Trading Metrics calculated at close of trading on 31-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2011 |
31-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,748.0 |
1,745.9 |
-2.1 |
-0.1% |
1,643.2 |
High |
1,755.5 |
1,746.8 |
-8.7 |
-0.5% |
1,755.5 |
Low |
1,735.8 |
1,708.5 |
-27.3 |
-1.6% |
1,639.0 |
Close |
1,749.3 |
1,727.3 |
-22.0 |
-1.3% |
1,749.3 |
Range |
19.7 |
38.3 |
18.6 |
94.4% |
116.5 |
ATR |
42.0 |
41.9 |
-0.1 |
-0.2% |
0.0 |
Volume |
8,670 |
3,697 |
-4,973 |
-57.4% |
21,383 |
|
Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,842.4 |
1,823.2 |
1,748.4 |
|
R3 |
1,804.1 |
1,784.9 |
1,737.8 |
|
R2 |
1,765.8 |
1,765.8 |
1,734.3 |
|
R1 |
1,746.6 |
1,746.6 |
1,730.8 |
1,737.1 |
PP |
1,727.5 |
1,727.5 |
1,727.5 |
1,722.8 |
S1 |
1,708.3 |
1,708.3 |
1,723.8 |
1,698.8 |
S2 |
1,689.2 |
1,689.2 |
1,720.3 |
|
S3 |
1,650.9 |
1,670.0 |
1,716.8 |
|
S4 |
1,612.6 |
1,631.7 |
1,706.2 |
|
|
Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,064.1 |
2,023.2 |
1,813.4 |
|
R3 |
1,947.6 |
1,906.7 |
1,781.3 |
|
R2 |
1,831.1 |
1,831.1 |
1,770.7 |
|
R1 |
1,790.2 |
1,790.2 |
1,760.0 |
1,810.7 |
PP |
1,714.6 |
1,714.6 |
1,714.6 |
1,724.8 |
S1 |
1,673.7 |
1,673.7 |
1,738.6 |
1,694.2 |
S2 |
1,598.1 |
1,598.1 |
1,727.9 |
|
S3 |
1,481.6 |
1,557.2 |
1,717.3 |
|
S4 |
1,365.1 |
1,440.7 |
1,685.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,755.5 |
1,646.8 |
108.7 |
6.3% |
39.2 |
2.3% |
74% |
False |
False |
4,736 |
10 |
1,755.5 |
1,607.3 |
148.2 |
8.6% |
37.1 |
2.1% |
81% |
False |
False |
4,129 |
20 |
1,755.5 |
1,599.4 |
156.1 |
9.0% |
37.0 |
2.1% |
82% |
False |
False |
3,850 |
40 |
1,925.1 |
1,543.3 |
381.8 |
22.1% |
48.8 |
2.8% |
48% |
False |
False |
3,900 |
60 |
1,925.1 |
1,543.3 |
381.8 |
22.1% |
49.8 |
2.9% |
48% |
False |
False |
3,707 |
80 |
1,925.1 |
1,543.3 |
381.8 |
22.1% |
42.5 |
2.5% |
48% |
False |
False |
3,215 |
100 |
1,925.1 |
1,482.6 |
442.5 |
25.6% |
37.0 |
2.1% |
55% |
False |
False |
2,636 |
120 |
1,925.1 |
1,477.1 |
448.0 |
25.9% |
33.0 |
1.9% |
56% |
False |
False |
2,270 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,909.6 |
2.618 |
1,847.1 |
1.618 |
1,808.8 |
1.000 |
1,785.1 |
0.618 |
1,770.5 |
HIGH |
1,746.8 |
0.618 |
1,732.2 |
0.500 |
1,727.7 |
0.382 |
1,723.1 |
LOW |
1,708.5 |
0.618 |
1,684.8 |
1.000 |
1,670.2 |
1.618 |
1,646.5 |
2.618 |
1,608.2 |
4.250 |
1,545.7 |
|
|
Fisher Pivots for day following 31-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,727.7 |
1,732.0 |
PP |
1,727.5 |
1,730.4 |
S1 |
1,727.4 |
1,728.9 |
|