Trading Metrics calculated at close of trading on 25-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,704.2 |
1,697.0 |
-7.2 |
-0.4% |
1,725.2 |
High |
1,715.5 |
1,706.2 |
-9.3 |
-0.5% |
1,731.1 |
Low |
1,684.0 |
1,679.3 |
-4.7 |
-0.3% |
1,675.0 |
Close |
1,702.0 |
1,691.7 |
-10.3 |
-0.6% |
1,691.7 |
Range |
31.5 |
26.9 |
-4.6 |
-14.6% |
56.1 |
ATR |
36.1 |
35.5 |
-0.7 |
-1.8% |
0.0 |
Volume |
4,319 |
6,991 |
2,672 |
61.9% |
19,074 |
|
Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,773.1 |
1,759.3 |
1,706.5 |
|
R3 |
1,746.2 |
1,732.4 |
1,699.1 |
|
R2 |
1,719.3 |
1,719.3 |
1,696.6 |
|
R1 |
1,705.5 |
1,705.5 |
1,694.2 |
1,699.0 |
PP |
1,692.4 |
1,692.4 |
1,692.4 |
1,689.1 |
S1 |
1,678.6 |
1,678.6 |
1,689.2 |
1,672.1 |
S2 |
1,665.5 |
1,665.5 |
1,686.8 |
|
S3 |
1,638.6 |
1,651.7 |
1,684.3 |
|
S4 |
1,611.7 |
1,624.8 |
1,676.9 |
|
|
Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,867.6 |
1,835.7 |
1,722.6 |
|
R3 |
1,811.5 |
1,779.6 |
1,707.1 |
|
R2 |
1,755.4 |
1,755.4 |
1,702.0 |
|
R1 |
1,723.5 |
1,723.5 |
1,696.8 |
1,711.4 |
PP |
1,699.3 |
1,699.3 |
1,699.3 |
1,693.2 |
S1 |
1,667.4 |
1,667.4 |
1,686.6 |
1,655.3 |
S2 |
1,643.2 |
1,643.2 |
1,681.4 |
|
S3 |
1,587.1 |
1,611.3 |
1,676.3 |
|
S4 |
1,531.0 |
1,555.2 |
1,660.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,743.6 |
1,675.0 |
68.6 |
4.1% |
33.7 |
2.0% |
24% |
False |
False |
4,342 |
10 |
1,799.8 |
1,675.0 |
124.8 |
7.4% |
32.9 |
1.9% |
13% |
False |
False |
3,244 |
20 |
1,808.0 |
1,675.0 |
133.0 |
7.9% |
31.9 |
1.9% |
13% |
False |
False |
2,759 |
40 |
1,808.0 |
1,600.9 |
207.1 |
12.2% |
32.4 |
1.9% |
44% |
False |
False |
1,876 |
60 |
1,925.0 |
1,553.4 |
371.6 |
22.0% |
40.3 |
2.4% |
37% |
False |
False |
1,443 |
80 |
1,925.0 |
1,553.4 |
371.6 |
22.0% |
42.3 |
2.5% |
37% |
False |
False |
1,201 |
100 |
1,925.0 |
1,532.7 |
392.3 |
23.2% |
36.8 |
2.2% |
41% |
False |
False |
1,016 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,820.5 |
2.618 |
1,776.6 |
1.618 |
1,749.7 |
1.000 |
1,733.1 |
0.618 |
1,722.8 |
HIGH |
1,706.2 |
0.618 |
1,695.9 |
0.500 |
1,692.8 |
0.382 |
1,689.6 |
LOW |
1,679.3 |
0.618 |
1,662.7 |
1.000 |
1,652.4 |
1.618 |
1,635.8 |
2.618 |
1,608.9 |
4.250 |
1,565.0 |
|
|
Fisher Pivots for day following 25-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,692.8 |
1,697.4 |
PP |
1,692.4 |
1,695.5 |
S1 |
1,692.1 |
1,693.6 |
|