542.06 |
|
R3 |
12,547.96 |
12,171.94 |
11,386.92 |
|
R2 |
11,983.82 |
11,983.82 |
11,335.21 |
|
R1 |
11,607.80 |
11,607.80 |
11,283.49 |
11,513.74 |
PP |
11,419.68 |
11,419.68 |
11,419.68 |
11,372.65 |
S1 |
11,043.66 |
11,043.66 |
11,180.07 |
10,949.60 |
S2 |
10,855.54 |
10,855.54 |
11,128.35 |
|
S3 |
10,291.40 |
10,479.52 |
11,076.64 |
|
S4 |
9,727.26 |
9,915.38 |
10,921.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,854.81 |
11,231.56 |
623.25 |
5.5% |
188.72 |
1.7% |
0% |
False |
True |
|
10 |
12,179.72 |
11,231.56 |
948.16 |
8.4% |
202.49 |
1.8% |
0% |
False |
True |
|
20 |
12,251.92 |
11,231.56 |
1,020.36 |
9.1% |
217.05 |
1.9% |
0% |
False |
True |
|
40 |
12,284.31 |
10,404.49 |
1,879.82 |
16.7% |
228.65 |
2.0% |
44% |
False |
False |
|
60 |
12,284.31 |
10,404.49 |
1,879.82 |
16.7% |
242.90 |
2.2% |
44% |
False |
False |
|
80 |
12,284.31 |
10,404.49 |
1,879.82 |
16.7% |
269.71 |
2.4% |
44% |
False |
False |
|
100 |
12,753.89 |
10,404.49 |
2,349.40 |
20.9% |
248.61 |
2.2% |
35% |
False |
False |
|
120 |
12,753.89 |
10,404.49 |
2,349.40 |
20.9% |
230.28 |
2.1% |
35% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,913.59 |
2.618 |
11,701.57 |
1.618 |
11,571.66 |
1.000 |
11,491.38 |
0.618 |
11,441.75 |
HIGH |
11,361.47 |
0.618 |
11,311.84 |
0.500 |
11,296.52 |
0.382 |
11,281.19 |
LOW |
11,231.56 |
0.618 |
11,151.28 |
1.000 |
11,101.65 |
1.618 |
11,021.37 |
2.618 |
10,891.46 |
4.250 |
10,679.44 |
|
|
Fisher Pivots for day following 25-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
11,296.52 |
11,401.66 |
PP |
11,274.94 |
11,345.03 |
S1 |
11,253.36 |
11,288.41 |
|