Trading Metrics calculated at close of trading on 10-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2011 |
10-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,787.4 |
1,771.0 |
-16.4 |
-0.9% |
1,743.1 |
High |
1,801.1 |
1,776.9 |
-24.2 |
-1.3% |
1,769.5 |
Low |
1,765.1 |
1,736.6 |
-28.5 |
-1.6% |
1,681.2 |
Close |
1,791.6 |
1,759.6 |
-32.0 |
-1.8% |
1,756.1 |
Range |
36.0 |
40.3 |
4.3 |
11.9% |
88.3 |
ATR |
40.1 |
41.1 |
1.1 |
2.7% |
0.0 |
Volume |
147,752 |
162,625 |
14,873 |
10.1% |
645,820 |
|
Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,878.6 |
1,859.4 |
1,781.8 |
|
R3 |
1,838.3 |
1,819.1 |
1,770.7 |
|
R2 |
1,798.0 |
1,798.0 |
1,767.0 |
|
R1 |
1,778.8 |
1,778.8 |
1,763.3 |
1,768.3 |
PP |
1,757.7 |
1,757.7 |
1,757.7 |
1,752.4 |
S1 |
1,738.5 |
1,738.5 |
1,755.9 |
1,728.0 |
S2 |
1,717.4 |
1,717.4 |
1,752.2 |
|
S3 |
1,677.1 |
1,698.2 |
1,748.5 |
|
S4 |
1,636.8 |
1,657.9 |
1,737.4 |
|
|
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 |
1,736.6 |
67.8 |
3.9% |
33.0 |
1.9% |
34% |
False |
True |
131,060 |
10 |
1,804.4 |
1,681.2 |
123.2 |
7.0% |
34.7 |
2.0% |
64% |
False |
False |
131,515 |
20 |
1,804.4 |
1,604.7 |
199.7 |
11.3% |
36.2 |
2.1% |
78% |
False |
False |
132,659 |
40 |
1,832.9 |
1,535.0 |
297.9 |
16.9% |
46.3 |
2.6% |
75% |
False |
False |
153,587 |
60 |
1,923.7 |
1,535.0 |
388.7 |
22.1% |
50.7 |
2.9% |
58% |
False |
False |
182,301 |
80 |
1,923.7 |
1,535.0 |
388.7 |
22.1% |
46.5 |
2.6% |
58% |
False |
False |
178,662 |
100 |
1,923.7 |
1,481.0 |
442.7 |
25.2% |
41.4 |
2.4% |
63% |
False |
False |
145,899 |
120 |
1,923.7 |
1,481.0 |
442.7 |
25.2% |
37.1 |
2.1% |
63% |
False |
False |
122,291 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,948.2 |
2.618 |
1,882.4 |
1.618 |
1,842.1 |
1.000 |
1,817.2 |
0.618 |
1,801.8 |
HIGH |
1,776.9 |
0.618 |
1,761.5 |
0.500 |
1,756.8 |
0.382 |
1,752.0 |
LOW |
1,736.6 |
0.618 |
1,711.7 |
1.000 |
1,696.3 |
1.618 |
1,671.4 |
2.618 |
1,631.1 |
4.250 |
1,565.3 |
|
|
Fisher Pivots for day following 10-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,758.7 |
1,770.5 |
PP |
1,757.7 |
1,766.9 |
S1 |
1,756.8 |
1,763.2 |
|