Trading Metrics calculated at close of trading on 10-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2011 |
10-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
12,120 |
11,735 |
-385 |
-3.2% |
12,152 |
High |
12,128 |
11,924 |
-204 |
-1.7% |
12,160 |
Low |
11,688 |
11,661 |
-27 |
-0.2% |
11,571 |
Close |
11,732 |
11,855 |
123 |
1.0% |
11,941 |
Range |
440 |
263 |
-177 |
-40.2% |
589 |
ATR |
280 |
279 |
-1 |
-0.4% |
0 |
Volume |
173,635 |
149,818 |
-23,817 |
-13.7% |
662,219 |
|
Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,602 |
12,492 |
12,000 |
|
R3 |
12,339 |
12,229 |
11,927 |
|
R2 |
12,076 |
12,076 |
11,903 |
|
R1 |
11,966 |
11,966 |
11,879 |
12,021 |
PP |
11,813 |
11,813 |
11,813 |
11,841 |
S1 |
11,703 |
11,703 |
11,831 |
11,758 |
S2 |
11,550 |
11,550 |
11,807 |
|
S3 |
11,287 |
11,440 |
11,783 |
|
S4 |
11,024 |
11,177 |
11,710 |
|
|
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 |
11,661 |
483 |
4.1% |
273 |
2.3% |
40% |
False |
True |
133,573 |
10 |
12,194 |
11,571 |
623 |
5.3% |
271 |
2.3% |
46% |
False |
False |
129,827 |
20 |
12,228 |
11,219 |
1,009 |
8.5% |
271 |
2.3% |
63% |
False |
False |
130,078 |
40 |
12,228 |
10,328 |
1,900 |
16.0% |
285 |
2.4% |
80% |
False |
False |
139,931 |
60 |
12,228 |
10,328 |
1,900 |
16.0% |
289 |
2.4% |
80% |
False |
False |
105,689 |
80 |
12,675 |
10,328 |
2,347 |
19.8% |
298 |
2.5% |
65% |
False |
False |
79,311 |
100 |
12,675 |
10,328 |
2,347 |
19.8% |
269 |
2.3% |
65% |
False |
False |
63,462 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,042 |
2.618 |
12,613 |
1.618 |
12,350 |
1.000 |
12,187 |
0.618 |
12,087 |
HIGH |
11,924 |
0.618 |
11,824 |
0.500 |
11,793 |
0.382 |
11,762 |
LOW |
11,661 |
0.618 |
11,499 |
1.000 |
11,398 |
1.618 |
11,236 |
2.618 |
10,973 |
4.250 |
10,543 |
|
|
Fisher Pivots for day following 10-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
11,834 |
11,903 |
PP |
11,813 |
11,887 |
S1 |
11,793 |
11,871 |
|