Trading Metrics calculated at close of trading on 10-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2011 |
10-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
4,338.0 |
4,238.0 |
-100.0 |
-2.3% |
4,338.0 |
High |
4,369.0 |
4,274.0 |
-95.0 |
-2.2% |
4,357.0 |
Low |
4,334.0 |
4,206.0 |
-128.0 |
-3.0% |
4,127.0 |
Close |
4,337.0 |
4,264.0 |
-73.0 |
-1.7% |
4,285.0 |
Range |
35.0 |
68.0 |
33.0 |
94.3% |
230.0 |
ATR |
79.0 |
82.7 |
3.7 |
4.7% |
0.0 |
Volume |
26,971 |
32,507 |
5,536 |
20.5% |
151,205 |
|
Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,452.0 |
4,426.0 |
4,301.4 |
|
R3 |
4,384.0 |
4,358.0 |
4,282.7 |
|
R2 |
4,316.0 |
4,316.0 |
4,276.5 |
|
R1 |
4,290.0 |
4,290.0 |
4,270.2 |
4,303.0 |
PP |
4,248.0 |
4,248.0 |
4,248.0 |
4,254.5 |
S1 |
4,222.0 |
4,222.0 |
4,257.8 |
4,235.0 |
S2 |
4,180.0 |
4,180.0 |
4,251.5 |
|
S3 |
4,112.0 |
4,154.0 |
4,245.3 |
|
S4 |
4,044.0 |
4,086.0 |
4,226.6 |
|
|
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 |
4,369.0 |
4,206.0 |
163.0 |
3.8% |
43.6 |
1.0% |
36% |
False |
True |
25,861 |
10 |
4,416.0 |
4,127.0 |
289.0 |
6.8% |
57.7 |
1.4% |
47% |
False |
False |
29,296 |
20 |
4,416.0 |
4,127.0 |
289.0 |
6.8% |
60.7 |
1.4% |
47% |
False |
False |
30,022 |
40 |
4,416.0 |
3,843.0 |
573.0 |
13.4% |
62.1 |
1.5% |
73% |
False |
False |
34,485 |
60 |
4,416.0 |
3,843.0 |
573.0 |
13.4% |
59.0 |
1.4% |
73% |
False |
False |
27,736 |
80 |
4,595.0 |
3,730.0 |
865.0 |
20.3% |
59.8 |
1.4% |
62% |
False |
False |
20,861 |
100 |
4,656.0 |
3,730.0 |
926.0 |
21.7% |
51.1 |
1.2% |
58% |
False |
False |
16,711 |
120 |
4,716.0 |
3,730.0 |
986.0 |
23.1% |
42.7 |
1.0% |
54% |
False |
False |
13,940 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,563.0 |
2.618 |
4,452.0 |
1.618 |
4,384.0 |
1.000 |
4,342.0 |
0.618 |
4,316.0 |
HIGH |
4,274.0 |
0.618 |
4,248.0 |
0.500 |
4,240.0 |
0.382 |
4,232.0 |
LOW |
4,206.0 |
0.618 |
4,164.0 |
1.000 |
4,138.0 |
1.618 |
4,096.0 |
2.618 |
4,028.0 |
4.250 |
3,917.0 |
|
|
Fisher Pivots for day following 10-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
4,256.0 |
4,287.5 |
PP |
4,248.0 |
4,279.7 |
S1 |
4,240.0 |
4,271.8 |
|