Trading Metrics calculated at close of trading on 02-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2011 |
02-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,247.50 |
1,223.50 |
-24.00 |
-1.9% |
1,229.75 |
High |
1,248.00 |
1,238.75 |
-9.25 |
-0.7% |
1,289.25 |
Low |
1,208.50 |
1,216.50 |
8.00 |
0.7% |
1,216.50 |
Close |
1,224.50 |
1,234.25 |
9.75 |
0.8% |
1,281.00 |
Range |
39.50 |
22.25 |
-17.25 |
-43.7% |
72.75 |
ATR |
32.84 |
32.08 |
-0.76 |
-2.3% |
0.00 |
Volume |
3,666,010 |
2,238,819 |
-1,427,191 |
-38.9% |
12,513,307 |
|
Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,296.50 |
1,287.75 |
1,246.50 |
|
R3 |
1,274.25 |
1,265.50 |
1,240.25 |
|
R2 |
1,252.00 |
1,252.00 |
1,238.25 |
|
R1 |
1,243.25 |
1,243.25 |
1,236.25 |
1,247.50 |
PP |
1,229.75 |
1,229.75 |
1,229.75 |
1,232.00 |
S1 |
1,221.00 |
1,221.00 |
1,232.25 |
1,225.50 |
S2 |
1,207.50 |
1,207.50 |
1,230.25 |
|
S3 |
1,185.25 |
1,198.75 |
1,228.25 |
|
S4 |
1,163.00 |
1,176.50 |
1,222.00 |
|
|
Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,480.50 |
1,453.50 |
1,321.00 |
|
R3 |
1,407.75 |
1,380.75 |
1,301.00 |
|
R2 |
1,335.00 |
1,335.00 |
1,294.25 |
|
R1 |
1,308.00 |
1,308.00 |
1,287.75 |
1,321.50 |
PP |
1,262.25 |
1,262.25 |
1,262.25 |
1,269.00 |
S1 |
1,235.25 |
1,235.25 |
1,274.25 |
1,248.75 |
S2 |
1,189.50 |
1,189.50 |
1,267.75 |
|
S3 |
1,116.75 |
1,162.50 |
1,261.00 |
|
S4 |
1,044.00 |
1,089.75 |
1,241.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,289.25 |
1,208.50 |
80.75 |
6.5% |
32.00 |
2.6% |
32% |
False |
False |
2,666,292 |
10 |
1,289.25 |
1,192.50 |
96.75 |
7.8% |
29.50 |
2.4% |
43% |
False |
False |
2,566,321 |
20 |
1,289.25 |
1,129.00 |
160.25 |
13.0% |
29.75 |
2.4% |
66% |
False |
False |
2,500,873 |
40 |
1,289.25 |
1,068.00 |
221.25 |
17.9% |
33.50 |
2.7% |
75% |
False |
False |
2,829,316 |
60 |
1,289.25 |
1,068.00 |
221.25 |
17.9% |
35.00 |
2.8% |
75% |
False |
False |
1,895,166 |
80 |
1,342.00 |
1,068.00 |
274.00 |
22.2% |
34.50 |
2.8% |
61% |
False |
False |
1,422,302 |
100 |
1,348.75 |
1,068.00 |
280.75 |
22.7% |
31.75 |
2.6% |
59% |
False |
False |
1,138,060 |
120 |
1,348.75 |
1,068.00 |
280.75 |
22.7% |
28.75 |
2.3% |
59% |
False |
False |
948,404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,333.25 |
2.618 |
1,297.00 |
1.618 |
1,274.75 |
1.000 |
1,261.00 |
0.618 |
1,252.50 |
HIGH |
1,238.75 |
0.618 |
1,230.25 |
0.500 |
1,227.50 |
0.382 |
1,225.00 |
LOW |
1,216.50 |
0.618 |
1,202.75 |
1.000 |
1,194.25 |
1.618 |
1,180.50 |
2.618 |
1,158.25 |
4.250 |
1,122.00 |
|
|
Fisher Pivots for day following 02-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,232.00 |
1,244.50 |
PP |
1,229.75 |
1,241.25 |
S1 |
1,227.50 |
1,237.75 |
|