Trading Metrics calculated at close of trading on 11-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2011 |
11-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,772.1 |
1,758.1 |
-14.0 |
-0.8% |
1,760.2 |
High |
1,779.4 |
1,794.5 |
15.1 |
0.8% |
1,808.0 |
Low |
1,742.2 |
1,758.0 |
15.8 |
0.9% |
1,742.2 |
Close |
1,764.1 |
1,792.7 |
28.6 |
1.6% |
1,792.7 |
Range |
37.2 |
36.5 |
-0.7 |
-1.9% |
65.8 |
ATR |
37.4 |
37.3 |
-0.1 |
-0.2% |
0.0 |
Volume |
2,816 |
4,103 |
1,287 |
45.7% |
19,894 |
|
Daily Pivots for day following 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,891.2 |
1,878.5 |
1,812.8 |
|
R3 |
1,854.7 |
1,842.0 |
1,802.7 |
|
R2 |
1,818.2 |
1,818.2 |
1,799.4 |
|
R1 |
1,805.5 |
1,805.5 |
1,796.0 |
1,811.9 |
PP |
1,781.7 |
1,781.7 |
1,781.7 |
1,784.9 |
S1 |
1,769.0 |
1,769.0 |
1,789.4 |
1,775.4 |
S2 |
1,745.2 |
1,745.2 |
1,786.0 |
|
S3 |
1,708.7 |
1,732.5 |
1,782.7 |
|
S4 |
1,672.2 |
1,696.0 |
1,772.6 |
|
|
Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,978.4 |
1,951.3 |
1,828.9 |
|
R3 |
1,912.6 |
1,885.5 |
1,810.8 |
|
R2 |
1,846.8 |
1,846.8 |
1,804.8 |
|
R1 |
1,819.7 |
1,819.7 |
1,798.7 |
1,833.3 |
PP |
1,781.0 |
1,781.0 |
1,781.0 |
1,787.7 |
S1 |
1,753.9 |
1,753.9 |
1,786.7 |
1,767.5 |
S2 |
1,715.2 |
1,715.2 |
1,780.6 |
|
S3 |
1,649.4 |
1,688.1 |
1,774.6 |
|
S4 |
1,583.6 |
1,622.3 |
1,756.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,808.0 |
1,742.2 |
65.8 |
3.7% |
34.9 |
1.9% |
77% |
False |
False |
3,978 |
10 |
1,808.0 |
1,688.0 |
120.0 |
6.7% |
33.0 |
1.8% |
87% |
False |
False |
2,611 |
20 |
1,808.0 |
1,609.0 |
199.0 |
11.1% |
31.5 |
1.8% |
92% |
False |
False |
1,720 |
40 |
1,831.7 |
1,553.4 |
278.3 |
15.5% |
39.2 |
2.2% |
86% |
False |
False |
1,283 |
60 |
1,925.0 |
1,553.4 |
371.6 |
20.7% |
44.6 |
2.5% |
64% |
False |
False |
1,045 |
80 |
1,925.0 |
1,553.4 |
371.6 |
20.7% |
40.5 |
2.3% |
64% |
False |
False |
877 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,949.6 |
2.618 |
1,890.1 |
1.618 |
1,853.6 |
1.000 |
1,831.0 |
0.618 |
1,817.1 |
HIGH |
1,794.5 |
0.618 |
1,780.6 |
0.500 |
1,776.3 |
0.382 |
1,771.9 |
LOW |
1,758.0 |
0.618 |
1,735.4 |
1.000 |
1,721.5 |
1.618 |
1,698.9 |
2.618 |
1,662.4 |
4.250 |
1,602.9 |
|
|
Fisher Pivots for day following 11-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,787.2 |
1,786.2 |
PP |
1,781.7 |
1,779.6 |
S1 |
1,776.3 |
1,773.1 |
|