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 |
1,257.50 |
1,273.25 |
15.75 |
1.3% |
1,280.00 |
High |
1,275.25 |
1,274.00 |
-1.25 |
-0.1% |
1,280.75 |
Low |
1,248.50 |
1,222.75 |
-25.75 |
-2.1% |
1,208.50 |
Close |
1,273.25 |
1,225.50 |
-47.75 |
-3.8% |
1,251.00 |
Range |
26.75 |
51.25 |
24.50 |
91.6% |
72.25 |
ATR |
31.72 |
33.12 |
1.39 |
4.4% |
0.00 |
Volume |
2,240,883 |
3,240,999 |
1,000,116 |
44.6% |
13,208,495 |
|
Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,394.50 |
1,361.25 |
1,253.75 |
|
R3 |
1,343.25 |
1,310.00 |
1,239.50 |
|
R2 |
1,292.00 |
1,292.00 |
1,235.00 |
|
R1 |
1,258.75 |
1,258.75 |
1,230.25 |
1,249.75 |
PP |
1,240.75 |
1,240.75 |
1,240.75 |
1,236.25 |
S1 |
1,207.50 |
1,207.50 |
1,220.75 |
1,198.50 |
S2 |
1,189.50 |
1,189.50 |
1,216.00 |
|
S3 |
1,138.25 |
1,156.25 |
1,211.50 |
|
S4 |
1,087.00 |
1,105.00 |
1,197.25 |
|
|
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 |
5.0% |
35.25 |
2.9% |
19% |
False |
False |
2,505,851 |
10 |
1,289.25 |
1,208.50 |
80.75 |
6.6% |
33.75 |
2.7% |
21% |
False |
False |
2,586,072 |
20 |
1,289.25 |
1,185.25 |
104.00 |
8.5% |
31.25 |
2.6% |
39% |
False |
False |
2,524,709 |
40 |
1,289.25 |
1,068.00 |
221.25 |
18.1% |
33.50 |
2.7% |
71% |
False |
False |
2,759,124 |
60 |
1,289.25 |
1,068.00 |
221.25 |
18.1% |
34.25 |
2.8% |
71% |
False |
False |
2,103,307 |
80 |
1,342.00 |
1,068.00 |
274.00 |
22.4% |
35.50 |
2.9% |
57% |
False |
False |
1,578,809 |
100 |
1,348.75 |
1,068.00 |
280.75 |
22.9% |
32.50 |
2.6% |
56% |
False |
False |
1,263,297 |
120 |
1,348.75 |
1,068.00 |
280.75 |
22.9% |
29.75 |
2.4% |
56% |
False |
False |
1,052,803 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,491.75 |
2.618 |
1,408.25 |
1.618 |
1,357.00 |
1.000 |
1,325.25 |
0.618 |
1,305.75 |
HIGH |
1,274.00 |
0.618 |
1,254.50 |
0.500 |
1,248.50 |
0.382 |
1,242.25 |
LOW |
1,222.75 |
0.618 |
1,191.00 |
1.000 |
1,171.50 |
1.618 |
1,139.75 |
2.618 |
1,088.50 |
4.250 |
1,005.00 |
|
|
Fisher Pivots for day following 09-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,248.50 |
1,249.00 |
PP |
1,240.75 |
1,241.25 |
S1 |
1,233.00 |
1,233.25 |
|