Trading Metrics calculated at close of trading on 07-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2011 |
07-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
4,259.0 |
4,256.0 |
-3.0 |
-0.1% |
4,338.0 |
High |
4,290.0 |
4,291.0 |
1.0 |
0.0% |
4,357.0 |
Low |
4,249.0 |
4,251.0 |
2.0 |
0.0% |
4,127.0 |
Close |
4,285.0 |
4,282.0 |
-3.0 |
-0.1% |
4,285.0 |
Range |
41.0 |
40.0 |
-1.0 |
-2.4% |
230.0 |
ATR |
85.0 |
81.8 |
-3.2 |
-3.8% |
0.0 |
Volume |
24,710 |
24,801 |
91 |
0.4% |
151,205 |
|
Daily Pivots for day following 07-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,394.7 |
4,378.3 |
4,304.0 |
|
R3 |
4,354.7 |
4,338.3 |
4,293.0 |
|
R2 |
4,314.7 |
4,314.7 |
4,289.3 |
|
R1 |
4,298.3 |
4,298.3 |
4,285.7 |
4,306.5 |
PP |
4,274.7 |
4,274.7 |
4,274.7 |
4,278.8 |
S1 |
4,258.3 |
4,258.3 |
4,278.3 |
4,266.5 |
S2 |
4,234.7 |
4,234.7 |
4,274.7 |
|
S3 |
4,194.7 |
4,218.3 |
4,271.0 |
|
S4 |
4,154.7 |
4,178.3 |
4,260.0 |
|
|
Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,946.3 |
4,845.7 |
4,411.5 |
|
R3 |
4,716.3 |
4,615.7 |
4,348.3 |
|
R2 |
4,486.3 |
4,486.3 |
4,327.2 |
|
R1 |
4,385.7 |
4,385.7 |
4,306.1 |
4,321.0 |
PP |
4,256.3 |
4,256.3 |
4,256.3 |
4,224.0 |
S1 |
4,155.7 |
4,155.7 |
4,263.9 |
4,091.0 |
S2 |
4,026.3 |
4,026.3 |
4,242.8 |
|
S3 |
3,796.3 |
3,925.7 |
4,221.8 |
|
S4 |
3,566.3 |
3,695.7 |
4,158.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,291.0 |
4,127.0 |
164.0 |
3.8% |
56.6 |
1.3% |
95% |
True |
False |
29,085 |
10 |
4,416.0 |
4,127.0 |
289.0 |
6.7% |
75.2 |
1.8% |
54% |
False |
False |
30,808 |
20 |
4,416.0 |
4,127.0 |
289.0 |
6.7% |
61.0 |
1.4% |
54% |
False |
False |
31,291 |
40 |
4,416.0 |
3,843.0 |
573.0 |
13.4% |
64.8 |
1.5% |
77% |
False |
False |
38,317 |
60 |
4,416.0 |
3,843.0 |
573.0 |
13.4% |
59.8 |
1.4% |
77% |
False |
False |
26,417 |
80 |
4,595.0 |
3,730.0 |
865.0 |
20.2% |
58.7 |
1.4% |
64% |
False |
False |
19,865 |
100 |
4,656.0 |
3,730.0 |
926.0 |
21.6% |
49.7 |
1.2% |
60% |
False |
False |
15,914 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,461.0 |
2.618 |
4,395.7 |
1.618 |
4,355.7 |
1.000 |
4,331.0 |
0.618 |
4,315.7 |
HIGH |
4,291.0 |
0.618 |
4,275.7 |
0.500 |
4,271.0 |
0.382 |
4,266.3 |
LOW |
4,251.0 |
0.618 |
4,226.3 |
1.000 |
4,211.0 |
1.618 |
4,186.3 |
2.618 |
4,146.3 |
4.250 |
4,081.0 |
|
|
Fisher Pivots for day following 07-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
4,278.3 |
4,258.5 |
PP |
4,274.7 |
4,235.0 |
S1 |
4,271.0 |
4,211.5 |
|