Trading Metrics calculated at close of trading on 04-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2011 |
04-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
5,810.0 |
6,180.0 |
370.0 |
6.4% |
6,300.0 |
High |
6,202.0 |
6,194.0 |
-8.0 |
-0.1% |
6,314.5 |
Low |
5,794.5 |
5,932.0 |
137.5 |
2.4% |
5,767.5 |
Close |
6,162.0 |
6,005.0 |
-157.0 |
-2.5% |
6,005.0 |
Range |
407.5 |
262.0 |
-145.5 |
-35.7% |
547.0 |
ATR |
233.7 |
235.7 |
2.0 |
0.9% |
0.0 |
Volume |
250,893 |
184,814 |
-66,079 |
-26.3% |
1,001,308 |
|
Daily Pivots for day following 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,829.7 |
6,679.3 |
6,149.1 |
|
R3 |
6,567.7 |
6,417.3 |
6,077.1 |
|
R2 |
6,305.7 |
6,305.7 |
6,053.0 |
|
R1 |
6,155.3 |
6,155.3 |
6,029.0 |
6,099.5 |
PP |
6,043.7 |
6,043.7 |
6,043.7 |
6,015.8 |
S1 |
5,893.3 |
5,893.3 |
5,981.0 |
5,837.5 |
S2 |
5,781.7 |
5,781.7 |
5,957.0 |
|
S3 |
5,519.7 |
5,631.3 |
5,933.0 |
|
S4 |
5,257.7 |
5,369.3 |
5,860.9 |
|
|
Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,670.0 |
7,384.5 |
6,305.9 |
|
R3 |
7,123.0 |
6,837.5 |
6,155.4 |
|
R2 |
6,576.0 |
6,576.0 |
6,105.3 |
|
R1 |
6,290.5 |
6,290.5 |
6,055.1 |
6,159.8 |
PP |
6,029.0 |
6,029.0 |
6,029.0 |
5,963.6 |
S1 |
5,743.5 |
5,743.5 |
5,954.9 |
5,612.8 |
S2 |
5,482.0 |
5,482.0 |
5,904.7 |
|
S3 |
4,935.0 |
5,196.5 |
5,854.6 |
|
S4 |
4,388.0 |
4,649.5 |
5,704.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,314.5 |
5,767.5 |
547.0 |
9.1% |
269.3 |
4.5% |
43% |
False |
False |
200,261 |
10 |
6,442.0 |
5,767.5 |
674.5 |
11.2% |
226.9 |
3.8% |
35% |
False |
False |
188,736 |
20 |
6,442.0 |
5,660.5 |
781.5 |
13.0% |
209.8 |
3.5% |
44% |
False |
False |
180,880 |
40 |
6,442.0 |
4,971.0 |
1,471.0 |
24.5% |
215.1 |
3.6% |
70% |
False |
False |
182,829 |
60 |
6,442.0 |
4,971.0 |
1,471.0 |
24.5% |
209.9 |
3.5% |
70% |
False |
False |
122,833 |
80 |
7,425.0 |
4,971.0 |
2,454.0 |
40.9% |
219.3 |
3.7% |
42% |
False |
False |
92,324 |
100 |
7,575.5 |
4,971.0 |
2,604.5 |
43.4% |
196.6 |
3.3% |
40% |
False |
False |
73,976 |
120 |
7,575.5 |
4,971.0 |
2,604.5 |
43.4% |
178.2 |
3.0% |
40% |
False |
False |
62,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,307.5 |
2.618 |
6,879.9 |
1.618 |
6,617.9 |
1.000 |
6,456.0 |
0.618 |
6,355.9 |
HIGH |
6,194.0 |
0.618 |
6,093.9 |
0.500 |
6,063.0 |
0.382 |
6,032.1 |
LOW |
5,932.0 |
0.618 |
5,770.1 |
1.000 |
5,670.0 |
1.618 |
5,508.1 |
2.618 |
5,246.1 |
4.250 |
4,818.5 |
|
|
Fisher Pivots for day following 04-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
6,063.0 |
6,002.8 |
PP |
6,043.7 |
6,000.5 |
S1 |
6,024.3 |
5,998.3 |
|