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 |
1,253.25 |
1,257.50 |
4.25 |
0.3% |
1,280.00 |
High |
1,259.50 |
1,275.25 |
15.75 |
1.3% |
1,280.75 |
Low |
1,232.00 |
1,248.50 |
16.50 |
1.3% |
1,208.50 |
Close |
1,257.50 |
1,273.25 |
15.75 |
1.3% |
1,251.00 |
Range |
27.50 |
26.75 |
-0.75 |
-2.7% |
72.25 |
ATR |
32.11 |
31.72 |
-0.38 |
-1.2% |
0.00 |
Volume |
1,982,059 |
2,240,883 |
258,824 |
13.1% |
13,208,495 |
|
Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,346.00 |
1,336.25 |
1,288.00 |
|
R3 |
1,319.25 |
1,309.50 |
1,280.50 |
|
R2 |
1,292.50 |
1,292.50 |
1,278.25 |
|
R1 |
1,282.75 |
1,282.75 |
1,275.75 |
1,287.50 |
PP |
1,265.75 |
1,265.75 |
1,265.75 |
1,268.00 |
S1 |
1,256.00 |
1,256.00 |
1,270.75 |
1,261.00 |
S2 |
1,239.00 |
1,239.00 |
1,268.25 |
|
S3 |
1,212.25 |
1,229.25 |
1,266.00 |
|
S4 |
1,185.50 |
1,202.50 |
1,258.50 |
|
|
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 |
1,275.25 |
1,213.50 |
61.75 |
4.8% |
29.50 |
2.3% |
97% |
True |
False |
2,305,415 |
10 |
1,289.25 |
1,208.50 |
80.75 |
6.3% |
31.00 |
2.4% |
80% |
False |
False |
2,531,553 |
20 |
1,289.25 |
1,180.75 |
108.50 |
8.5% |
30.50 |
2.4% |
85% |
False |
False |
2,490,596 |
40 |
1,289.25 |
1,068.00 |
221.25 |
17.4% |
33.25 |
2.6% |
93% |
False |
False |
2,766,682 |
60 |
1,289.25 |
1,068.00 |
221.25 |
17.4% |
33.75 |
2.6% |
93% |
False |
False |
2,049,327 |
80 |
1,342.00 |
1,068.00 |
274.00 |
21.5% |
35.25 |
2.8% |
75% |
False |
False |
1,538,314 |
100 |
1,348.75 |
1,068.00 |
280.75 |
22.0% |
32.00 |
2.5% |
73% |
False |
False |
1,230,890 |
120 |
1,348.75 |
1,068.00 |
280.75 |
22.0% |
29.25 |
2.3% |
73% |
False |
False |
1,025,795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,389.00 |
2.618 |
1,345.25 |
1.618 |
1,318.50 |
1.000 |
1,302.00 |
0.618 |
1,291.75 |
HIGH |
1,275.25 |
0.618 |
1,265.00 |
0.500 |
1,262.00 |
0.382 |
1,258.75 |
LOW |
1,248.50 |
0.618 |
1,232.00 |
1.000 |
1,221.75 |
1.618 |
1,205.25 |
2.618 |
1,178.50 |
4.250 |
1,134.75 |
|
|
Fisher Pivots for day following 08-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,269.50 |
1,266.75 |
PP |
1,265.75 |
1,260.25 |
S1 |
1,262.00 |
1,253.50 |
|