Trading Metrics calculated at close of trading on 01-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2011 |
01-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
9,090 |
8,870 |
-220 |
-2.4% |
8,745 |
High |
9,170 |
8,950 |
-220 |
-2.4% |
9,100 |
Low |
8,850 |
8,685 |
-165 |
-1.9% |
8,665 |
Close |
8,890 |
8,780 |
-110 |
-1.2% |
9,070 |
Range |
320 |
265 |
-55 |
-17.2% |
435 |
ATR |
182 |
188 |
6 |
3.3% |
0 |
Volume |
7,774 |
11,231 |
3,457 |
44.5% |
34,989 |
|
Daily Pivots for day following 01-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,600 |
9,455 |
8,926 |
|
R3 |
9,335 |
9,190 |
8,853 |
|
R2 |
9,070 |
9,070 |
8,829 |
|
R1 |
8,925 |
8,925 |
8,804 |
8,865 |
PP |
8,805 |
8,805 |
8,805 |
8,775 |
S1 |
8,660 |
8,660 |
8,756 |
8,600 |
S2 |
8,540 |
8,540 |
8,732 |
|
S3 |
8,275 |
8,395 |
8,707 |
|
S4 |
8,010 |
8,130 |
8,634 |
|
|
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 |
5.8% |
236 |
2.7% |
23% |
False |
False |
8,396 |
10 |
9,170 |
8,650 |
520 |
5.9% |
189 |
2.2% |
25% |
False |
False |
7,040 |
20 |
9,170 |
8,370 |
800 |
9.1% |
172 |
2.0% |
51% |
False |
False |
6,884 |
40 |
9,170 |
8,280 |
890 |
10.1% |
185 |
2.1% |
56% |
False |
False |
8,139 |
60 |
9,170 |
8,280 |
890 |
10.1% |
179 |
2.0% |
56% |
False |
False |
5,870 |
80 |
10,120 |
8,280 |
1,840 |
21.0% |
146 |
1.7% |
27% |
False |
False |
4,405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,076 |
2.618 |
9,644 |
1.618 |
9,379 |
1.000 |
9,215 |
0.618 |
9,114 |
HIGH |
8,950 |
0.618 |
8,849 |
0.500 |
8,818 |
0.382 |
8,786 |
LOW |
8,685 |
0.618 |
8,521 |
1.000 |
8,420 |
1.618 |
8,256 |
2.618 |
7,991 |
4.250 |
7,559 |
|
|
Fisher Pivots for day following 01-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
8,818 |
8,928 |
PP |
8,805 |
8,878 |
S1 |
8,793 |
8,829 |
|