Trading Metrics calculated at close of trading on 09-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2011 |
09-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,795.8 |
1,787.4 |
-8.4 |
-0.5% |
1,743.1 |
High |
1,804.4 |
1,801.1 |
-3.3 |
-0.2% |
1,769.5 |
Low |
1,778.3 |
1,765.1 |
-13.2 |
-0.7% |
1,681.2 |
Close |
1,799.2 |
1,791.6 |
-7.6 |
-0.4% |
1,756.1 |
Range |
26.1 |
36.0 |
9.9 |
37.9% |
88.3 |
ATR |
40.4 |
40.1 |
-0.3 |
-0.8% |
0.0 |
Volume |
123,140 |
147,752 |
24,612 |
20.0% |
645,820 |
|
Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,893.9 |
1,878.8 |
1,811.4 |
|
R3 |
1,857.9 |
1,842.8 |
1,801.5 |
|
R2 |
1,821.9 |
1,821.9 |
1,798.2 |
|
R1 |
1,806.8 |
1,806.8 |
1,794.9 |
1,814.4 |
PP |
1,785.9 |
1,785.9 |
1,785.9 |
1,789.7 |
S1 |
1,770.8 |
1,770.8 |
1,788.3 |
1,778.4 |
S2 |
1,749.9 |
1,749.9 |
1,785.0 |
|
S3 |
1,713.9 |
1,734.8 |
1,781.7 |
|
S4 |
1,677.9 |
1,698.8 |
1,771.8 |
|
|
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 |
1,724.0 |
80.4 |
4.5% |
34.0 |
1.9% |
84% |
False |
False |
127,223 |
10 |
1,804.4 |
1,681.2 |
123.2 |
6.9% |
35.1 |
2.0% |
90% |
False |
False |
129,480 |
20 |
1,804.4 |
1,604.7 |
199.7 |
11.1% |
35.8 |
2.0% |
94% |
False |
False |
129,837 |
40 |
1,832.9 |
1,535.0 |
297.9 |
16.6% |
46.7 |
2.6% |
86% |
False |
False |
155,091 |
60 |
1,923.7 |
1,535.0 |
388.7 |
21.7% |
50.3 |
2.8% |
66% |
False |
False |
181,717 |
80 |
1,923.7 |
1,535.0 |
388.7 |
21.7% |
46.3 |
2.6% |
66% |
False |
False |
177,210 |
100 |
1,923.7 |
1,481.0 |
442.7 |
24.7% |
41.0 |
2.3% |
70% |
False |
False |
144,300 |
120 |
1,923.7 |
1,481.0 |
442.7 |
24.7% |
36.9 |
2.1% |
70% |
False |
False |
120,968 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,954.1 |
2.618 |
1,895.3 |
1.618 |
1,859.3 |
1.000 |
1,837.1 |
0.618 |
1,823.3 |
HIGH |
1,801.1 |
0.618 |
1,787.3 |
0.500 |
1,783.1 |
0.382 |
1,778.9 |
LOW |
1,765.1 |
0.618 |
1,742.9 |
1.000 |
1,729.1 |
1.618 |
1,706.9 |
2.618 |
1,670.9 |
4.250 |
1,612.1 |
|
|
Fisher Pivots for day following 09-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,788.8 |
1,787.5 |
PP |
1,785.9 |
1,783.3 |
S1 |
1,783.1 |
1,779.2 |
|