Trading Metrics calculated at close of trading on 04-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2011 |
04-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
5,413.5 |
5,551.0 |
137.5 |
2.5% |
5,650.5 |
High |
5,583.5 |
5,592.5 |
9.0 |
0.2% |
5,665.0 |
Low |
5,372.5 |
5,482.0 |
109.5 |
2.0% |
5,312.5 |
Close |
5,569.0 |
5,545.5 |
-23.5 |
-0.4% |
5,545.5 |
Range |
211.0 |
110.5 |
-100.5 |
-47.6% |
352.5 |
ATR |
143.2 |
140.8 |
-2.3 |
-1.6% |
0.0 |
Volume |
140,925 |
118,582 |
-22,343 |
-15.9% |
734,500 |
|
Daily Pivots for day following 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,871.5 |
5,819.0 |
5,606.5 |
|
R3 |
5,761.0 |
5,708.5 |
5,576.0 |
|
R2 |
5,650.5 |
5,650.5 |
5,566.0 |
|
R1 |
5,598.0 |
5,598.0 |
5,555.5 |
5,569.0 |
PP |
5,540.0 |
5,540.0 |
5,540.0 |
5,525.5 |
S1 |
5,487.5 |
5,487.5 |
5,535.5 |
5,458.5 |
S2 |
5,429.5 |
5,429.5 |
5,525.0 |
|
S3 |
5,319.0 |
5,377.0 |
5,515.0 |
|
S4 |
5,208.5 |
5,266.5 |
5,484.5 |
|
|
Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,565.0 |
6,408.0 |
5,739.5 |
|
R3 |
6,212.5 |
6,055.5 |
5,642.5 |
|
R2 |
5,860.0 |
5,860.0 |
5,610.0 |
|
R1 |
5,703.0 |
5,703.0 |
5,578.0 |
5,605.0 |
PP |
5,507.5 |
5,507.5 |
5,507.5 |
5,459.0 |
S1 |
5,350.5 |
5,350.5 |
5,513.0 |
5,253.0 |
S2 |
5,155.0 |
5,155.0 |
5,481.0 |
|
S3 |
4,802.5 |
4,998.0 |
5,448.5 |
|
S4 |
4,450.0 |
4,645.5 |
5,351.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,665.0 |
5,312.5 |
352.5 |
6.4% |
162.0 |
2.9% |
66% |
False |
False |
146,900 |
10 |
5,763.5 |
5,312.5 |
451.0 |
8.1% |
141.0 |
2.5% |
52% |
False |
False |
129,937 |
20 |
5,763.5 |
5,266.0 |
497.5 |
9.0% |
127.5 |
2.3% |
56% |
False |
False |
120,550 |
40 |
5,763.5 |
4,839.5 |
924.0 |
16.7% |
143.5 |
2.6% |
76% |
False |
False |
133,537 |
60 |
5,763.5 |
4,839.5 |
924.0 |
16.7% |
137.5 |
2.5% |
76% |
False |
False |
91,710 |
80 |
5,885.0 |
4,819.5 |
1,065.5 |
19.2% |
128.0 |
2.3% |
68% |
False |
False |
68,792 |
100 |
6,000.5 |
4,819.5 |
1,181.0 |
21.3% |
109.5 |
2.0% |
61% |
False |
False |
55,038 |
120 |
6,000.5 |
4,819.5 |
1,181.0 |
21.3% |
92.5 |
1.7% |
61% |
False |
False |
45,865 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,062.0 |
2.618 |
5,882.0 |
1.618 |
5,771.5 |
1.000 |
5,703.0 |
0.618 |
5,661.0 |
HIGH |
5,592.5 |
0.618 |
5,550.5 |
0.500 |
5,537.0 |
0.382 |
5,524.0 |
LOW |
5,482.0 |
0.618 |
5,413.5 |
1.000 |
5,371.5 |
1.618 |
5,303.0 |
2.618 |
5,192.5 |
4.250 |
5,012.5 |
|
|
Fisher Pivots for day following 04-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
5,543.0 |
5,524.5 |
PP |
5,540.0 |
5,503.0 |
S1 |
5,537.0 |
5,482.0 |
|