Trading Metrics calculated at close of trading on 31-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2011 |
31-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
12,170 |
12,152 |
-18 |
-0.1% |
11,717 |
High |
12,194 |
12,160 |
-34 |
-0.3% |
12,228 |
Low |
12,092 |
11,883 |
-209 |
-1.7% |
11,623 |
Close |
12,168 |
11,897 |
-271 |
-2.2% |
12,168 |
Range |
102 |
277 |
175 |
171.6% |
605 |
ATR |
268 |
269 |
1 |
0.5% |
0 |
Volume |
82,969 |
104,723 |
21,754 |
26.2% |
613,578 |
|
Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,811 |
12,631 |
12,049 |
|
R3 |
12,534 |
12,354 |
11,973 |
|
R2 |
12,257 |
12,257 |
11,948 |
|
R1 |
12,077 |
12,077 |
11,923 |
12,029 |
PP |
11,980 |
11,980 |
11,980 |
11,956 |
S1 |
11,800 |
11,800 |
11,872 |
11,752 |
S2 |
11,703 |
11,703 |
11,846 |
|
S3 |
11,426 |
11,523 |
11,821 |
|
S4 |
11,149 |
11,246 |
11,745 |
|
|
Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,821 |
13,600 |
12,501 |
|
R3 |
13,216 |
12,995 |
12,335 |
|
R2 |
12,611 |
12,611 |
12,279 |
|
R1 |
12,390 |
12,390 |
12,224 |
12,501 |
PP |
12,006 |
12,006 |
12,006 |
12,062 |
S1 |
11,785 |
11,785 |
12,113 |
11,896 |
S2 |
11,401 |
11,401 |
12,057 |
|
S3 |
10,796 |
11,180 |
12,002 |
|
S4 |
10,191 |
10,575 |
11,835 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,228 |
11,623 |
605 |
5.1% |
252 |
2.1% |
45% |
False |
False |
123,108 |
10 |
12,228 |
11,219 |
1,009 |
8.5% |
250 |
2.1% |
67% |
False |
False |
127,394 |
20 |
12,228 |
10,328 |
1,900 |
16.0% |
255 |
2.1% |
83% |
False |
False |
130,420 |
40 |
12,228 |
10,328 |
1,900 |
16.0% |
288 |
2.4% |
83% |
False |
False |
130,632 |
60 |
12,228 |
10,328 |
1,900 |
16.0% |
308 |
2.6% |
83% |
False |
False |
87,209 |
80 |
12,675 |
10,328 |
2,347 |
19.7% |
285 |
2.4% |
67% |
False |
False |
65,434 |
100 |
12,675 |
10,328 |
2,347 |
19.7% |
253 |
2.1% |
67% |
False |
False |
52,365 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,337 |
2.618 |
12,885 |
1.618 |
12,608 |
1.000 |
12,437 |
0.618 |
12,331 |
HIGH |
12,160 |
0.618 |
12,054 |
0.500 |
12,022 |
0.382 |
11,989 |
LOW |
11,883 |
0.618 |
11,712 |
1.000 |
11,606 |
1.618 |
11,435 |
2.618 |
11,158 |
4.250 |
10,706 |
|
|
Fisher Pivots for day following 31-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
12,022 |
12,017 |
PP |
11,980 |
11,977 |
S1 |
11,939 |
11,937 |
|