Trading Metrics calculated at close of trading on 03-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2011 |
03-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
11,675 |
11,766 |
91 |
0.8% |
11,717 |
High |
11,818 |
12,008 |
190 |
1.6% |
12,228 |
Low |
11,617 |
11,592 |
-25 |
-0.2% |
11,623 |
Close |
11,768 |
11,976 |
208 |
1.8% |
12,168 |
Range |
201 |
416 |
215 |
107.0% |
605 |
ATR |
269 |
280 |
10 |
3.9% |
0 |
Volume |
119,672 |
137,718 |
18,046 |
15.1% |
613,578 |
|
Daily Pivots for day following 03-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,107 |
12,957 |
12,205 |
|
R3 |
12,691 |
12,541 |
12,091 |
|
R2 |
12,275 |
12,275 |
12,052 |
|
R1 |
12,125 |
12,125 |
12,014 |
12,200 |
PP |
11,859 |
11,859 |
11,859 |
11,896 |
S1 |
11,709 |
11,709 |
11,938 |
11,784 |
S2 |
11,443 |
11,443 |
11,900 |
|
S3 |
11,027 |
11,293 |
11,862 |
|
S4 |
10,611 |
10,877 |
11,747 |
|
|
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 |
12,194 |
11,571 |
623 |
5.2% |
269 |
2.2% |
65% |
False |
False |
126,080 |
10 |
12,228 |
11,457 |
771 |
6.4% |
273 |
2.3% |
67% |
False |
False |
127,511 |
20 |
12,228 |
10,983 |
1,245 |
10.4% |
255 |
2.1% |
80% |
False |
False |
126,472 |
40 |
12,228 |
10,328 |
1,900 |
15.9% |
293 |
2.4% |
87% |
False |
False |
140,724 |
60 |
12,228 |
10,328 |
1,900 |
15.9% |
292 |
2.4% |
87% |
False |
False |
94,569 |
80 |
12,675 |
10,328 |
2,347 |
19.6% |
291 |
2.4% |
70% |
False |
False |
70,966 |
100 |
12,675 |
10,328 |
2,347 |
19.6% |
262 |
2.2% |
70% |
False |
False |
56,792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,776 |
2.618 |
13,097 |
1.618 |
12,681 |
1.000 |
12,424 |
0.618 |
12,265 |
HIGH |
12,008 |
0.618 |
11,849 |
0.500 |
11,800 |
0.382 |
11,751 |
LOW |
11,592 |
0.618 |
11,335 |
1.000 |
11,176 |
1.618 |
10,919 |
2.618 |
10,503 |
4.250 |
9,824 |
|
|
Fisher Pivots for day following 03-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
11,917 |
11,914 |
PP |
11,859 |
11,852 |
S1 |
11,800 |
11,790 |
|