Trading Metrics calculated at close of trading on 03-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2011 |
03-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
8,765 |
8,730 |
-35 |
-0.4% |
8,745 |
High |
8,780 |
8,820 |
40 |
0.5% |
9,100 |
Low |
8,615 |
8,565 |
-50 |
-0.6% |
8,665 |
Close |
8,715 |
8,795 |
80 |
0.9% |
9,070 |
Range |
165 |
255 |
90 |
54.5% |
435 |
ATR |
186 |
191 |
5 |
2.6% |
0 |
Volume |
6,207 |
8,007 |
1,800 |
29.0% |
34,989 |
|
Daily Pivots for day following 03-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,492 |
9,398 |
8,935 |
|
R3 |
9,237 |
9,143 |
8,865 |
|
R2 |
8,982 |
8,982 |
8,842 |
|
R1 |
8,888 |
8,888 |
8,819 |
8,935 |
PP |
8,727 |
8,727 |
8,727 |
8,750 |
S1 |
8,633 |
8,633 |
8,772 |
8,680 |
S2 |
8,472 |
8,472 |
8,748 |
|
S3 |
8,217 |
8,378 |
8,725 |
|
S4 |
7,962 |
8,123 |
8,655 |
|
|
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 |
8,565 |
605 |
6.9% |
220 |
2.5% |
38% |
False |
True |
8,049 |
10 |
9,170 |
8,565 |
605 |
6.9% |
200 |
2.3% |
38% |
False |
True |
7,300 |
20 |
9,170 |
8,565 |
605 |
6.9% |
178 |
2.0% |
38% |
False |
True |
6,858 |
40 |
9,170 |
8,280 |
890 |
10.1% |
188 |
2.1% |
58% |
False |
False |
7,787 |
60 |
9,170 |
8,280 |
890 |
10.1% |
173 |
2.0% |
58% |
False |
False |
6,106 |
80 |
10,120 |
8,280 |
1,840 |
20.9% |
152 |
1.7% |
28% |
False |
False |
4,583 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,904 |
2.618 |
9,488 |
1.618 |
9,233 |
1.000 |
9,075 |
0.618 |
8,978 |
HIGH |
8,820 |
0.618 |
8,723 |
0.500 |
8,693 |
0.382 |
8,663 |
LOW |
8,565 |
0.618 |
8,408 |
1.000 |
8,310 |
1.618 |
8,153 |
2.618 |
7,898 |
4.250 |
7,481 |
|
|
Fisher Pivots for day following 03-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
8,761 |
8,783 |
PP |
8,727 |
8,770 |
S1 |
8,693 |
8,758 |
|