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 |
1,743.1 |
1,715.7 |
-27.4 |
-1.6% |
1,643.0 |
High |
1,746.5 |
1,725.6 |
-20.9 |
-1.2% |
1,754.0 |
Low |
1,705.5 |
1,681.2 |
-24.3 |
-1.4% |
1,636.6 |
Close |
1,725.2 |
1,711.8 |
-13.4 |
-0.8% |
1,747.2 |
Range |
41.0 |
44.4 |
3.4 |
8.3% |
117.4 |
ATR |
43.5 |
43.5 |
0.1 |
0.2% |
0.0 |
Volume |
118,131 |
165,399 |
47,268 |
40.0% |
664,362 |
|
Daily Pivots for day following 01-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,839.4 |
1,820.0 |
1,736.2 |
|
R3 |
1,795.0 |
1,775.6 |
1,724.0 |
|
R2 |
1,750.6 |
1,750.6 |
1,719.9 |
|
R1 |
1,731.2 |
1,731.2 |
1,715.9 |
1,718.7 |
PP |
1,706.2 |
1,706.2 |
1,706.2 |
1,700.0 |
S1 |
1,686.8 |
1,686.8 |
1,707.7 |
1,674.3 |
S2 |
1,661.8 |
1,661.8 |
1,703.7 |
|
S3 |
1,617.4 |
1,642.4 |
1,699.6 |
|
S4 |
1,573.0 |
1,598.0 |
1,687.4 |
|
|
Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,064.8 |
2,023.4 |
1,811.8 |
|
R3 |
1,947.4 |
1,906.0 |
1,779.5 |
|
R2 |
1,830.0 |
1,830.0 |
1,768.7 |
|
R1 |
1,788.6 |
1,788.6 |
1,758.0 |
1,809.3 |
PP |
1,712.6 |
1,712.6 |
1,712.6 |
1,723.0 |
S1 |
1,671.2 |
1,671.2 |
1,736.4 |
1,691.9 |
S2 |
1,595.2 |
1,595.2 |
1,725.7 |
|
S3 |
1,477.8 |
1,553.8 |
1,714.9 |
|
S4 |
1,360.4 |
1,436.4 |
1,682.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,754.0 |
1,681.2 |
72.8 |
4.3% |
36.4 |
2.1% |
42% |
False |
True |
133,448 |
10 |
1,754.0 |
1,604.7 |
149.3 |
8.7% |
37.9 |
2.2% |
72% |
False |
False |
134,776 |
20 |
1,754.0 |
1,596.6 |
157.4 |
9.2% |
36.8 |
2.1% |
73% |
False |
False |
125,521 |
40 |
1,889.1 |
1,535.0 |
354.1 |
20.7% |
50.7 |
3.0% |
50% |
False |
False |
168,690 |
60 |
1,923.7 |
1,535.0 |
388.7 |
22.7% |
52.3 |
3.1% |
45% |
False |
False |
192,485 |
80 |
1,923.7 |
1,535.0 |
388.7 |
22.7% |
45.4 |
2.7% |
45% |
False |
False |
169,020 |
100 |
1,923.7 |
1,481.0 |
442.7 |
25.9% |
40.1 |
2.3% |
52% |
False |
False |
136,970 |
120 |
1,923.7 |
1,475.0 |
448.7 |
26.2% |
36.3 |
2.1% |
53% |
False |
False |
114,782 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,914.3 |
2.618 |
1,841.8 |
1.618 |
1,797.4 |
1.000 |
1,770.0 |
0.618 |
1,753.0 |
HIGH |
1,725.6 |
0.618 |
1,708.6 |
0.500 |
1,703.4 |
0.382 |
1,698.2 |
LOW |
1,681.2 |
0.618 |
1,653.8 |
1.000 |
1,636.8 |
1.618 |
1,609.4 |
2.618 |
1,565.0 |
4.250 |
1,492.5 |
|
|
Fisher Pivots for day following 01-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,709.0 |
1,717.6 |
PP |
1,706.2 |
1,715.7 |
S1 |
1,703.4 |
1,713.7 |
|