| 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 |
8,780 |
8,790 |
10 |
0.1% |
9,090 |
| High |
8,815 |
8,795 |
-20 |
-0.2% |
9,170 |
| Low |
8,690 |
8,650 |
-40 |
-0.5% |
8,565 |
| Close |
8,790 |
8,770 |
-20 |
-0.2% |
8,745 |
| Range |
125 |
145 |
20 |
16.0% |
605 |
| ATR |
180 |
178 |
-3 |
-1.4% |
0 |
| Volume |
6,594 |
5,269 |
-1,325 |
-20.1% |
38,076 |
|
| Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,173 |
9,117 |
8,850 |
|
| R3 |
9,028 |
8,972 |
8,810 |
|
| R2 |
8,883 |
8,883 |
8,797 |
|
| R1 |
8,827 |
8,827 |
8,783 |
8,783 |
| PP |
8,738 |
8,738 |
8,738 |
8,716 |
| S1 |
8,682 |
8,682 |
8,757 |
8,638 |
| S2 |
8,593 |
8,593 |
8,744 |
|
| S3 |
8,448 |
8,537 |
8,730 |
|
| S4 |
8,303 |
8,392 |
8,690 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,642 |
10,298 |
9,078 |
|
| R3 |
10,037 |
9,693 |
8,912 |
|
| R2 |
9,432 |
9,432 |
8,856 |
|
| R1 |
9,088 |
9,088 |
8,801 |
8,958 |
| PP |
8,827 |
8,827 |
8,827 |
8,761 |
| S1 |
8,483 |
8,483 |
8,690 |
8,353 |
| S2 |
8,222 |
8,222 |
8,634 |
|
| S3 |
7,617 |
7,878 |
8,579 |
|
| S4 |
7,012 |
7,273 |
8,412 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,820 |
8,565 |
255 |
2.9% |
158 |
1.8% |
80% |
False |
False |
6,186 |
| 10 |
9,170 |
8,565 |
605 |
6.9% |
197 |
2.2% |
34% |
False |
False |
7,291 |
| 20 |
9,170 |
8,565 |
605 |
6.9% |
176 |
2.0% |
34% |
False |
False |
6,815 |
| 40 |
9,170 |
8,280 |
890 |
10.1% |
182 |
2.1% |
55% |
False |
False |
7,419 |
| 60 |
9,170 |
8,280 |
890 |
10.1% |
170 |
1.9% |
55% |
False |
False |
6,371 |
| 80 |
10,120 |
8,280 |
1,840 |
21.0% |
156 |
1.8% |
27% |
False |
False |
4,792 |
| 100 |
10,120 |
8,280 |
1,840 |
21.0% |
125 |
1.4% |
27% |
False |
False |
3,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,411 |
|
2.618 |
9,175 |
|
1.618 |
9,030 |
|
1.000 |
8,940 |
|
0.618 |
8,885 |
|
HIGH |
8,795 |
|
0.618 |
8,740 |
|
0.500 |
8,723 |
|
0.382 |
8,706 |
|
LOW |
8,650 |
|
0.618 |
8,561 |
|
1.000 |
8,505 |
|
1.618 |
8,416 |
|
2.618 |
8,271 |
|
4.250 |
8,034 |
|
|
| Fisher Pivots for day following 08-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
8,754 |
8,758 |
| PP |
8,738 |
8,745 |
| S1 |
8,723 |
8,733 |
|