Trading Metrics calculated at close of trading on 17-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2011 |
17-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,785.0 |
1,763.5 |
-21.5 |
-1.2% |
1,760.2 |
High |
1,789.2 |
1,772.7 |
-16.5 |
-0.9% |
1,808.0 |
Low |
1,760.9 |
1,720.5 |
-40.4 |
-2.3% |
1,742.2 |
Close |
1,779.2 |
1,725.4 |
-53.8 |
-3.0% |
1,792.7 |
Range |
28.3 |
52.2 |
23.9 |
84.5% |
65.8 |
ATR |
34.7 |
36.4 |
1.7 |
4.9% |
0.0 |
Volume |
1,322 |
2,381 |
1,059 |
80.1% |
19,894 |
|
Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,896.1 |
1,863.0 |
1,754.1 |
|
R3 |
1,843.9 |
1,810.8 |
1,739.8 |
|
R2 |
1,791.7 |
1,791.7 |
1,735.0 |
|
R1 |
1,758.6 |
1,758.6 |
1,730.2 |
1,749.1 |
PP |
1,739.5 |
1,739.5 |
1,739.5 |
1,734.8 |
S1 |
1,706.4 |
1,706.4 |
1,720.6 |
1,696.9 |
S2 |
1,687.3 |
1,687.3 |
1,715.8 |
|
S3 |
1,635.1 |
1,654.2 |
1,711.0 |
|
S4 |
1,582.9 |
1,602.0 |
1,696.7 |
|
|
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 |
1,720.5 |
79.3 |
4.6% |
32.1 |
1.9% |
6% |
False |
True |
2,145 |
10 |
1,808.0 |
1,720.5 |
87.5 |
5.1% |
31.0 |
1.8% |
6% |
False |
True |
2,815 |
20 |
1,808.0 |
1,627.5 |
180.5 |
10.5% |
31.9 |
1.8% |
54% |
False |
False |
1,887 |
40 |
1,808.0 |
1,553.4 |
254.6 |
14.8% |
38.1 |
2.2% |
68% |
False |
False |
1,408 |
60 |
1,925.0 |
1,553.4 |
371.6 |
21.5% |
42.0 |
2.4% |
46% |
False |
False |
1,122 |
80 |
1,925.0 |
1,553.4 |
371.6 |
21.5% |
41.5 |
2.4% |
46% |
False |
False |
954 |
100 |
1,925.0 |
1,490.0 |
435.0 |
25.2% |
35.4 |
2.1% |
54% |
False |
False |
805 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,994.6 |
2.618 |
1,909.4 |
1.618 |
1,857.2 |
1.000 |
1,824.9 |
0.618 |
1,805.0 |
HIGH |
1,772.7 |
0.618 |
1,752.8 |
0.500 |
1,746.6 |
0.382 |
1,740.4 |
LOW |
1,720.5 |
0.618 |
1,688.2 |
1.000 |
1,668.3 |
1.618 |
1,636.0 |
2.618 |
1,583.8 |
4.250 |
1,498.7 |
|
|
Fisher Pivots for day following 17-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,746.6 |
1,756.0 |
PP |
1,739.5 |
1,745.8 |
S1 |
1,732.5 |
1,735.6 |
|