Trading Metrics calculated at close of trading on 31-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2011 |
31-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
5,741.0 |
5,650.5 |
-90.5 |
-1.6% |
5,468.0 |
High |
5,744.5 |
5,665.0 |
-79.5 |
-1.4% |
5,763.5 |
Low |
5,656.5 |
5,488.0 |
-168.5 |
-3.0% |
5,439.0 |
Close |
5,678.5 |
5,488.0 |
-190.5 |
-3.4% |
5,678.5 |
Range |
88.0 |
177.0 |
89.0 |
101.1% |
324.5 |
ATR |
131.1 |
135.4 |
4.2 |
3.2% |
0.0 |
Volume |
112,699 |
139,368 |
26,669 |
23.7% |
564,879 |
|
Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,078.0 |
5,960.0 |
5,585.5 |
|
R3 |
5,901.0 |
5,783.0 |
5,536.5 |
|
R2 |
5,724.0 |
5,724.0 |
5,520.5 |
|
R1 |
5,606.0 |
5,606.0 |
5,504.0 |
5,576.5 |
PP |
5,547.0 |
5,547.0 |
5,547.0 |
5,532.0 |
S1 |
5,429.0 |
5,429.0 |
5,472.0 |
5,399.5 |
S2 |
5,370.0 |
5,370.0 |
5,455.5 |
|
S3 |
5,193.0 |
5,252.0 |
5,439.5 |
|
S4 |
5,016.0 |
5,075.0 |
5,390.5 |
|
|
Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,600.5 |
6,464.0 |
5,857.0 |
|
R3 |
6,276.0 |
6,139.5 |
5,767.5 |
|
R2 |
5,951.5 |
5,951.5 |
5,738.0 |
|
R1 |
5,815.0 |
5,815.0 |
5,708.0 |
5,883.0 |
PP |
5,627.0 |
5,627.0 |
5,627.0 |
5,661.0 |
S1 |
5,490.5 |
5,490.5 |
5,649.0 |
5,559.0 |
S2 |
5,302.5 |
5,302.5 |
5,619.0 |
|
S3 |
4,978.0 |
5,166.0 |
5,589.5 |
|
S4 |
4,653.5 |
4,841.5 |
5,500.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,763.5 |
5,439.0 |
324.5 |
5.9% |
139.5 |
2.5% |
15% |
False |
False |
122,749 |
10 |
5,763.5 |
5,323.5 |
440.0 |
8.0% |
124.5 |
2.3% |
37% |
False |
False |
116,568 |
20 |
5,763.5 |
4,839.5 |
924.0 |
16.8% |
128.0 |
2.3% |
70% |
False |
False |
122,952 |
40 |
5,763.5 |
4,839.5 |
924.0 |
16.8% |
142.0 |
2.6% |
70% |
False |
False |
121,553 |
60 |
5,763.5 |
4,819.5 |
944.0 |
17.2% |
142.0 |
2.6% |
71% |
False |
False |
81,800 |
80 |
5,890.0 |
4,819.5 |
1,070.5 |
19.5% |
122.0 |
2.2% |
62% |
False |
False |
61,353 |
100 |
6,000.5 |
4,819.5 |
1,181.0 |
21.5% |
103.5 |
1.9% |
57% |
False |
False |
49,086 |
120 |
6,000.5 |
4,819.5 |
1,181.0 |
21.5% |
87.5 |
1.6% |
57% |
False |
False |
40,906 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,417.0 |
2.618 |
6,128.5 |
1.618 |
5,951.5 |
1.000 |
5,842.0 |
0.618 |
5,774.5 |
HIGH |
5,665.0 |
0.618 |
5,597.5 |
0.500 |
5,576.5 |
0.382 |
5,555.5 |
LOW |
5,488.0 |
0.618 |
5,378.5 |
1.000 |
5,311.0 |
1.618 |
5,201.5 |
2.618 |
5,024.5 |
4.250 |
4,736.0 |
|
|
Fisher Pivots for day following 31-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
5,576.5 |
5,626.0 |
PP |
5,547.0 |
5,580.0 |
S1 |
5,517.5 |
5,534.0 |
|