Trading Metrics calculated at close of trading on 10-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2011 |
10-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
8,765 |
8,590 |
-175 |
-2.0% |
9,090 |
High |
8,770 |
8,600 |
-170 |
-1.9% |
9,170 |
Low |
8,540 |
8,470 |
-70 |
-0.8% |
8,565 |
Close |
8,600 |
8,530 |
-70 |
-0.8% |
8,745 |
Range |
230 |
130 |
-100 |
-43.5% |
605 |
ATR |
182 |
178 |
-4 |
-2.0% |
0 |
Volume |
9,240 |
7,283 |
-1,957 |
-21.2% |
38,076 |
|
Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,923 |
8,857 |
8,602 |
|
R3 |
8,793 |
8,727 |
8,566 |
|
R2 |
8,663 |
8,663 |
8,554 |
|
R1 |
8,597 |
8,597 |
8,542 |
8,565 |
PP |
8,533 |
8,533 |
8,533 |
8,518 |
S1 |
8,467 |
8,467 |
8,518 |
8,435 |
S2 |
8,403 |
8,403 |
8,506 |
|
S3 |
8,273 |
8,337 |
8,494 |
|
S4 |
8,143 |
8,207 |
8,459 |
|
|
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 |
8,815 |
8,470 |
345 |
4.0% |
146 |
1.7% |
17% |
False |
True |
6,648 |
10 |
9,170 |
8,470 |
700 |
8.2% |
183 |
2.1% |
9% |
False |
True |
7,349 |
20 |
9,170 |
8,470 |
700 |
8.2% |
178 |
2.1% |
9% |
False |
True |
6,942 |
40 |
9,170 |
8,280 |
890 |
10.4% |
181 |
2.1% |
28% |
False |
False |
7,325 |
60 |
9,170 |
8,280 |
890 |
10.4% |
172 |
2.0% |
28% |
False |
False |
6,646 |
80 |
10,120 |
8,280 |
1,840 |
21.6% |
161 |
1.9% |
14% |
False |
False |
4,998 |
100 |
10,120 |
8,280 |
1,840 |
21.6% |
129 |
1.5% |
14% |
False |
False |
4,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,153 |
2.618 |
8,940 |
1.618 |
8,810 |
1.000 |
8,730 |
0.618 |
8,680 |
HIGH |
8,600 |
0.618 |
8,550 |
0.500 |
8,535 |
0.382 |
8,520 |
LOW |
8,470 |
0.618 |
8,390 |
1.000 |
8,340 |
1.618 |
8,260 |
2.618 |
8,130 |
4.250 |
7,918 |
|
|
Fisher Pivots for day following 10-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
8,535 |
8,633 |
PP |
8,533 |
8,598 |
S1 |
8,532 |
8,564 |
|