Trading Metrics calculated at close of trading on 04-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2011 |
04-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
8,730 |
8,785 |
55 |
0.6% |
9,090 |
High |
8,820 |
8,815 |
-5 |
-0.1% |
9,170 |
Low |
8,565 |
8,715 |
150 |
1.8% |
8,565 |
Close |
8,795 |
8,745 |
-50 |
-0.6% |
8,745 |
Range |
255 |
100 |
-155 |
-60.8% |
605 |
ATR |
191 |
185 |
-7 |
-3.4% |
0 |
Volume |
8,007 |
4,857 |
-3,150 |
-39.3% |
38,076 |
|
Daily Pivots for day following 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,058 |
9,002 |
8,800 |
|
R3 |
8,958 |
8,902 |
8,773 |
|
R2 |
8,858 |
8,858 |
8,763 |
|
R1 |
8,802 |
8,802 |
8,754 |
8,780 |
PP |
8,758 |
8,758 |
8,758 |
8,748 |
S1 |
8,702 |
8,702 |
8,736 |
8,680 |
S2 |
8,658 |
8,658 |
8,727 |
|
S3 |
8,558 |
8,602 |
8,718 |
|
S4 |
8,458 |
8,502 |
8,690 |
|
|
Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,642 |
10,298 |
9,078 |
|
R3 |
10,037 |
9,693 |
8,912 |
|
R2 |
9,432 |
9,432 |
8,856 |
|
R1 |
9,088 |
9,088 |
8,801 |
8,958 |
PP |
8,827 |
8,827 |
8,827 |
8,761 |
S1 |
8,483 |
8,483 |
8,690 |
8,353 |
S2 |
8,222 |
8,222 |
8,634 |
|
S3 |
7,617 |
7,878 |
8,579 |
|
S4 |
7,012 |
7,273 |
8,412 |
|
|
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% |
221 |
2.5% |
30% |
False |
False |
7,615 |
10 |
9,170 |
8,565 |
605 |
6.9% |
201 |
2.3% |
30% |
False |
False |
7,306 |
20 |
9,170 |
8,565 |
605 |
6.9% |
177 |
2.0% |
30% |
False |
False |
6,719 |
40 |
9,170 |
8,280 |
890 |
10.2% |
183 |
2.1% |
52% |
False |
False |
7,614 |
60 |
9,170 |
8,280 |
890 |
10.2% |
169 |
1.9% |
52% |
False |
False |
6,174 |
80 |
10,120 |
8,280 |
1,840 |
21.0% |
153 |
1.7% |
25% |
False |
False |
4,644 |
100 |
10,120 |
8,280 |
1,840 |
21.0% |
123 |
1.4% |
25% |
False |
False |
3,716 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,240 |
2.618 |
9,077 |
1.618 |
8,977 |
1.000 |
8,915 |
0.618 |
8,877 |
HIGH |
8,815 |
0.618 |
8,777 |
0.500 |
8,765 |
0.382 |
8,753 |
LOW |
8,715 |
0.618 |
8,653 |
1.000 |
8,615 |
1.618 |
8,553 |
2.618 |
8,453 |
4.250 |
8,290 |
|
|
Fisher Pivots for day following 04-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
8,765 |
8,728 |
PP |
8,758 |
8,710 |
S1 |
8,752 |
8,693 |
|