Trading Metrics calculated at close of trading on 31-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2011 |
31-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,746.2 |
1,743.1 |
-3.1 |
-0.2% |
1,643.0 |
High |
1,754.0 |
1,746.5 |
-7.5 |
-0.4% |
1,754.0 |
Low |
1,733.0 |
1,705.5 |
-27.5 |
-1.6% |
1,636.6 |
Close |
1,747.2 |
1,725.2 |
-22.0 |
-1.3% |
1,747.2 |
Range |
21.0 |
41.0 |
20.0 |
95.2% |
117.4 |
ATR |
43.6 |
43.5 |
-0.1 |
-0.3% |
0.0 |
Volume |
98,627 |
118,131 |
19,504 |
19.8% |
664,362 |
|
Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,848.7 |
1,828.0 |
1,747.8 |
|
R3 |
1,807.7 |
1,787.0 |
1,736.5 |
|
R2 |
1,766.7 |
1,766.7 |
1,732.7 |
|
R1 |
1,746.0 |
1,746.0 |
1,729.0 |
1,735.9 |
PP |
1,725.7 |
1,725.7 |
1,725.7 |
1,720.7 |
S1 |
1,705.0 |
1,705.0 |
1,721.4 |
1,694.9 |
S2 |
1,684.7 |
1,684.7 |
1,717.7 |
|
S3 |
1,643.7 |
1,664.0 |
1,713.9 |
|
S4 |
1,602.7 |
1,623.0 |
1,702.7 |
|
|
Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,064.8 |
2,023.4 |
1,811.8 |
|
R3 |
1,947.4 |
1,906.0 |
1,779.5 |
|
R2 |
1,830.0 |
1,830.0 |
1,768.7 |
|
R1 |
1,788.6 |
1,788.6 |
1,758.0 |
1,809.3 |
PP |
1,712.6 |
1,712.6 |
1,712.6 |
1,723.0 |
S1 |
1,671.2 |
1,671.2 |
1,736.4 |
1,691.9 |
S2 |
1,595.2 |
1,595.2 |
1,725.7 |
|
S3 |
1,477.8 |
1,553.8 |
1,714.9 |
|
S4 |
1,360.4 |
1,436.4 |
1,682.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,754.0 |
1,644.6 |
109.4 |
6.3% |
40.7 |
2.4% |
74% |
False |
False |
136,017 |
10 |
1,754.0 |
1,604.7 |
149.3 |
8.7% |
38.5 |
2.2% |
81% |
False |
False |
135,599 |
20 |
1,754.0 |
1,596.6 |
157.4 |
9.1% |
38.7 |
2.2% |
82% |
False |
False |
126,753 |
40 |
1,923.7 |
1,535.0 |
388.7 |
22.5% |
51.1 |
3.0% |
49% |
False |
False |
174,379 |
60 |
1,923.7 |
1,535.0 |
388.7 |
22.5% |
52.2 |
3.0% |
49% |
False |
False |
194,038 |
80 |
1,923.7 |
1,535.0 |
388.7 |
22.5% |
45.1 |
2.6% |
49% |
False |
False |
167,323 |
100 |
1,923.7 |
1,481.0 |
442.7 |
25.7% |
39.8 |
2.3% |
55% |
False |
False |
135,334 |
120 |
1,923.7 |
1,475.0 |
448.7 |
26.0% |
36.2 |
2.1% |
56% |
False |
False |
113,435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,920.8 |
2.618 |
1,853.8 |
1.618 |
1,812.8 |
1.000 |
1,787.5 |
0.618 |
1,771.8 |
HIGH |
1,746.5 |
0.618 |
1,730.8 |
0.500 |
1,726.0 |
0.382 |
1,721.2 |
LOW |
1,705.5 |
0.618 |
1,680.2 |
1.000 |
1,664.5 |
1.618 |
1,639.2 |
2.618 |
1,598.2 |
4.250 |
1,531.3 |
|
|
Fisher Pivots for day following 31-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,726.0 |
1,729.8 |
PP |
1,725.7 |
1,728.2 |
S1 |
1,725.5 |
1,726.7 |
|