Trading Metrics calculated at close of trading on 01-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2011 |
01-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
12,152 |
11,910 |
-242 |
-2.0% |
11,717 |
High |
12,160 |
11,917 |
-243 |
-2.0% |
12,228 |
Low |
11,883 |
11,571 |
-312 |
-2.6% |
11,623 |
Close |
11,897 |
11,682 |
-215 |
-1.8% |
12,168 |
Range |
277 |
346 |
69 |
24.9% |
605 |
ATR |
269 |
275 |
5 |
2.0% |
0 |
Volume |
104,723 |
185,319 |
80,596 |
77.0% |
613,578 |
|
Daily Pivots for day following 01-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,761 |
12,568 |
11,872 |
|
R3 |
12,415 |
12,222 |
11,777 |
|
R2 |
12,069 |
12,069 |
11,746 |
|
R1 |
11,876 |
11,876 |
11,714 |
11,800 |
PP |
11,723 |
11,723 |
11,723 |
11,685 |
S1 |
11,530 |
11,530 |
11,650 |
11,454 |
S2 |
11,377 |
11,377 |
11,619 |
|
S3 |
11,031 |
11,184 |
11,587 |
|
S4 |
10,685 |
10,838 |
11,492 |
|
|
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 |
11,571 |
657 |
5.6% |
270 |
2.3% |
17% |
False |
True |
130,614 |
10 |
12,228 |
11,330 |
898 |
7.7% |
247 |
2.1% |
39% |
False |
False |
130,382 |
20 |
12,228 |
10,619 |
1,609 |
13.8% |
251 |
2.1% |
66% |
False |
False |
128,872 |
40 |
12,228 |
10,328 |
1,900 |
16.3% |
289 |
2.5% |
71% |
False |
False |
135,236 |
60 |
12,228 |
10,328 |
1,900 |
16.3% |
304 |
2.6% |
71% |
False |
False |
90,294 |
80 |
12,675 |
10,328 |
2,347 |
20.1% |
288 |
2.5% |
58% |
False |
False |
67,749 |
100 |
12,675 |
10,328 |
2,347 |
20.1% |
256 |
2.2% |
58% |
False |
False |
54,218 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,388 |
2.618 |
12,823 |
1.618 |
12,477 |
1.000 |
12,263 |
0.618 |
12,131 |
HIGH |
11,917 |
0.618 |
11,785 |
0.500 |
11,744 |
0.382 |
11,703 |
LOW |
11,571 |
0.618 |
11,357 |
1.000 |
11,225 |
1.618 |
11,011 |
2.618 |
10,665 |
4.250 |
10,101 |
|
|
Fisher Pivots for day following 01-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
11,744 |
11,883 |
PP |
11,723 |
11,816 |
S1 |
11,703 |
11,749 |
|