Trading Metrics calculated at close of trading on 07-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2011 |
07-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
8,785 |
8,780 |
-5 |
-0.1% |
9,090 |
High |
8,815 |
8,815 |
0 |
0.0% |
9,170 |
Low |
8,715 |
8,690 |
-25 |
-0.3% |
8,565 |
Close |
8,745 |
8,790 |
45 |
0.5% |
8,745 |
Range |
100 |
125 |
25 |
25.0% |
605 |
ATR |
185 |
180 |
-4 |
-2.3% |
0 |
Volume |
4,857 |
6,594 |
1,737 |
35.8% |
38,076 |
|
Daily Pivots for day following 07-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,140 |
9,090 |
8,859 |
|
R3 |
9,015 |
8,965 |
8,825 |
|
R2 |
8,890 |
8,890 |
8,813 |
|
R1 |
8,840 |
8,840 |
8,802 |
8,865 |
PP |
8,765 |
8,765 |
8,765 |
8,778 |
S1 |
8,715 |
8,715 |
8,779 |
8,740 |
S2 |
8,640 |
8,640 |
8,767 |
|
S3 |
8,515 |
8,590 |
8,756 |
|
S4 |
8,390 |
8,465 |
8,721 |
|
|
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 |
8,950 |
8,565 |
385 |
4.4% |
182 |
2.1% |
58% |
False |
False |
7,379 |
10 |
9,170 |
8,565 |
605 |
6.9% |
202 |
2.3% |
37% |
False |
False |
7,500 |
20 |
9,170 |
8,565 |
605 |
6.9% |
173 |
2.0% |
37% |
False |
False |
6,841 |
40 |
9,170 |
8,280 |
890 |
10.1% |
182 |
2.1% |
57% |
False |
False |
7,559 |
60 |
9,170 |
8,280 |
890 |
10.1% |
170 |
1.9% |
57% |
False |
False |
6,283 |
80 |
10,120 |
8,280 |
1,840 |
20.9% |
155 |
1.8% |
28% |
False |
False |
4,726 |
100 |
10,120 |
8,280 |
1,840 |
20.9% |
124 |
1.4% |
28% |
False |
False |
3,782 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,346 |
2.618 |
9,142 |
1.618 |
9,017 |
1.000 |
8,940 |
0.618 |
8,892 |
HIGH |
8,815 |
0.618 |
8,767 |
0.500 |
8,753 |
0.382 |
8,738 |
LOW |
8,690 |
0.618 |
8,613 |
1.000 |
8,565 |
1.618 |
8,488 |
2.618 |
8,363 |
4.250 |
8,159 |
|
|
Fisher Pivots for day following 07-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
8,778 |
8,758 |
PP |
8,765 |
8,725 |
S1 |
8,753 |
8,693 |
|