Trading Metrics calculated at close of trading on 04-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2011 |
04-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,740.9 |
1,767.4 |
26.5 |
1.5% |
1,745.9 |
High |
1,771.7 |
1,767.4 |
-4.3 |
-0.2% |
1,771.7 |
Low |
1,726.4 |
1,752.0 |
25.6 |
1.5% |
1,685.8 |
Close |
1,767.2 |
1,758.3 |
-8.9 |
-0.5% |
1,758.3 |
Range |
45.3 |
15.4 |
-29.9 |
-66.0% |
85.9 |
ATR |
41.6 |
39.7 |
-1.9 |
-4.5% |
0.0 |
Volume |
9,012 |
5,641 |
-3,371 |
-37.4% |
30,698 |
|
Daily Pivots for day following 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,805.4 |
1,797.3 |
1,766.8 |
|
R3 |
1,790.0 |
1,781.9 |
1,762.5 |
|
R2 |
1,774.6 |
1,774.6 |
1,761.1 |
|
R1 |
1,766.5 |
1,766.5 |
1,759.7 |
1,762.9 |
PP |
1,759.2 |
1,759.2 |
1,759.2 |
1,757.4 |
S1 |
1,751.1 |
1,751.1 |
1,756.9 |
1,747.5 |
S2 |
1,743.8 |
1,743.8 |
1,755.5 |
|
S3 |
1,728.4 |
1,735.7 |
1,754.1 |
|
S4 |
1,713.0 |
1,720.3 |
1,749.8 |
|
|
Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,996.3 |
1,963.2 |
1,805.5 |
|
R3 |
1,910.4 |
1,877.3 |
1,781.9 |
|
R2 |
1,824.5 |
1,824.5 |
1,774.0 |
|
R1 |
1,791.4 |
1,791.4 |
1,766.2 |
1,808.0 |
PP |
1,738.6 |
1,738.6 |
1,738.6 |
1,746.9 |
S1 |
1,705.5 |
1,705.5 |
1,750.4 |
1,722.1 |
S2 |
1,652.7 |
1,652.7 |
1,742.6 |
|
S3 |
1,566.8 |
1,619.6 |
1,734.7 |
|
S4 |
1,480.9 |
1,533.7 |
1,711.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,771.7 |
1,685.8 |
85.9 |
4.9% |
33.7 |
1.9% |
84% |
False |
False |
6,139 |
10 |
1,771.7 |
1,639.0 |
132.7 |
7.5% |
35.2 |
2.0% |
90% |
False |
False |
5,208 |
20 |
1,771.7 |
1,607.3 |
164.4 |
9.3% |
33.9 |
1.9% |
92% |
False |
False |
4,364 |
40 |
1,867.0 |
1,543.3 |
323.7 |
18.4% |
45.5 |
2.6% |
66% |
False |
False |
4,277 |
60 |
1,925.1 |
1,543.3 |
381.8 |
21.7% |
48.1 |
2.7% |
56% |
False |
False |
3,768 |
80 |
1,925.1 |
1,543.3 |
381.8 |
21.7% |
43.2 |
2.5% |
56% |
False |
False |
3,511 |
100 |
1,925.1 |
1,482.6 |
442.5 |
25.2% |
37.8 |
2.1% |
62% |
False |
False |
2,895 |
120 |
1,925.1 |
1,482.6 |
442.5 |
25.2% |
33.4 |
1.9% |
62% |
False |
False |
2,485 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,832.9 |
2.618 |
1,807.7 |
1.618 |
1,792.3 |
1.000 |
1,782.8 |
0.618 |
1,776.9 |
HIGH |
1,767.4 |
0.618 |
1,761.5 |
0.500 |
1,759.7 |
0.382 |
1,757.9 |
LOW |
1,752.0 |
0.618 |
1,742.5 |
1.000 |
1,736.6 |
1.618 |
1,727.1 |
2.618 |
1,711.7 |
4.250 |
1,686.6 |
|
|
Fisher Pivots for day following 04-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,759.7 |
1,753.9 |
PP |
1,759.2 |
1,749.5 |
S1 |
1,758.8 |
1,745.1 |
|