Trading Metrics calculated at close of trading on 08-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2011 |
08-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
6,003.5 |
5,955.0 |
-48.5 |
-0.8% |
6,300.0 |
High |
6,034.5 |
6,093.0 |
58.5 |
1.0% |
6,314.5 |
Low |
5,837.5 |
5,937.5 |
100.0 |
1.7% |
5,767.5 |
Close |
5,995.0 |
6,075.0 |
80.0 |
1.3% |
6,005.0 |
Range |
197.0 |
155.5 |
-41.5 |
-21.1% |
547.0 |
ATR |
232.9 |
227.4 |
-5.5 |
-2.4% |
0.0 |
Volume |
158,223 |
157,060 |
-1,163 |
-0.7% |
1,001,308 |
|
Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,501.7 |
6,443.8 |
6,160.5 |
|
R3 |
6,346.2 |
6,288.3 |
6,117.8 |
|
R2 |
6,190.7 |
6,190.7 |
6,103.5 |
|
R1 |
6,132.8 |
6,132.8 |
6,089.3 |
6,161.8 |
PP |
6,035.2 |
6,035.2 |
6,035.2 |
6,049.6 |
S1 |
5,977.3 |
5,977.3 |
6,060.7 |
6,006.3 |
S2 |
5,879.7 |
5,879.7 |
6,046.5 |
|
S3 |
5,724.2 |
5,821.8 |
6,032.2 |
|
S4 |
5,568.7 |
5,666.3 |
5,989.5 |
|
|
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 |
5,794.5 |
407.5 |
6.7% |
241.0 |
4.0% |
69% |
False |
False |
183,105 |
10 |
6,442.0 |
5,767.5 |
674.5 |
11.1% |
228.7 |
3.8% |
46% |
False |
False |
186,055 |
20 |
6,442.0 |
5,754.0 |
688.0 |
11.3% |
210.7 |
3.5% |
47% |
False |
False |
182,350 |
40 |
6,442.0 |
4,980.0 |
1,462.0 |
24.1% |
212.7 |
3.5% |
75% |
False |
False |
186,291 |
60 |
6,442.0 |
4,971.0 |
1,471.0 |
24.2% |
207.9 |
3.4% |
75% |
False |
False |
128,068 |
80 |
7,425.0 |
4,971.0 |
2,454.0 |
40.4% |
221.4 |
3.6% |
45% |
False |
False |
96,260 |
100 |
7,575.5 |
4,971.0 |
2,604.5 |
42.9% |
197.3 |
3.2% |
42% |
False |
False |
77,078 |
120 |
7,575.5 |
4,971.0 |
2,604.5 |
42.9% |
179.2 |
3.0% |
42% |
False |
False |
64,708 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,753.9 |
2.618 |
6,500.1 |
1.618 |
6,344.6 |
1.000 |
6,248.5 |
0.618 |
6,189.1 |
HIGH |
6,093.0 |
0.618 |
6,033.6 |
0.500 |
6,015.3 |
0.382 |
5,996.9 |
LOW |
5,937.5 |
0.618 |
5,841.4 |
1.000 |
5,782.0 |
1.618 |
5,685.9 |
2.618 |
5,530.4 |
4.250 |
5,276.6 |
|
|
Fisher Pivots for day following 08-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
6,055.1 |
6,055.3 |
PP |
6,035.2 |
6,035.5 |
S1 |
6,015.3 |
6,015.8 |
|