| Trading Metrics calculated at close of trading on 08-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2011 |
08-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
11,958 |
12,005 |
47 |
0.4% |
12,152 |
| High |
12,023 |
12,144 |
121 |
1.0% |
12,160 |
| Low |
11,786 |
11,940 |
154 |
1.3% |
11,571 |
| Close |
12,007 |
12,123 |
116 |
1.0% |
11,941 |
| Range |
237 |
204 |
-33 |
-13.9% |
589 |
| ATR |
273 |
268 |
-5 |
-1.8% |
0 |
| Volume |
108,110 |
121,519 |
13,409 |
12.4% |
662,219 |
|
| Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,681 |
12,606 |
12,235 |
|
| R3 |
12,477 |
12,402 |
12,179 |
|
| R2 |
12,273 |
12,273 |
12,161 |
|
| R1 |
12,198 |
12,198 |
12,142 |
12,236 |
| PP |
12,069 |
12,069 |
12,069 |
12,088 |
| S1 |
11,994 |
11,994 |
12,104 |
12,032 |
| S2 |
11,865 |
11,865 |
12,086 |
|
| S3 |
11,661 |
11,790 |
12,067 |
|
| S4 |
11,457 |
11,586 |
12,011 |
|
|
| 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 |
12,144 |
11,592 |
552 |
4.6% |
255 |
2.1% |
96% |
True |
False |
120,361 |
| 10 |
12,228 |
11,571 |
657 |
5.4% |
263 |
2.2% |
84% |
False |
False |
125,488 |
| 20 |
12,228 |
11,219 |
1,009 |
8.3% |
259 |
2.1% |
90% |
False |
False |
126,002 |
| 40 |
12,228 |
10,328 |
1,900 |
15.7% |
285 |
2.3% |
94% |
False |
False |
139,133 |
| 60 |
12,228 |
10,328 |
1,900 |
15.7% |
283 |
2.3% |
94% |
False |
False |
100,302 |
| 80 |
12,675 |
10,328 |
2,347 |
19.4% |
293 |
2.4% |
76% |
False |
False |
75,269 |
| 100 |
12,675 |
10,328 |
2,347 |
19.4% |
265 |
2.2% |
76% |
False |
False |
60,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,011 |
|
2.618 |
12,678 |
|
1.618 |
12,474 |
|
1.000 |
12,348 |
|
0.618 |
12,270 |
|
HIGH |
12,144 |
|
0.618 |
12,066 |
|
0.500 |
12,042 |
|
0.382 |
12,018 |
|
LOW |
11,940 |
|
0.618 |
11,814 |
|
1.000 |
11,736 |
|
1.618 |
11,610 |
|
2.618 |
11,406 |
|
4.250 |
11,073 |
|
|
| Fisher Pivots for day following 08-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,096 |
12,070 |
| PP |
12,069 |
12,018 |
| S1 |
12,042 |
11,965 |
|