Trading Metrics calculated at close of trading on 01-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2011 |
01-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
5,650.5 |
5,498.5 |
-152.0 |
-2.7% |
5,468.0 |
High |
5,665.0 |
5,498.5 |
-166.5 |
-2.9% |
5,763.5 |
Low |
5,488.0 |
5,312.5 |
-175.5 |
-3.2% |
5,439.0 |
Close |
5,488.0 |
5,393.0 |
-95.0 |
-1.7% |
5,678.5 |
Range |
177.0 |
186.0 |
9.0 |
5.1% |
324.5 |
ATR |
135.4 |
139.0 |
3.6 |
2.7% |
0.0 |
Volume |
139,368 |
188,304 |
48,936 |
35.1% |
564,879 |
|
Daily Pivots for day following 01-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,959.5 |
5,862.0 |
5,495.5 |
|
R3 |
5,773.5 |
5,676.0 |
5,444.0 |
|
R2 |
5,587.5 |
5,587.5 |
5,427.0 |
|
R1 |
5,490.0 |
5,490.0 |
5,410.0 |
5,446.0 |
PP |
5,401.5 |
5,401.5 |
5,401.5 |
5,379.0 |
S1 |
5,304.0 |
5,304.0 |
5,376.0 |
5,260.0 |
S2 |
5,215.5 |
5,215.5 |
5,359.0 |
|
S3 |
5,029.5 |
5,118.0 |
5,342.0 |
|
S4 |
4,843.5 |
4,932.0 |
5,290.5 |
|
|
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 |
5,312.5 |
451.0 |
8.4% |
154.5 |
2.9% |
18% |
False |
True |
136,741 |
10 |
5,763.5 |
5,312.5 |
451.0 |
8.4% |
126.5 |
2.3% |
18% |
False |
True |
124,125 |
20 |
5,763.5 |
4,973.5 |
790.0 |
14.6% |
127.5 |
2.4% |
53% |
False |
False |
123,804 |
40 |
5,763.5 |
4,839.5 |
924.0 |
17.1% |
142.5 |
2.6% |
60% |
False |
False |
125,930 |
60 |
5,763.5 |
4,819.5 |
944.0 |
17.5% |
141.0 |
2.6% |
61% |
False |
False |
84,937 |
80 |
5,885.0 |
4,819.5 |
1,065.5 |
19.8% |
124.0 |
2.3% |
54% |
False |
False |
63,707 |
100 |
6,000.5 |
4,819.5 |
1,181.0 |
21.9% |
105.5 |
2.0% |
49% |
False |
False |
50,969 |
120 |
6,000.5 |
4,819.5 |
1,181.0 |
21.9% |
89.0 |
1.7% |
49% |
False |
False |
42,475 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,289.0 |
2.618 |
5,985.5 |
1.618 |
5,799.5 |
1.000 |
5,684.5 |
0.618 |
5,613.5 |
HIGH |
5,498.5 |
0.618 |
5,427.5 |
0.500 |
5,405.5 |
0.382 |
5,383.5 |
LOW |
5,312.5 |
0.618 |
5,197.5 |
1.000 |
5,126.5 |
1.618 |
5,011.5 |
2.618 |
4,825.5 |
4.250 |
4,522.0 |
|
|
Fisher Pivots for day following 01-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
5,405.5 |
5,528.5 |
PP |
5,401.5 |
5,483.5 |
S1 |
5,397.0 |
5,438.0 |
|