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 |
5,220.0 |
5,150.0 |
-70.0 |
-1.3% |
5,516.0 |
High |
5,240.0 |
5,150.0 |
-90.0 |
-1.7% |
5,530.5 |
Low |
5,173.0 |
5,100.0 |
-73.0 |
-1.4% |
5,310.0 |
Close |
5,174.0 |
5,114.0 |
-60.0 |
-1.2% |
5,335.0 |
Range |
67.0 |
50.0 |
-17.0 |
-25.4% |
220.5 |
ATR |
102.4 |
100.4 |
-2.0 |
-2.0% |
0.0 |
Volume |
3,792 |
7,104 |
3,312 |
87.3% |
980 |
|
Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,271.5 |
5,242.5 |
5,141.5 |
|
R3 |
5,221.5 |
5,192.5 |
5,128.0 |
|
R2 |
5,171.5 |
5,171.5 |
5,123.0 |
|
R1 |
5,142.5 |
5,142.5 |
5,118.5 |
5,132.0 |
PP |
5,121.5 |
5,121.5 |
5,121.5 |
5,116.0 |
S1 |
5,092.5 |
5,092.5 |
5,109.5 |
5,082.0 |
S2 |
5,071.5 |
5,071.5 |
5,105.0 |
|
S3 |
5,021.5 |
5,042.5 |
5,100.0 |
|
S4 |
4,971.5 |
4,992.5 |
5,086.5 |
|
|
Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,053.5 |
5,914.5 |
5,456.5 |
|
R3 |
5,833.0 |
5,694.0 |
5,395.5 |
|
R2 |
5,612.5 |
5,612.5 |
5,375.5 |
|
R1 |
5,473.5 |
5,473.5 |
5,355.0 |
5,433.0 |
PP |
5,392.0 |
5,392.0 |
5,392.0 |
5,371.5 |
S1 |
5,253.0 |
5,253.0 |
5,315.0 |
5,212.0 |
S2 |
5,171.5 |
5,171.5 |
5,294.5 |
|
S3 |
4,951.0 |
5,032.5 |
5,274.5 |
|
S4 |
4,730.5 |
4,812.0 |
5,213.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,445.0 |
5,100.0 |
345.0 |
6.7% |
74.5 |
1.5% |
4% |
False |
True |
2,236 |
10 |
5,530.5 |
5,100.0 |
430.5 |
8.4% |
80.0 |
1.6% |
3% |
False |
True |
1,197 |
20 |
5,709.0 |
5,100.0 |
609.0 |
11.9% |
80.0 |
1.6% |
2% |
False |
True |
641 |
40 |
5,709.0 |
4,896.0 |
813.0 |
15.9% |
71.0 |
1.4% |
27% |
False |
False |
345 |
60 |
5,709.0 |
4,887.5 |
821.5 |
16.1% |
54.5 |
1.1% |
28% |
False |
False |
233 |
80 |
5,709.0 |
4,887.5 |
821.5 |
16.1% |
45.0 |
0.9% |
28% |
False |
False |
176 |
100 |
5,960.5 |
4,887.5 |
1,073.0 |
21.0% |
36.5 |
0.7% |
21% |
False |
False |
142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,362.5 |
2.618 |
5,281.0 |
1.618 |
5,231.0 |
1.000 |
5,200.0 |
0.618 |
5,181.0 |
HIGH |
5,150.0 |
0.618 |
5,131.0 |
0.500 |
5,125.0 |
0.382 |
5,119.0 |
LOW |
5,100.0 |
0.618 |
5,069.0 |
1.000 |
5,050.0 |
1.618 |
5,019.0 |
2.618 |
4,969.0 |
4.250 |
4,887.5 |
|
|
Fisher Pivots for day following 23-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
5,125.0 |
5,193.0 |
PP |
5,121.5 |
5,167.0 |
S1 |
5,117.5 |
5,140.5 |
|