Trading Metrics calculated at close of trading on 08-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2011 |
08-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
125.39 |
126.92 |
1.53 |
1.2% |
127.16 |
High |
126.39 |
128.02 |
1.63 |
1.3% |
128.62 |
Low |
124.20 |
125.71 |
1.51 |
1.2% |
121.52 |
Close |
126.26 |
127.88 |
1.62 |
1.3% |
125.48 |
Range |
2.19 |
2.31 |
0.12 |
5.5% |
7.10 |
ATR |
2.81 |
2.77 |
-0.04 |
-1.3% |
0.00 |
Volume |
196,186,828 |
224,335,094 |
28,148,266 |
14.3% |
1,424,260,469 |
|
Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.13 |
133.32 |
129.15 |
|
R3 |
131.82 |
131.01 |
128.52 |
|
R2 |
129.51 |
129.51 |
128.30 |
|
R1 |
128.70 |
128.70 |
128.09 |
129.11 |
PP |
127.20 |
127.20 |
127.20 |
127.41 |
S1 |
126.39 |
126.39 |
127.67 |
126.80 |
S2 |
124.89 |
124.89 |
127.46 |
|
S3 |
122.58 |
124.08 |
127.24 |
|
S4 |
120.27 |
121.77 |
126.61 |
|
|
Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.51 |
143.09 |
129.39 |
|
R3 |
139.41 |
135.99 |
127.43 |
|
R2 |
132.31 |
132.31 |
126.78 |
|
R1 |
128.89 |
128.89 |
126.13 |
127.05 |
PP |
125.21 |
125.21 |
125.21 |
124.29 |
S1 |
121.79 |
121.79 |
124.83 |
119.95 |
S2 |
118.11 |
118.11 |
124.18 |
|
S3 |
111.01 |
114.69 |
123.53 |
|
S4 |
103.91 |
107.59 |
121.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
128.02 |
122.79 |
5.23 |
4.1% |
2.14 |
1.7% |
97% |
True |
False |
240,261,365 |
10 |
129.42 |
121.52 |
7.90 |
6.2% |
2.47 |
1.9% |
81% |
False |
False |
274,922,579 |
20 |
129.42 |
119.12 |
10.30 |
8.1% |
2.33 |
1.8% |
85% |
False |
False |
260,677,669 |
40 |
129.42 |
107.43 |
21.99 |
17.2% |
2.61 |
2.0% |
93% |
False |
False |
282,554,429 |
60 |
129.42 |
107.43 |
21.99 |
17.2% |
2.78 |
2.2% |
93% |
False |
False |
286,392,497 |
80 |
134.82 |
107.43 |
27.39 |
21.4% |
2.87 |
2.2% |
75% |
False |
False |
300,441,333 |
100 |
135.70 |
107.43 |
28.27 |
22.1% |
2.61 |
2.0% |
72% |
False |
False |
278,109,668 |
120 |
135.70 |
107.43 |
28.27 |
22.1% |
2.42 |
1.9% |
72% |
False |
False |
263,614,668 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.84 |
2.618 |
134.07 |
1.618 |
131.76 |
1.000 |
130.33 |
0.618 |
129.45 |
HIGH |
128.02 |
0.618 |
127.14 |
0.500 |
126.87 |
0.382 |
126.59 |
LOW |
125.71 |
0.618 |
124.28 |
1.000 |
123.40 |
1.618 |
121.97 |
2.618 |
119.66 |
4.250 |
115.89 |
|
|
Fisher Pivots for day following 08-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
127.54 |
127.26 |
PP |
127.20 |
126.64 |
S1 |
126.87 |
126.02 |
|