Trading Metrics calculated at close of trading on 02-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2011 |
02-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,715.7 |
1,721.5 |
5.8 |
0.3% |
1,643.0 |
High |
1,725.6 |
1,745.6 |
20.0 |
1.2% |
1,754.0 |
Low |
1,681.2 |
1,715.5 |
34.3 |
2.0% |
1,636.6 |
Close |
1,711.8 |
1,729.6 |
17.8 |
1.0% |
1,747.2 |
Range |
44.4 |
30.1 |
-14.3 |
-32.2% |
117.4 |
ATR |
43.5 |
42.8 |
-0.7 |
-1.6% |
0.0 |
Volume |
165,399 |
134,256 |
-31,143 |
-18.8% |
664,362 |
|
Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,820.5 |
1,805.2 |
1,746.2 |
|
R3 |
1,790.4 |
1,775.1 |
1,737.9 |
|
R2 |
1,760.3 |
1,760.3 |
1,735.1 |
|
R1 |
1,745.0 |
1,745.0 |
1,732.4 |
1,752.7 |
PP |
1,730.2 |
1,730.2 |
1,730.2 |
1,734.1 |
S1 |
1,714.9 |
1,714.9 |
1,726.8 |
1,722.6 |
S2 |
1,700.1 |
1,700.1 |
1,724.1 |
|
S3 |
1,670.0 |
1,684.8 |
1,721.3 |
|
S4 |
1,639.9 |
1,654.7 |
1,713.0 |
|
|
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 |
4.2% |
36.1 |
2.1% |
66% |
False |
False |
131,737 |
10 |
1,754.0 |
1,604.7 |
149.3 |
8.6% |
38.4 |
2.2% |
84% |
False |
False |
137,312 |
20 |
1,754.0 |
1,604.7 |
149.3 |
8.6% |
35.6 |
2.1% |
84% |
False |
False |
124,888 |
40 |
1,889.1 |
1,535.0 |
354.1 |
20.5% |
49.2 |
2.8% |
55% |
False |
False |
164,622 |
60 |
1,923.7 |
1,535.0 |
388.7 |
22.5% |
51.7 |
3.0% |
50% |
False |
False |
188,607 |
80 |
1,923.7 |
1,535.0 |
388.7 |
22.5% |
45.4 |
2.6% |
50% |
False |
False |
170,551 |
100 |
1,923.7 |
1,481.0 |
442.7 |
25.6% |
40.1 |
2.3% |
56% |
False |
False |
138,275 |
120 |
1,923.7 |
1,475.0 |
448.7 |
25.9% |
36.3 |
2.1% |
57% |
False |
False |
115,878 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,873.5 |
2.618 |
1,824.4 |
1.618 |
1,794.3 |
1.000 |
1,775.7 |
0.618 |
1,764.2 |
HIGH |
1,745.6 |
0.618 |
1,734.1 |
0.500 |
1,730.6 |
0.382 |
1,727.0 |
LOW |
1,715.5 |
0.618 |
1,696.9 |
1.000 |
1,685.4 |
1.618 |
1,666.8 |
2.618 |
1,636.7 |
4.250 |
1,587.6 |
|
|
Fisher Pivots for day following 02-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,730.6 |
1,724.4 |
PP |
1,730.2 |
1,719.1 |
S1 |
1,729.9 |
1,713.9 |
|