Trading Metrics calculated at close of trading on 09-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2011 |
09-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
5,955.0 |
6,094.0 |
139.0 |
2.3% |
6,300.0 |
High |
6,093.0 |
6,102.0 |
9.0 |
0.1% |
6,314.5 |
Low |
5,937.5 |
5,734.0 |
-203.5 |
-3.4% |
5,767.5 |
Close |
6,075.0 |
5,753.0 |
-322.0 |
-5.3% |
6,005.0 |
Range |
155.5 |
368.0 |
212.5 |
136.7% |
547.0 |
ATR |
227.4 |
237.4 |
10.0 |
4.4% |
0.0 |
Volume |
157,060 |
230,526 |
73,466 |
46.8% |
1,001,308 |
|
Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,967.0 |
6,728.0 |
5,955.4 |
|
R3 |
6,599.0 |
6,360.0 |
5,854.2 |
|
R2 |
6,231.0 |
6,231.0 |
5,820.5 |
|
R1 |
5,992.0 |
5,992.0 |
5,786.7 |
5,927.5 |
PP |
5,863.0 |
5,863.0 |
5,863.0 |
5,830.8 |
S1 |
5,624.0 |
5,624.0 |
5,719.3 |
5,559.5 |
S2 |
5,495.0 |
5,495.0 |
5,685.5 |
|
S3 |
5,127.0 |
5,256.0 |
5,651.8 |
|
S4 |
4,759.0 |
4,888.0 |
5,550.6 |
|
|
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 |
5,734.0 |
468.0 |
8.1% |
278.0 |
4.8% |
4% |
False |
True |
196,303 |
10 |
6,442.0 |
5,734.0 |
708.0 |
12.3% |
245.8 |
4.3% |
3% |
False |
True |
191,257 |
20 |
6,442.0 |
5,734.0 |
708.0 |
12.3% |
217.5 |
3.8% |
3% |
False |
True |
184,859 |
40 |
6,442.0 |
4,980.0 |
1,462.0 |
25.4% |
212.4 |
3.7% |
53% |
False |
False |
187,931 |
60 |
6,442.0 |
4,971.0 |
1,471.0 |
25.6% |
210.9 |
3.7% |
53% |
False |
False |
131,899 |
80 |
7,425.0 |
4,971.0 |
2,454.0 |
42.7% |
224.9 |
3.9% |
32% |
False |
False |
99,139 |
100 |
7,575.5 |
4,971.0 |
2,604.5 |
45.3% |
199.7 |
3.5% |
30% |
False |
False |
79,381 |
120 |
7,575.5 |
4,971.0 |
2,604.5 |
45.3% |
181.7 |
3.2% |
30% |
False |
False |
66,628 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,666.0 |
2.618 |
7,065.4 |
1.618 |
6,697.4 |
1.000 |
6,470.0 |
0.618 |
6,329.4 |
HIGH |
6,102.0 |
0.618 |
5,961.4 |
0.500 |
5,918.0 |
0.382 |
5,874.6 |
LOW |
5,734.0 |
0.618 |
5,506.6 |
1.000 |
5,366.0 |
1.618 |
5,138.6 |
2.618 |
4,770.6 |
4.250 |
4,170.0 |
|
|
Fisher Pivots for day following 09-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
5,918.0 |
5,918.0 |
PP |
5,863.0 |
5,863.0 |
S1 |
5,808.0 |
5,808.0 |
|