Trading Metrics calculated at close of trading on 09-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2011 |
09-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
12,005 |
12,120 |
115 |
1.0% |
12,152 |
High |
12,144 |
12,128 |
-16 |
-0.1% |
12,160 |
Low |
11,940 |
11,688 |
-252 |
-2.1% |
11,571 |
Close |
12,123 |
11,732 |
-391 |
-3.2% |
11,941 |
Range |
204 |
440 |
236 |
115.7% |
589 |
ATR |
268 |
280 |
12 |
4.6% |
0 |
Volume |
121,519 |
173,635 |
52,116 |
42.9% |
662,219 |
|
Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,169 |
12,891 |
11,974 |
|
R3 |
12,729 |
12,451 |
11,853 |
|
R2 |
12,289 |
12,289 |
11,813 |
|
R1 |
12,011 |
12,011 |
11,772 |
11,930 |
PP |
11,849 |
11,849 |
11,849 |
11,809 |
S1 |
11,571 |
11,571 |
11,692 |
11,490 |
S2 |
11,409 |
11,409 |
11,651 |
|
S3 |
10,969 |
11,131 |
11,611 |
|
S4 |
10,529 |
10,691 |
11,490 |
|
|
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 |
4.7% |
303 |
2.6% |
25% |
False |
False |
131,153 |
10 |
12,228 |
11,571 |
657 |
5.6% |
286 |
2.4% |
25% |
False |
False |
128,736 |
20 |
12,228 |
11,219 |
1,009 |
8.6% |
266 |
2.3% |
51% |
False |
False |
128,883 |
40 |
12,228 |
10,328 |
1,900 |
16.2% |
285 |
2.4% |
74% |
False |
False |
139,405 |
60 |
12,228 |
10,328 |
1,900 |
16.2% |
287 |
2.4% |
74% |
False |
False |
103,194 |
80 |
12,675 |
10,328 |
2,347 |
20.0% |
296 |
2.5% |
60% |
False |
False |
77,439 |
100 |
12,675 |
10,328 |
2,347 |
20.0% |
268 |
2.3% |
60% |
False |
False |
61,965 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,998 |
2.618 |
13,280 |
1.618 |
12,840 |
1.000 |
12,568 |
0.618 |
12,400 |
HIGH |
12,128 |
0.618 |
11,960 |
0.500 |
11,908 |
0.382 |
11,856 |
LOW |
11,688 |
0.618 |
11,416 |
1.000 |
11,248 |
1.618 |
10,976 |
2.618 |
10,536 |
4.250 |
9,818 |
|
|
Fisher Pivots for day following 09-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
11,908 |
11,916 |
PP |
11,849 |
11,855 |
S1 |
11,791 |
11,793 |
|