Trading Metrics calculated at close of trading on 15-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2011 |
15-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,799.3 |
1,788.0 |
-11.3 |
-0.6% |
1,760.2 |
High |
1,799.8 |
1,791.5 |
-8.3 |
-0.5% |
1,808.0 |
Low |
1,780.3 |
1,767.7 |
-12.6 |
-0.7% |
1,742.2 |
Close |
1,783.0 |
1,786.9 |
3.9 |
0.2% |
1,792.7 |
Range |
19.5 |
23.8 |
4.3 |
22.1% |
65.8 |
ATR |
36.1 |
35.2 |
-0.9 |
-2.4% |
0.0 |
Volume |
2,035 |
886 |
-1,149 |
-56.5% |
19,894 |
|
Daily Pivots for day following 15-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,853.4 |
1,844.0 |
1,800.0 |
|
R3 |
1,829.6 |
1,820.2 |
1,793.4 |
|
R2 |
1,805.8 |
1,805.8 |
1,791.3 |
|
R1 |
1,796.4 |
1,796.4 |
1,789.1 |
1,789.2 |
PP |
1,782.0 |
1,782.0 |
1,782.0 |
1,778.5 |
S1 |
1,772.6 |
1,772.6 |
1,784.7 |
1,765.4 |
S2 |
1,758.2 |
1,758.2 |
1,782.5 |
|
S3 |
1,734.4 |
1,748.8 |
1,780.4 |
|
S4 |
1,710.6 |
1,725.0 |
1,773.8 |
|
|
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 |
1,803.9 |
1,742.2 |
61.7 |
3.5% |
30.2 |
1.7% |
72% |
False |
False |
3,452 |
10 |
1,808.0 |
1,721.8 |
86.2 |
4.8% |
29.6 |
1.7% |
76% |
False |
False |
2,822 |
20 |
1,808.0 |
1,609.0 |
199.0 |
11.1% |
30.1 |
1.7% |
89% |
False |
False |
1,817 |
40 |
1,818.8 |
1,553.4 |
265.4 |
14.9% |
38.3 |
2.1% |
88% |
False |
False |
1,323 |
60 |
1,925.0 |
1,553.4 |
371.6 |
20.8% |
43.8 |
2.5% |
63% |
False |
False |
1,080 |
80 |
1,925.0 |
1,553.4 |
371.6 |
20.8% |
40.8 |
2.3% |
63% |
False |
False |
909 |
100 |
1,925.0 |
1,490.0 |
435.0 |
24.3% |
34.7 |
1.9% |
68% |
False |
False |
772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,892.7 |
2.618 |
1,853.8 |
1.618 |
1,830.0 |
1.000 |
1,815.3 |
0.618 |
1,806.2 |
HIGH |
1,791.5 |
0.618 |
1,782.4 |
0.500 |
1,779.6 |
0.382 |
1,776.8 |
LOW |
1,767.7 |
0.618 |
1,753.0 |
1.000 |
1,743.9 |
1.618 |
1,729.2 |
2.618 |
1,705.4 |
4.250 |
1,666.6 |
|
|
Fisher Pivots for day following 15-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,784.5 |
1,784.2 |
PP |
1,782.0 |
1,781.6 |
S1 |
1,779.6 |
1,778.9 |
|