Trading Metrics calculated at close of trading on 16-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2011 |
16-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,788.0 |
1,785.0 |
-3.0 |
-0.2% |
1,760.2 |
High |
1,791.5 |
1,789.2 |
-2.3 |
-0.1% |
1,808.0 |
Low |
1,767.7 |
1,760.9 |
-6.8 |
-0.4% |
1,742.2 |
Close |
1,786.9 |
1,779.2 |
-7.7 |
-0.4% |
1,792.7 |
Range |
23.8 |
28.3 |
4.5 |
18.9% |
65.8 |
ATR |
35.2 |
34.7 |
-0.5 |
-1.4% |
0.0 |
Volume |
886 |
1,322 |
436 |
49.2% |
19,894 |
|
Daily Pivots for day following 16-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,861.3 |
1,848.6 |
1,794.8 |
|
R3 |
1,833.0 |
1,820.3 |
1,787.0 |
|
R2 |
1,804.7 |
1,804.7 |
1,784.4 |
|
R1 |
1,792.0 |
1,792.0 |
1,781.8 |
1,784.2 |
PP |
1,776.4 |
1,776.4 |
1,776.4 |
1,772.6 |
S1 |
1,763.7 |
1,763.7 |
1,776.6 |
1,755.9 |
S2 |
1,748.1 |
1,748.1 |
1,774.0 |
|
S3 |
1,719.8 |
1,735.4 |
1,771.4 |
|
S4 |
1,691.5 |
1,707.1 |
1,763.6 |
|
|
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 |
1,799.8 |
1,742.2 |
57.6 |
3.2% |
29.1 |
1.6% |
64% |
False |
False |
2,232 |
10 |
1,808.0 |
1,734.0 |
74.0 |
4.2% |
29.7 |
1.7% |
61% |
False |
False |
2,781 |
20 |
1,808.0 |
1,609.0 |
199.0 |
11.2% |
30.6 |
1.7% |
86% |
False |
False |
1,855 |
40 |
1,808.0 |
1,553.4 |
254.6 |
14.3% |
38.1 |
2.1% |
89% |
False |
False |
1,353 |
60 |
1,925.0 |
1,553.4 |
371.6 |
20.9% |
42.8 |
2.4% |
61% |
False |
False |
1,087 |
80 |
1,925.0 |
1,553.4 |
371.6 |
20.9% |
41.0 |
2.3% |
61% |
False |
False |
925 |
100 |
1,925.0 |
1,490.0 |
435.0 |
24.4% |
34.9 |
2.0% |
66% |
False |
False |
781 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,909.5 |
2.618 |
1,863.3 |
1.618 |
1,835.0 |
1.000 |
1,817.5 |
0.618 |
1,806.7 |
HIGH |
1,789.2 |
0.618 |
1,778.4 |
0.500 |
1,775.1 |
0.382 |
1,771.7 |
LOW |
1,760.9 |
0.618 |
1,743.4 |
1.000 |
1,732.6 |
1.618 |
1,715.1 |
2.618 |
1,686.8 |
4.250 |
1,640.6 |
|
|
Fisher Pivots for day following 16-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,777.8 |
1,780.4 |
PP |
1,776.4 |
1,780.0 |
S1 |
1,775.1 |
1,779.6 |
|