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 |
5,559.5 |
5,540.0 |
-19.5 |
-0.4% |
5,650.5 |
High |
5,560.5 |
5,641.0 |
80.5 |
1.4% |
5,665.0 |
Low |
5,418.0 |
5,500.5 |
82.5 |
1.5% |
5,312.5 |
Close |
5,537.0 |
5,626.5 |
89.5 |
1.6% |
5,545.5 |
Range |
142.5 |
140.5 |
-2.0 |
-1.4% |
352.5 |
ATR |
141.0 |
140.9 |
0.0 |
0.0% |
0.0 |
Volume |
108,261 |
101,688 |
-6,573 |
-6.1% |
734,500 |
|
Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,011.0 |
5,959.0 |
5,704.0 |
|
R3 |
5,870.5 |
5,818.5 |
5,665.0 |
|
R2 |
5,730.0 |
5,730.0 |
5,652.5 |
|
R1 |
5,678.0 |
5,678.0 |
5,639.5 |
5,704.0 |
PP |
5,589.5 |
5,589.5 |
5,589.5 |
5,602.0 |
S1 |
5,537.5 |
5,537.5 |
5,613.5 |
5,563.5 |
S2 |
5,449.0 |
5,449.0 |
5,600.5 |
|
S3 |
5,308.5 |
5,397.0 |
5,588.0 |
|
S4 |
5,168.0 |
5,256.5 |
5,549.0 |
|
|
Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,565.0 |
6,408.0 |
5,739.5 |
|
R3 |
6,212.5 |
6,055.5 |
5,642.5 |
|
R2 |
5,860.0 |
5,860.0 |
5,610.0 |
|
R1 |
5,703.0 |
5,703.0 |
5,578.0 |
5,605.0 |
PP |
5,507.5 |
5,507.5 |
5,507.5 |
5,459.0 |
S1 |
5,350.5 |
5,350.5 |
5,513.0 |
5,253.0 |
S2 |
5,155.0 |
5,155.0 |
5,481.0 |
|
S3 |
4,802.5 |
4,998.0 |
5,448.5 |
|
S4 |
4,450.0 |
4,645.5 |
5,351.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,641.0 |
5,371.5 |
269.5 |
4.8% |
146.0 |
2.6% |
95% |
True |
False |
123,355 |
10 |
5,763.5 |
5,312.5 |
451.0 |
8.0% |
150.0 |
2.7% |
70% |
False |
False |
130,048 |
20 |
5,763.5 |
5,312.5 |
451.0 |
8.0% |
131.5 |
2.3% |
70% |
False |
False |
122,012 |
40 |
5,763.5 |
4,839.5 |
924.0 |
16.4% |
143.0 |
2.5% |
85% |
False |
False |
129,538 |
60 |
5,763.5 |
4,839.5 |
924.0 |
16.4% |
140.0 |
2.5% |
85% |
False |
False |
95,208 |
80 |
5,885.0 |
4,819.5 |
1,065.5 |
18.9% |
131.0 |
2.3% |
76% |
False |
False |
71,416 |
100 |
6,000.5 |
4,819.5 |
1,181.0 |
21.0% |
111.5 |
2.0% |
68% |
False |
False |
57,135 |
120 |
6,000.5 |
4,819.5 |
1,181.0 |
21.0% |
94.5 |
1.7% |
68% |
False |
False |
47,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,238.0 |
2.618 |
6,009.0 |
1.618 |
5,868.5 |
1.000 |
5,781.5 |
0.618 |
5,728.0 |
HIGH |
5,641.0 |
0.618 |
5,587.5 |
0.500 |
5,571.0 |
0.382 |
5,554.0 |
LOW |
5,500.5 |
0.618 |
5,413.5 |
1.000 |
5,360.0 |
1.618 |
5,273.0 |
2.618 |
5,132.5 |
4.250 |
4,903.5 |
|
|
Fisher Pivots for day following 08-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
5,608.0 |
5,594.0 |
PP |
5,589.5 |
5,562.0 |
S1 |
5,571.0 |
5,529.5 |
|