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 |
6,180.0 |
6,003.5 |
-176.5 |
-2.9% |
6,300.0 |
High |
6,194.0 |
6,034.5 |
-159.5 |
-2.6% |
6,314.5 |
Low |
5,932.0 |
5,837.5 |
-94.5 |
-1.6% |
5,767.5 |
Close |
6,005.0 |
5,995.0 |
-10.0 |
-0.2% |
6,005.0 |
Range |
262.0 |
197.0 |
-65.0 |
-24.8% |
547.0 |
ATR |
235.7 |
232.9 |
-2.8 |
-1.2% |
0.0 |
Volume |
184,814 |
158,223 |
-26,591 |
-14.4% |
1,001,308 |
|
Daily Pivots for day following 07-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,546.7 |
6,467.8 |
6,103.4 |
|
R3 |
6,349.7 |
6,270.8 |
6,049.2 |
|
R2 |
6,152.7 |
6,152.7 |
6,031.1 |
|
R1 |
6,073.8 |
6,073.8 |
6,013.1 |
6,014.8 |
PP |
5,955.7 |
5,955.7 |
5,955.7 |
5,926.1 |
S1 |
5,876.8 |
5,876.8 |
5,976.9 |
5,817.8 |
S2 |
5,758.7 |
5,758.7 |
5,958.9 |
|
S3 |
5,561.7 |
5,679.8 |
5,940.8 |
|
S4 |
5,364.7 |
5,482.8 |
5,886.7 |
|
|
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 |
6,202.0 |
5,767.5 |
434.5 |
7.2% |
265.4 |
4.4% |
52% |
False |
False |
202,494 |
10 |
6,442.0 |
5,767.5 |
674.5 |
11.3% |
233.5 |
3.9% |
34% |
False |
False |
190,357 |
20 |
6,442.0 |
5,754.0 |
688.0 |
11.5% |
208.4 |
3.5% |
35% |
False |
False |
181,457 |
40 |
6,442.0 |
4,972.5 |
1,469.5 |
24.5% |
215.3 |
3.6% |
70% |
False |
False |
185,406 |
60 |
6,442.0 |
4,971.0 |
1,471.0 |
24.5% |
206.8 |
3.4% |
70% |
False |
False |
125,457 |
80 |
7,425.0 |
4,971.0 |
2,454.0 |
40.9% |
220.5 |
3.7% |
42% |
False |
False |
94,299 |
100 |
7,575.5 |
4,971.0 |
2,604.5 |
43.4% |
196.7 |
3.3% |
39% |
False |
False |
75,509 |
120 |
7,575.5 |
4,971.0 |
2,604.5 |
43.4% |
178.8 |
3.0% |
39% |
False |
False |
63,401 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,871.8 |
2.618 |
6,550.2 |
1.618 |
6,353.2 |
1.000 |
6,231.5 |
0.618 |
6,156.2 |
HIGH |
6,034.5 |
0.618 |
5,959.2 |
0.500 |
5,936.0 |
0.382 |
5,912.8 |
LOW |
5,837.5 |
0.618 |
5,715.8 |
1.000 |
5,640.5 |
1.618 |
5,518.8 |
2.618 |
5,321.8 |
4.250 |
5,000.3 |
|
|
Fisher Pivots for day following 07-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
5,975.3 |
5,998.3 |
PP |
5,955.7 |
5,997.2 |
S1 |
5,936.0 |
5,996.1 |
|