Trading Metrics calculated at close of trading on 14-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2011 |
14-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,758.1 |
1,799.3 |
41.2 |
2.3% |
1,760.2 |
High |
1,794.5 |
1,799.8 |
5.3 |
0.3% |
1,808.0 |
Low |
1,758.0 |
1,780.3 |
22.3 |
1.3% |
1,742.2 |
Close |
1,792.7 |
1,783.0 |
-9.7 |
-0.5% |
1,792.7 |
Range |
36.5 |
19.5 |
-17.0 |
-46.6% |
65.8 |
ATR |
37.3 |
36.1 |
-1.3 |
-3.4% |
0.0 |
Volume |
4,103 |
2,035 |
-2,068 |
-50.4% |
19,894 |
|
Daily Pivots for day following 14-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,846.2 |
1,834.1 |
1,793.7 |
|
R3 |
1,826.7 |
1,814.6 |
1,788.4 |
|
R2 |
1,807.2 |
1,807.2 |
1,786.6 |
|
R1 |
1,795.1 |
1,795.1 |
1,784.8 |
1,791.4 |
PP |
1,787.7 |
1,787.7 |
1,787.7 |
1,785.9 |
S1 |
1,775.6 |
1,775.6 |
1,781.2 |
1,771.9 |
S2 |
1,768.2 |
1,768.2 |
1,779.4 |
|
S3 |
1,748.7 |
1,756.1 |
1,777.6 |
|
S4 |
1,729.2 |
1,736.6 |
1,772.3 |
|
|
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% |
30.2 |
1.7% |
62% |
False |
False |
4,026 |
10 |
1,808.0 |
1,688.0 |
120.0 |
6.7% |
31.3 |
1.8% |
79% |
False |
False |
2,766 |
20 |
1,808.0 |
1,609.0 |
199.0 |
11.2% |
31.0 |
1.7% |
87% |
False |
False |
1,795 |
40 |
1,818.8 |
1,553.4 |
265.4 |
14.9% |
38.4 |
2.2% |
87% |
False |
False |
1,313 |
60 |
1,925.0 |
1,553.4 |
371.6 |
20.8% |
44.1 |
2.5% |
62% |
False |
False |
1,074 |
80 |
1,925.0 |
1,553.4 |
371.6 |
20.8% |
40.5 |
2.3% |
62% |
False |
False |
900 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,882.7 |
2.618 |
1,850.9 |
1.618 |
1,831.4 |
1.000 |
1,819.3 |
0.618 |
1,811.9 |
HIGH |
1,799.8 |
0.618 |
1,792.4 |
0.500 |
1,790.1 |
0.382 |
1,787.7 |
LOW |
1,780.3 |
0.618 |
1,768.2 |
1.000 |
1,760.8 |
1.618 |
1,748.7 |
2.618 |
1,729.2 |
4.250 |
1,697.4 |
|
|
Fisher Pivots for day following 14-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,790.1 |
1,779.0 |
PP |
1,787.7 |
1,775.0 |
S1 |
1,785.4 |
1,771.0 |
|