Trading Metrics calculated at close of trading on 23-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2011 |
23-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,685.6 |
1,704.2 |
18.6 |
1.1% |
1,799.3 |
High |
1,710.2 |
1,715.5 |
5.3 |
0.3% |
1,799.8 |
Low |
1,680.8 |
1,684.0 |
3.2 |
0.2% |
1,719.1 |
Close |
1,708.6 |
1,702.0 |
-6.6 |
-0.4% |
1,730.5 |
Range |
29.4 |
31.5 |
2.1 |
7.1% |
80.7 |
ATR |
36.5 |
36.1 |
-0.4 |
-1.0% |
0.0 |
Volume |
6,395 |
4,319 |
-2,076 |
-32.5% |
9,264 |
|
Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,795.0 |
1,780.0 |
1,719.3 |
|
R3 |
1,763.5 |
1,748.5 |
1,710.7 |
|
R2 |
1,732.0 |
1,732.0 |
1,707.8 |
|
R1 |
1,717.0 |
1,717.0 |
1,704.9 |
1,708.8 |
PP |
1,700.5 |
1,700.5 |
1,700.5 |
1,696.4 |
S1 |
1,685.5 |
1,685.5 |
1,699.1 |
1,677.3 |
S2 |
1,669.0 |
1,669.0 |
1,696.2 |
|
S3 |
1,637.5 |
1,654.0 |
1,693.3 |
|
S4 |
1,606.0 |
1,622.5 |
1,684.7 |
|
|
Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,991.9 |
1,941.9 |
1,774.9 |
|
R3 |
1,911.2 |
1,861.2 |
1,752.7 |
|
R2 |
1,830.5 |
1,830.5 |
1,745.3 |
|
R1 |
1,780.5 |
1,780.5 |
1,737.9 |
1,765.2 |
PP |
1,749.8 |
1,749.8 |
1,749.8 |
1,742.1 |
S1 |
1,699.8 |
1,699.8 |
1,723.1 |
1,684.5 |
S2 |
1,669.1 |
1,669.1 |
1,715.7 |
|
S3 |
1,588.4 |
1,619.1 |
1,708.3 |
|
S4 |
1,507.7 |
1,538.4 |
1,686.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,772.7 |
1,675.0 |
97.7 |
5.7% |
38.7 |
2.3% |
28% |
False |
False |
3,420 |
10 |
1,799.8 |
1,675.0 |
124.8 |
7.3% |
33.9 |
2.0% |
22% |
False |
False |
2,826 |
20 |
1,808.0 |
1,675.0 |
133.0 |
7.8% |
32.5 |
1.9% |
20% |
False |
False |
2,453 |
40 |
1,808.0 |
1,597.1 |
210.9 |
12.4% |
32.7 |
1.9% |
50% |
False |
False |
1,709 |
60 |
1,925.0 |
1,553.4 |
371.6 |
21.8% |
40.3 |
2.4% |
40% |
False |
False |
1,343 |
80 |
1,925.0 |
1,553.4 |
371.6 |
21.8% |
42.2 |
2.5% |
40% |
False |
False |
1,118 |
100 |
1,925.0 |
1,516.4 |
408.6 |
24.0% |
36.8 |
2.2% |
45% |
False |
False |
947 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,849.4 |
2.618 |
1,798.0 |
1.618 |
1,766.5 |
1.000 |
1,747.0 |
0.618 |
1,735.0 |
HIGH |
1,715.5 |
0.618 |
1,703.5 |
0.500 |
1,699.8 |
0.382 |
1,696.0 |
LOW |
1,684.0 |
0.618 |
1,664.5 |
1.000 |
1,652.5 |
1.618 |
1,633.0 |
2.618 |
1,601.5 |
4.250 |
1,550.1 |
|
|
Fisher Pivots for day following 23-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,701.3 |
1,703.1 |
PP |
1,700.5 |
1,702.7 |
S1 |
1,699.8 |
1,702.4 |
|