Trading Metrics calculated at close of trading on 07-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2011 |
07-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,766.5 |
1,755.2 |
-11.3 |
-0.6% |
1,743.1 |
High |
1,766.5 |
1,799.9 |
33.4 |
1.9% |
1,769.5 |
Low |
1,749.8 |
1,754.0 |
4.2 |
0.2% |
1,681.2 |
Close |
1,756.1 |
1,791.1 |
35.0 |
2.0% |
1,756.1 |
Range |
16.7 |
45.9 |
29.2 |
174.9% |
88.3 |
ATR |
41.2 |
41.5 |
0.3 |
0.8% |
0.0 |
Volume |
84,595 |
137,189 |
52,594 |
62.2% |
645,820 |
|
Daily Pivots for day following 07-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,919.4 |
1,901.1 |
1,816.3 |
|
R3 |
1,873.5 |
1,855.2 |
1,803.7 |
|
R2 |
1,827.6 |
1,827.6 |
1,799.5 |
|
R1 |
1,809.3 |
1,809.3 |
1,795.3 |
1,818.5 |
PP |
1,781.7 |
1,781.7 |
1,781.7 |
1,786.2 |
S1 |
1,763.4 |
1,763.4 |
1,786.9 |
1,772.6 |
S2 |
1,735.8 |
1,735.8 |
1,782.7 |
|
S3 |
1,689.9 |
1,717.5 |
1,778.5 |
|
S4 |
1,644.0 |
1,671.6 |
1,765.9 |
|
|
Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,000.5 |
1,966.6 |
1,804.7 |
|
R3 |
1,912.2 |
1,878.3 |
1,780.4 |
|
R2 |
1,823.9 |
1,823.9 |
1,772.3 |
|
R1 |
1,790.0 |
1,790.0 |
1,764.2 |
1,807.0 |
PP |
1,735.6 |
1,735.6 |
1,735.6 |
1,744.1 |
S1 |
1,701.7 |
1,701.7 |
1,748.0 |
1,718.7 |
S2 |
1,647.3 |
1,647.3 |
1,739.9 |
|
S3 |
1,559.0 |
1,613.4 |
1,731.8 |
|
S4 |
1,470.7 |
1,525.1 |
1,707.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,799.9 |
1,681.2 |
118.7 |
6.6% |
36.5 |
2.0% |
93% |
True |
False |
132,975 |
10 |
1,799.9 |
1,644.6 |
155.3 |
8.7% |
38.6 |
2.2% |
94% |
True |
False |
134,496 |
20 |
1,799.9 |
1,604.7 |
195.2 |
10.9% |
35.9 |
2.0% |
95% |
True |
False |
126,873 |
40 |
1,848.2 |
1,535.0 |
313.2 |
17.5% |
47.4 |
2.6% |
82% |
False |
False |
156,714 |
60 |
1,923.7 |
1,535.0 |
388.7 |
21.7% |
50.4 |
2.8% |
66% |
False |
False |
181,637 |
80 |
1,923.7 |
1,535.0 |
388.7 |
21.7% |
46.0 |
2.6% |
66% |
False |
False |
174,150 |
100 |
1,923.7 |
1,481.0 |
442.7 |
24.7% |
40.8 |
2.3% |
70% |
False |
False |
141,805 |
120 |
1,923.7 |
1,481.0 |
442.7 |
24.7% |
36.7 |
2.0% |
70% |
False |
False |
118,791 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,995.0 |
2.618 |
1,920.1 |
1.618 |
1,874.2 |
1.000 |
1,845.8 |
0.618 |
1,828.3 |
HIGH |
1,799.9 |
0.618 |
1,782.4 |
0.500 |
1,777.0 |
0.382 |
1,771.5 |
LOW |
1,754.0 |
0.618 |
1,725.6 |
1.000 |
1,708.1 |
1.618 |
1,679.7 |
2.618 |
1,633.8 |
4.250 |
1,558.9 |
|
|
Fisher Pivots for day following 07-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,786.4 |
1,781.4 |
PP |
1,781.7 |
1,771.7 |
S1 |
1,777.0 |
1,762.0 |
|