Trading Metrics calculated at close of trading on 03-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2011 |
03-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
5,941.0 |
5,810.0 |
-131.0 |
-2.2% |
6,038.0 |
High |
5,999.0 |
6,202.0 |
203.0 |
3.4% |
6,442.0 |
Low |
5,816.0 |
5,794.5 |
-21.5 |
-0.4% |
5,944.0 |
Close |
5,945.0 |
6,162.0 |
217.0 |
3.7% |
6,370.0 |
Range |
183.0 |
407.5 |
224.5 |
122.7% |
498.0 |
ATR |
220.3 |
233.7 |
13.4 |
6.1% |
0.0 |
Volume |
164,539 |
250,893 |
86,354 |
52.5% |
886,052 |
|
Daily Pivots for day following 03-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,275.3 |
7,126.2 |
6,386.1 |
|
R3 |
6,867.8 |
6,718.7 |
6,274.1 |
|
R2 |
6,460.3 |
6,460.3 |
6,236.7 |
|
R1 |
6,311.2 |
6,311.2 |
6,199.4 |
6,385.8 |
PP |
6,052.8 |
6,052.8 |
6,052.8 |
6,090.1 |
S1 |
5,903.7 |
5,903.7 |
6,124.6 |
5,978.3 |
S2 |
5,645.3 |
5,645.3 |
6,087.3 |
|
S3 |
5,237.8 |
5,496.2 |
6,049.9 |
|
S4 |
4,830.3 |
5,088.7 |
5,937.9 |
|
|
Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,746.0 |
7,556.0 |
6,643.9 |
|
R3 |
7,248.0 |
7,058.0 |
6,507.0 |
|
R2 |
6,750.0 |
6,750.0 |
6,461.3 |
|
R1 |
6,560.0 |
6,560.0 |
6,415.7 |
6,655.0 |
PP |
6,252.0 |
6,252.0 |
6,252.0 |
6,299.5 |
S1 |
6,062.0 |
6,062.0 |
6,324.4 |
6,157.0 |
S2 |
5,754.0 |
5,754.0 |
6,278.7 |
|
S3 |
5,256.0 |
5,564.0 |
6,233.1 |
|
S4 |
4,758.0 |
5,066.0 |
6,096.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,440.0 |
5,767.5 |
672.5 |
10.9% |
242.2 |
3.9% |
59% |
False |
False |
195,280 |
10 |
6,442.0 |
5,767.5 |
674.5 |
10.9% |
222.6 |
3.6% |
58% |
False |
False |
187,161 |
20 |
6,442.0 |
5,613.5 |
828.5 |
13.4% |
204.0 |
3.3% |
66% |
False |
False |
180,228 |
40 |
6,442.0 |
4,971.0 |
1,471.0 |
23.9% |
215.0 |
3.5% |
81% |
False |
False |
178,591 |
60 |
6,442.0 |
4,971.0 |
1,471.0 |
23.9% |
212.9 |
3.5% |
81% |
False |
False |
119,773 |
80 |
7,425.0 |
4,971.0 |
2,454.0 |
39.8% |
217.1 |
3.5% |
49% |
False |
False |
90,018 |
100 |
7,575.5 |
4,971.0 |
2,604.5 |
42.3% |
195.0 |
3.2% |
46% |
False |
False |
72,353 |
120 |
7,575.5 |
4,971.0 |
2,604.5 |
42.3% |
176.6 |
2.9% |
46% |
False |
False |
60,544 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,933.9 |
2.618 |
7,268.8 |
1.618 |
6,861.3 |
1.000 |
6,609.5 |
0.618 |
6,453.8 |
HIGH |
6,202.0 |
0.618 |
6,046.3 |
0.500 |
5,998.3 |
0.382 |
5,950.2 |
LOW |
5,794.5 |
0.618 |
5,542.7 |
1.000 |
5,387.0 |
1.618 |
5,135.2 |
2.618 |
4,727.7 |
4.250 |
4,062.6 |
|
|
Fisher Pivots for day following 03-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
6,107.4 |
6,102.9 |
PP |
6,052.8 |
6,043.8 |
S1 |
5,998.3 |
5,984.8 |
|