Trading Metrics calculated at close of trading on 02-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2011 |
02-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
8,870 |
8,765 |
-105 |
-1.2% |
8,745 |
High |
8,950 |
8,780 |
-170 |
-1.9% |
9,100 |
Low |
8,685 |
8,615 |
-70 |
-0.8% |
8,665 |
Close |
8,780 |
8,715 |
-65 |
-0.7% |
9,070 |
Range |
265 |
165 |
-100 |
-37.7% |
435 |
ATR |
188 |
186 |
-2 |
-0.9% |
0 |
Volume |
11,231 |
6,207 |
-5,024 |
-44.7% |
34,989 |
|
Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,198 |
9,122 |
8,806 |
|
R3 |
9,033 |
8,957 |
8,761 |
|
R2 |
8,868 |
8,868 |
8,745 |
|
R1 |
8,792 |
8,792 |
8,730 |
8,748 |
PP |
8,703 |
8,703 |
8,703 |
8,681 |
S1 |
8,627 |
8,627 |
8,700 |
8,583 |
S2 |
8,538 |
8,538 |
8,685 |
|
S3 |
8,373 |
8,462 |
8,670 |
|
S4 |
8,208 |
8,297 |
8,624 |
|
|
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 |
8,615 |
555 |
6.4% |
240 |
2.8% |
18% |
False |
True |
8,624 |
10 |
9,170 |
8,615 |
555 |
6.4% |
190 |
2.2% |
18% |
False |
True |
7,229 |
20 |
9,170 |
8,505 |
665 |
7.6% |
171 |
2.0% |
32% |
False |
False |
6,875 |
40 |
9,170 |
8,280 |
890 |
10.2% |
185 |
2.1% |
49% |
False |
False |
7,921 |
60 |
9,170 |
8,280 |
890 |
10.2% |
175 |
2.0% |
49% |
False |
False |
5,973 |
80 |
10,120 |
8,280 |
1,840 |
21.1% |
149 |
1.7% |
24% |
False |
False |
4,483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,481 |
2.618 |
9,212 |
1.618 |
9,047 |
1.000 |
8,945 |
0.618 |
8,882 |
HIGH |
8,780 |
0.618 |
8,717 |
0.500 |
8,698 |
0.382 |
8,678 |
LOW |
8,615 |
0.618 |
8,513 |
1.000 |
8,450 |
1.618 |
8,348 |
2.618 |
8,183 |
4.250 |
7,914 |
|
|
Fisher Pivots for day following 02-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
8,709 |
8,893 |
PP |
8,703 |
8,833 |
S1 |
8,698 |
8,774 |
|