Trading Metrics calculated at close of trading on 07-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2011 |
07-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,767.4 |
1,758.3 |
-9.1 |
-0.5% |
1,745.9 |
High |
1,767.4 |
1,802.0 |
34.6 |
2.0% |
1,771.7 |
Low |
1,752.0 |
1,757.6 |
5.6 |
0.3% |
1,685.8 |
Close |
1,758.3 |
1,793.5 |
35.2 |
2.0% |
1,758.3 |
Range |
15.4 |
44.4 |
29.0 |
188.3% |
85.9 |
ATR |
39.7 |
40.0 |
0.3 |
0.8% |
0.0 |
Volume |
5,641 |
3,595 |
-2,046 |
-36.3% |
30,698 |
|
Daily Pivots for day following 07-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,917.6 |
1,899.9 |
1,817.9 |
|
R3 |
1,873.2 |
1,855.5 |
1,805.7 |
|
R2 |
1,828.8 |
1,828.8 |
1,801.6 |
|
R1 |
1,811.1 |
1,811.1 |
1,797.6 |
1,820.0 |
PP |
1,784.4 |
1,784.4 |
1,784.4 |
1,788.8 |
S1 |
1,766.7 |
1,766.7 |
1,789.4 |
1,775.6 |
S2 |
1,740.0 |
1,740.0 |
1,785.4 |
|
S3 |
1,695.6 |
1,722.3 |
1,781.3 |
|
S4 |
1,651.2 |
1,677.9 |
1,769.1 |
|
|
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 |
1,802.0 |
1,685.8 |
116.2 |
6.5% |
34.9 |
1.9% |
93% |
True |
False |
6,119 |
10 |
1,802.0 |
1,646.8 |
155.2 |
8.7% |
37.1 |
2.1% |
95% |
True |
False |
5,428 |
20 |
1,802.0 |
1,607.3 |
194.7 |
10.9% |
34.3 |
1.9% |
96% |
True |
False |
4,277 |
40 |
1,849.7 |
1,543.3 |
306.4 |
17.1% |
45.1 |
2.5% |
82% |
False |
False |
4,260 |
60 |
1,925.1 |
1,543.3 |
381.8 |
21.3% |
48.1 |
2.7% |
66% |
False |
False |
3,769 |
80 |
1,925.1 |
1,543.3 |
381.8 |
21.3% |
43.5 |
2.4% |
66% |
False |
False |
3,549 |
100 |
1,925.1 |
1,482.6 |
442.5 |
24.7% |
38.1 |
2.1% |
70% |
False |
False |
2,929 |
120 |
1,925.1 |
1,482.6 |
442.5 |
24.7% |
33.7 |
1.9% |
70% |
False |
False |
2,513 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,990.7 |
2.618 |
1,918.2 |
1.618 |
1,873.8 |
1.000 |
1,846.4 |
0.618 |
1,829.4 |
HIGH |
1,802.0 |
0.618 |
1,785.0 |
0.500 |
1,779.8 |
0.382 |
1,774.6 |
LOW |
1,757.6 |
0.618 |
1,730.2 |
1.000 |
1,713.2 |
1.618 |
1,685.8 |
2.618 |
1,641.4 |
4.250 |
1,568.9 |
|
|
Fisher Pivots for day following 07-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,788.9 |
1,783.7 |
PP |
1,784.4 |
1,774.0 |
S1 |
1,779.8 |
1,764.2 |
|