Trading Metrics calculated at close of trading on 31-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2011 |
31-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
9,060 |
9,090 |
30 |
0.3% |
8,745 |
High |
9,095 |
9,170 |
75 |
0.8% |
9,100 |
Low |
9,000 |
8,850 |
-150 |
-1.7% |
8,665 |
Close |
9,070 |
8,890 |
-180 |
-2.0% |
9,070 |
Range |
95 |
320 |
225 |
236.8% |
435 |
ATR |
171 |
182 |
11 |
6.2% |
0 |
Volume |
7,028 |
7,774 |
746 |
10.6% |
34,989 |
|
Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,930 |
9,730 |
9,066 |
|
R3 |
9,610 |
9,410 |
8,978 |
|
R2 |
9,290 |
9,290 |
8,949 |
|
R1 |
9,090 |
9,090 |
8,919 |
9,030 |
PP |
8,970 |
8,970 |
8,970 |
8,940 |
S1 |
8,770 |
8,770 |
8,861 |
8,710 |
S2 |
8,650 |
8,650 |
8,831 |
|
S3 |
8,330 |
8,450 |
8,802 |
|
S4 |
8,010 |
8,130 |
8,714 |
|
|
Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,250 |
10,095 |
9,309 |
|
R3 |
9,815 |
9,660 |
9,190 |
|
R2 |
9,380 |
9,380 |
9,150 |
|
R1 |
9,225 |
9,225 |
9,110 |
9,303 |
PP |
8,945 |
8,945 |
8,945 |
8,984 |
S1 |
8,790 |
8,790 |
9,030 |
8,868 |
S2 |
8,510 |
8,510 |
8,990 |
|
S3 |
8,075 |
8,355 |
8,951 |
|
S4 |
7,640 |
7,920 |
8,831 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,170 |
8,665 |
505 |
5.7% |
221 |
2.5% |
45% |
True |
False |
7,622 |
10 |
9,170 |
8,650 |
520 |
5.8% |
182 |
2.0% |
46% |
True |
False |
6,698 |
20 |
9,170 |
8,345 |
825 |
9.3% |
169 |
1.9% |
66% |
True |
False |
6,703 |
40 |
9,170 |
8,280 |
890 |
10.0% |
185 |
2.1% |
69% |
True |
False |
8,364 |
60 |
9,195 |
8,280 |
915 |
10.3% |
183 |
2.1% |
67% |
False |
False |
5,683 |
80 |
10,120 |
8,280 |
1,840 |
20.7% |
143 |
1.6% |
33% |
False |
False |
4,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,530 |
2.618 |
10,008 |
1.618 |
9,688 |
1.000 |
9,490 |
0.618 |
9,368 |
HIGH |
9,170 |
0.618 |
9,048 |
0.500 |
9,010 |
0.382 |
8,972 |
LOW |
8,850 |
0.618 |
8,652 |
1.000 |
8,530 |
1.618 |
8,332 |
2.618 |
8,012 |
4.250 |
7,490 |
|
|
Fisher Pivots for day following 31-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
9,010 |
8,958 |
PP |
8,970 |
8,935 |
S1 |
8,930 |
8,913 |
|