Trading Metrics calculated at close of trading on 09-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2011 |
09-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
8,790 |
8,765 |
-25 |
-0.3% |
9,090 |
High |
8,795 |
8,770 |
-25 |
-0.3% |
9,170 |
Low |
8,650 |
8,540 |
-110 |
-1.3% |
8,565 |
Close |
8,770 |
8,600 |
-170 |
-1.9% |
8,745 |
Range |
145 |
230 |
85 |
58.6% |
605 |
ATR |
178 |
182 |
4 |
2.1% |
0 |
Volume |
5,269 |
9,240 |
3,971 |
75.4% |
38,076 |
|
Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,327 |
9,193 |
8,727 |
|
R3 |
9,097 |
8,963 |
8,663 |
|
R2 |
8,867 |
8,867 |
8,642 |
|
R1 |
8,733 |
8,733 |
8,621 |
8,685 |
PP |
8,637 |
8,637 |
8,637 |
8,613 |
S1 |
8,503 |
8,503 |
8,579 |
8,455 |
S2 |
8,407 |
8,407 |
8,558 |
|
S3 |
8,177 |
8,273 |
8,537 |
|
S4 |
7,947 |
8,043 |
8,474 |
|
|
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 |
8,820 |
8,540 |
280 |
3.3% |
171 |
2.0% |
21% |
False |
True |
6,793 |
10 |
9,170 |
8,540 |
630 |
7.3% |
206 |
2.4% |
10% |
False |
True |
7,708 |
20 |
9,170 |
8,540 |
630 |
7.3% |
177 |
2.1% |
10% |
False |
True |
6,886 |
40 |
9,170 |
8,280 |
890 |
10.3% |
183 |
2.1% |
36% |
False |
False |
7,377 |
60 |
9,170 |
8,280 |
890 |
10.3% |
172 |
2.0% |
36% |
False |
False |
6,525 |
80 |
10,120 |
8,280 |
1,840 |
21.4% |
159 |
1.8% |
17% |
False |
False |
4,908 |
100 |
10,120 |
8,280 |
1,840 |
21.4% |
127 |
1.5% |
17% |
False |
False |
3,927 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,748 |
2.618 |
9,372 |
1.618 |
9,142 |
1.000 |
9,000 |
0.618 |
8,912 |
HIGH |
8,770 |
0.618 |
8,682 |
0.500 |
8,655 |
0.382 |
8,628 |
LOW |
8,540 |
0.618 |
8,398 |
1.000 |
8,310 |
1.618 |
8,168 |
2.618 |
7,938 |
4.250 |
7,563 |
|
|
Fisher Pivots for day following 09-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
8,655 |
8,678 |
PP |
8,637 |
8,652 |
S1 |
8,618 |
8,626 |
|