Trading Metrics calculated at close of trading on 04-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2011 |
04-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
11,766 |
11,981 |
215 |
1.8% |
12,152 |
High |
12,008 |
12,008 |
0 |
0.0% |
12,160 |
Low |
11,592 |
11,790 |
198 |
1.7% |
11,571 |
Close |
11,976 |
11,941 |
-35 |
-0.3% |
11,941 |
Range |
416 |
218 |
-198 |
-47.6% |
589 |
ATR |
280 |
275 |
-4 |
-1.6% |
0 |
Volume |
137,718 |
114,787 |
-22,931 |
-16.7% |
662,219 |
|
Daily Pivots for day following 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,567 |
12,472 |
12,061 |
|
R3 |
12,349 |
12,254 |
12,001 |
|
R2 |
12,131 |
12,131 |
11,981 |
|
R1 |
12,036 |
12,036 |
11,961 |
11,975 |
PP |
11,913 |
11,913 |
11,913 |
11,882 |
S1 |
11,818 |
11,818 |
11,921 |
11,757 |
S2 |
11,695 |
11,695 |
11,901 |
|
S3 |
11,477 |
11,600 |
11,881 |
|
S4 |
11,259 |
11,382 |
11,821 |
|
|
Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,658 |
13,388 |
12,265 |
|
R3 |
13,069 |
12,799 |
12,103 |
|
R2 |
12,480 |
12,480 |
12,049 |
|
R1 |
12,210 |
12,210 |
11,995 |
12,051 |
PP |
11,891 |
11,891 |
11,891 |
11,811 |
S1 |
11,621 |
11,621 |
11,887 |
11,462 |
S2 |
11,302 |
11,302 |
11,833 |
|
S3 |
10,713 |
11,032 |
11,779 |
|
S4 |
10,124 |
10,443 |
11,617 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,160 |
11,571 |
589 |
4.9% |
292 |
2.4% |
63% |
False |
False |
132,443 |
10 |
12,228 |
11,571 |
657 |
5.5% |
264 |
2.2% |
56% |
False |
False |
127,579 |
20 |
12,228 |
11,080 |
1,148 |
9.6% |
256 |
2.1% |
75% |
False |
False |
124,543 |
40 |
12,228 |
10,328 |
1,900 |
15.9% |
287 |
2.4% |
85% |
False |
False |
140,647 |
60 |
12,228 |
10,328 |
1,900 |
15.9% |
284 |
2.4% |
85% |
False |
False |
96,480 |
80 |
12,675 |
10,328 |
2,347 |
19.7% |
291 |
2.4% |
69% |
False |
False |
72,400 |
100 |
12,675 |
10,328 |
2,347 |
19.7% |
263 |
2.2% |
69% |
False |
False |
57,940 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,935 |
2.618 |
12,579 |
1.618 |
12,361 |
1.000 |
12,226 |
0.618 |
12,143 |
HIGH |
12,008 |
0.618 |
11,925 |
0.500 |
11,899 |
0.382 |
11,873 |
LOW |
11,790 |
0.618 |
11,655 |
1.000 |
11,572 |
1.618 |
11,437 |
2.618 |
11,219 |
4.250 |
10,864 |
|
|
Fisher Pivots for day following 04-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
11,927 |
11,894 |
PP |
11,913 |
11,847 |
S1 |
11,899 |
11,800 |
|