Trading Metrics calculated at close of trading on 01-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2011 |
01-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,745.9 |
1,719.9 |
-26.0 |
-1.5% |
1,643.2 |
High |
1,746.8 |
1,726.4 |
-20.4 |
-1.2% |
1,755.5 |
Low |
1,708.5 |
1,685.8 |
-22.7 |
-1.3% |
1,639.0 |
Close |
1,727.3 |
1,713.9 |
-13.4 |
-0.8% |
1,749.3 |
Range |
38.3 |
40.6 |
2.3 |
6.0% |
116.5 |
ATR |
41.9 |
41.9 |
0.0 |
-0.1% |
0.0 |
Volume |
3,697 |
4,468 |
771 |
20.9% |
21,383 |
|
Daily Pivots for day following 01-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,830.5 |
1,812.8 |
1,736.2 |
|
R3 |
1,789.9 |
1,772.2 |
1,725.1 |
|
R2 |
1,749.3 |
1,749.3 |
1,721.3 |
|
R1 |
1,731.6 |
1,731.6 |
1,717.6 |
1,720.2 |
PP |
1,708.7 |
1,708.7 |
1,708.7 |
1,703.0 |
S1 |
1,691.0 |
1,691.0 |
1,710.2 |
1,679.6 |
S2 |
1,668.1 |
1,668.1 |
1,706.5 |
|
S3 |
1,627.5 |
1,650.4 |
1,702.7 |
|
S4 |
1,586.9 |
1,609.8 |
1,691.6 |
|
|
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 |
1,685.8 |
69.7 |
4.1% |
34.4 |
2.0% |
40% |
False |
True |
5,210 |
10 |
1,755.5 |
1,607.3 |
148.2 |
8.6% |
36.2 |
2.1% |
72% |
False |
False |
4,361 |
20 |
1,755.5 |
1,599.8 |
155.7 |
9.1% |
34.9 |
2.0% |
73% |
False |
False |
3,991 |
40 |
1,890.5 |
1,543.3 |
347.2 |
20.3% |
48.3 |
2.8% |
49% |
False |
False |
3,978 |
60 |
1,925.1 |
1,543.3 |
381.8 |
22.3% |
49.7 |
2.9% |
45% |
False |
False |
3,677 |
80 |
1,925.1 |
1,543.3 |
381.8 |
22.3% |
42.8 |
2.5% |
45% |
False |
False |
3,264 |
100 |
1,925.1 |
1,482.6 |
442.5 |
25.8% |
37.3 |
2.2% |
52% |
False |
False |
2,680 |
120 |
1,925.1 |
1,477.1 |
448.0 |
26.1% |
33.1 |
1.9% |
53% |
False |
False |
2,304 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,899.0 |
2.618 |
1,832.7 |
1.618 |
1,792.1 |
1.000 |
1,767.0 |
0.618 |
1,751.5 |
HIGH |
1,726.4 |
0.618 |
1,710.9 |
0.500 |
1,706.1 |
0.382 |
1,701.3 |
LOW |
1,685.8 |
0.618 |
1,660.7 |
1.000 |
1,645.2 |
1.618 |
1,620.1 |
2.618 |
1,579.5 |
4.250 |
1,513.3 |
|
|
Fisher Pivots for day following 01-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,711.3 |
1,720.7 |
PP |
1,708.7 |
1,718.4 |
S1 |
1,706.1 |
1,716.2 |
|