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 |
1,755.2 |
1,795.8 |
40.6 |
2.3% |
1,743.1 |
High |
1,799.9 |
1,804.4 |
4.5 |
0.3% |
1,769.5 |
Low |
1,754.0 |
1,778.3 |
24.3 |
1.4% |
1,681.2 |
Close |
1,791.1 |
1,799.2 |
8.1 |
0.5% |
1,756.1 |
Range |
45.9 |
26.1 |
-19.8 |
-43.1% |
88.3 |
ATR |
41.5 |
40.4 |
-1.1 |
-2.6% |
0.0 |
Volume |
137,189 |
123,140 |
-14,049 |
-10.2% |
645,820 |
|
Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,872.3 |
1,861.8 |
1,813.6 |
|
R3 |
1,846.2 |
1,835.7 |
1,806.4 |
|
R2 |
1,820.1 |
1,820.1 |
1,804.0 |
|
R1 |
1,809.6 |
1,809.6 |
1,801.6 |
1,814.9 |
PP |
1,794.0 |
1,794.0 |
1,794.0 |
1,796.6 |
S1 |
1,783.5 |
1,783.5 |
1,796.8 |
1,788.8 |
S2 |
1,767.9 |
1,767.9 |
1,794.4 |
|
S3 |
1,741.8 |
1,757.4 |
1,792.0 |
|
S4 |
1,715.7 |
1,731.3 |
1,784.8 |
|
|
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 |
1,804.4 |
1,715.5 |
88.9 |
4.9% |
32.9 |
1.8% |
94% |
True |
False |
124,523 |
10 |
1,804.4 |
1,681.2 |
123.2 |
6.8% |
34.6 |
1.9% |
96% |
True |
False |
128,985 |
20 |
1,804.4 |
1,604.7 |
199.7 |
11.1% |
35.6 |
2.0% |
97% |
True |
False |
127,831 |
40 |
1,848.2 |
1,535.0 |
313.2 |
17.4% |
46.7 |
2.6% |
84% |
False |
False |
155,360 |
60 |
1,923.7 |
1,535.0 |
388.7 |
21.6% |
50.2 |
2.8% |
68% |
False |
False |
181,790 |
80 |
1,923.7 |
1,535.0 |
388.7 |
21.6% |
46.2 |
2.6% |
68% |
False |
False |
175,572 |
100 |
1,923.7 |
1,481.0 |
442.7 |
24.6% |
40.8 |
2.3% |
72% |
False |
False |
142,929 |
120 |
1,923.7 |
1,481.0 |
442.7 |
24.6% |
36.8 |
2.0% |
72% |
False |
False |
119,788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,915.3 |
2.618 |
1,872.7 |
1.618 |
1,846.6 |
1.000 |
1,830.5 |
0.618 |
1,820.5 |
HIGH |
1,804.4 |
0.618 |
1,794.4 |
0.500 |
1,791.4 |
0.382 |
1,788.3 |
LOW |
1,778.3 |
0.618 |
1,762.2 |
1.000 |
1,752.2 |
1.618 |
1,736.1 |
2.618 |
1,710.0 |
4.250 |
1,667.4 |
|
|
Fisher Pivots for day following 08-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,796.6 |
1,791.8 |
PP |
1,794.0 |
1,784.5 |
S1 |
1,791.4 |
1,777.1 |
|