Trading Metrics calculated at close of trading on 25-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
5,505.5 |
5,464.5 |
-41.0 |
-0.7% |
5,776.0 |
High |
5,575.0 |
5,537.0 |
-38.0 |
-0.7% |
5,789.0 |
Low |
5,418.0 |
5,382.0 |
-36.0 |
-0.7% |
5,382.0 |
Close |
5,450.5 |
5,496.5 |
46.0 |
0.8% |
5,496.5 |
Range |
157.0 |
155.0 |
-2.0 |
-1.3% |
407.0 |
ATR |
198.7 |
195.6 |
-3.1 |
-1.6% |
0.0 |
Volume |
1,163 |
2,100 |
937 |
80.6% |
5,793 |
|
Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,936.8 |
5,871.7 |
5,581.8 |
|
R3 |
5,781.8 |
5,716.7 |
5,539.1 |
|
R2 |
5,626.8 |
5,626.8 |
5,524.9 |
|
R1 |
5,561.7 |
5,561.7 |
5,510.7 |
5,594.3 |
PP |
5,471.8 |
5,471.8 |
5,471.8 |
5,488.1 |
S1 |
5,406.7 |
5,406.7 |
5,482.3 |
5,439.3 |
S2 |
5,316.8 |
5,316.8 |
5,468.1 |
|
S3 |
5,161.8 |
5,251.7 |
5,453.9 |
|
S4 |
5,006.8 |
5,096.7 |
5,411.3 |
|
|
Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,776.8 |
6,543.7 |
5,720.4 |
|
R3 |
6,369.8 |
6,136.7 |
5,608.4 |
|
R2 |
5,962.8 |
5,962.8 |
5,571.1 |
|
R1 |
5,729.7 |
5,729.7 |
5,533.8 |
5,642.8 |
PP |
5,555.8 |
5,555.8 |
5,555.8 |
5,512.4 |
S1 |
5,322.7 |
5,322.7 |
5,459.2 |
5,235.8 |
S2 |
5,148.8 |
5,148.8 |
5,421.9 |
|
S3 |
4,741.8 |
4,915.7 |
5,384.6 |
|
S4 |
4,334.8 |
4,508.7 |
5,272.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,789.0 |
5,382.0 |
407.0 |
7.4% |
152.8 |
2.8% |
28% |
False |
True |
1,158 |
10 |
6,134.0 |
5,382.0 |
752.0 |
13.7% |
161.6 |
2.9% |
15% |
False |
True |
755 |
20 |
6,329.0 |
5,382.0 |
947.0 |
17.2% |
200.2 |
3.6% |
12% |
False |
True |
669 |
40 |
6,456.0 |
5,147.5 |
1,308.5 |
23.8% |
190.2 |
3.5% |
27% |
False |
False |
632 |
60 |
6,456.0 |
4,988.0 |
1,468.0 |
26.7% |
196.2 |
3.6% |
35% |
False |
False |
1,769 |
80 |
6,456.0 |
4,988.0 |
1,468.0 |
26.7% |
206.0 |
3.7% |
35% |
False |
False |
1,370 |
100 |
7,454.0 |
4,988.0 |
2,466.0 |
44.9% |
192.4 |
3.5% |
21% |
False |
False |
1,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,195.8 |
2.618 |
5,942.8 |
1.618 |
5,787.8 |
1.000 |
5,692.0 |
0.618 |
5,632.8 |
HIGH |
5,537.0 |
0.618 |
5,477.8 |
0.500 |
5,459.5 |
0.382 |
5,441.2 |
LOW |
5,382.0 |
0.618 |
5,286.2 |
1.000 |
5,227.0 |
1.618 |
5,131.2 |
2.618 |
4,976.2 |
4.250 |
4,723.3 |
|
|
Fisher Pivots for day following 25-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
5,484.2 |
5,493.8 |
PP |
5,471.8 |
5,491.2 |
S1 |
5,459.5 |
5,488.5 |
|