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 |
1,255.75 |
1,253.25 |
-2.50 |
-0.2% |
1,280.00 |
High |
1,258.75 |
1,259.50 |
0.75 |
0.1% |
1,280.75 |
Low |
1,234.50 |
1,232.00 |
-2.50 |
-0.2% |
1,208.50 |
Close |
1,251.00 |
1,257.50 |
6.50 |
0.5% |
1,251.00 |
Range |
24.25 |
27.50 |
3.25 |
13.4% |
72.25 |
ATR |
32.46 |
32.11 |
-0.35 |
-1.1% |
0.00 |
Volume |
2,242,372 |
1,982,059 |
-260,313 |
-11.6% |
13,208,495 |
|
Daily Pivots for day following 07-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,332.25 |
1,322.25 |
1,272.50 |
|
R3 |
1,304.75 |
1,294.75 |
1,265.00 |
|
R2 |
1,277.25 |
1,277.25 |
1,262.50 |
|
R1 |
1,267.25 |
1,267.25 |
1,260.00 |
1,272.25 |
PP |
1,249.75 |
1,249.75 |
1,249.75 |
1,252.00 |
S1 |
1,239.75 |
1,239.75 |
1,255.00 |
1,244.75 |
S2 |
1,222.25 |
1,222.25 |
1,252.50 |
|
S3 |
1,194.75 |
1,212.25 |
1,250.00 |
|
S4 |
1,167.25 |
1,184.75 |
1,242.50 |
|
|
Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,463.50 |
1,429.50 |
1,290.75 |
|
R3 |
1,391.25 |
1,357.25 |
1,270.75 |
|
R2 |
1,319.00 |
1,319.00 |
1,264.25 |
|
R1 |
1,285.00 |
1,285.00 |
1,257.50 |
1,266.00 |
PP |
1,246.75 |
1,246.75 |
1,246.75 |
1,237.25 |
S1 |
1,212.75 |
1,212.75 |
1,244.50 |
1,193.50 |
S2 |
1,174.50 |
1,174.50 |
1,237.75 |
|
S3 |
1,102.25 |
1,140.50 |
1,231.25 |
|
S4 |
1,030.00 |
1,068.25 |
1,211.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,259.75 |
1,208.50 |
51.25 |
4.1% |
32.00 |
2.5% |
96% |
False |
False |
2,590,440 |
10 |
1,289.25 |
1,208.50 |
80.75 |
6.4% |
31.75 |
2.5% |
61% |
False |
False |
2,570,235 |
20 |
1,289.25 |
1,180.75 |
108.50 |
8.6% |
30.00 |
2.4% |
71% |
False |
False |
2,476,004 |
40 |
1,289.25 |
1,068.00 |
221.25 |
17.6% |
33.50 |
2.7% |
86% |
False |
False |
2,802,932 |
60 |
1,289.25 |
1,068.00 |
221.25 |
17.6% |
33.75 |
2.7% |
86% |
False |
False |
2,012,094 |
80 |
1,342.00 |
1,068.00 |
274.00 |
21.8% |
35.25 |
2.8% |
69% |
False |
False |
1,510,319 |
100 |
1,348.75 |
1,068.00 |
280.75 |
22.3% |
32.00 |
2.5% |
67% |
False |
False |
1,208,491 |
120 |
1,348.75 |
1,068.00 |
280.75 |
22.3% |
29.25 |
2.3% |
67% |
False |
False |
1,007,122 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,376.50 |
2.618 |
1,331.50 |
1.618 |
1,304.00 |
1.000 |
1,287.00 |
0.618 |
1,276.50 |
HIGH |
1,259.50 |
0.618 |
1,249.00 |
0.500 |
1,245.75 |
0.382 |
1,242.50 |
LOW |
1,232.00 |
0.618 |
1,215.00 |
1.000 |
1,204.50 |
1.618 |
1,187.50 |
2.618 |
1,160.00 |
4.250 |
1,115.00 |
|
|
Fisher Pivots for day following 07-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,253.50 |
1,250.50 |
PP |
1,249.75 |
1,243.50 |
S1 |
1,245.75 |
1,236.50 |
|