Trading Metrics calculated at close of trading on 09-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2011 |
09-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,798.1 |
1,789.5 |
-8.6 |
-0.5% |
1,745.9 |
High |
1,806.6 |
1,803.1 |
-3.5 |
-0.2% |
1,771.7 |
Low |
1,780.8 |
1,768.0 |
-12.8 |
-0.7% |
1,685.8 |
Close |
1,801.7 |
1,794.1 |
-7.6 |
-0.4% |
1,758.3 |
Range |
25.8 |
35.1 |
9.3 |
36.0% |
85.9 |
ATR |
39.0 |
38.7 |
-0.3 |
-0.7% |
0.0 |
Volume |
36,791 |
16,944 |
-19,847 |
-53.9% |
30,698 |
|
Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,893.7 |
1,879.0 |
1,813.4 |
|
R3 |
1,858.6 |
1,843.9 |
1,803.8 |
|
R2 |
1,823.5 |
1,823.5 |
1,800.5 |
|
R1 |
1,808.8 |
1,808.8 |
1,797.3 |
1,816.2 |
PP |
1,788.4 |
1,788.4 |
1,788.4 |
1,792.1 |
S1 |
1,773.7 |
1,773.7 |
1,790.9 |
1,781.1 |
S2 |
1,753.3 |
1,753.3 |
1,787.7 |
|
S3 |
1,718.2 |
1,738.6 |
1,784.4 |
|
S4 |
1,683.1 |
1,703.5 |
1,774.8 |
|
|
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 |
1,806.6 |
1,726.4 |
80.2 |
4.5% |
33.2 |
1.9% |
84% |
False |
False |
14,396 |
10 |
1,806.6 |
1,685.8 |
120.8 |
6.7% |
33.7 |
1.9% |
90% |
False |
False |
10,158 |
20 |
1,806.6 |
1,607.3 |
199.3 |
11.1% |
34.3 |
1.9% |
94% |
False |
False |
6,673 |
40 |
1,832.4 |
1,543.3 |
289.1 |
16.1% |
44.6 |
2.5% |
87% |
False |
False |
5,427 |
60 |
1,925.1 |
1,543.3 |
381.8 |
21.3% |
48.1 |
2.7% |
66% |
False |
False |
4,620 |
80 |
1,925.1 |
1,543.3 |
381.8 |
21.3% |
43.8 |
2.4% |
66% |
False |
False |
4,208 |
100 |
1,925.1 |
1,482.6 |
442.5 |
24.7% |
38.5 |
2.1% |
70% |
False |
False |
3,463 |
120 |
1,925.1 |
1,482.6 |
442.5 |
24.7% |
33.9 |
1.9% |
70% |
False |
False |
2,949 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,952.3 |
2.618 |
1,895.0 |
1.618 |
1,859.9 |
1.000 |
1,838.2 |
0.618 |
1,824.8 |
HIGH |
1,803.1 |
0.618 |
1,789.7 |
0.500 |
1,785.6 |
0.382 |
1,781.4 |
LOW |
1,768.0 |
0.618 |
1,746.3 |
1.000 |
1,732.9 |
1.618 |
1,711.2 |
2.618 |
1,676.1 |
4.250 |
1,618.8 |
|
|
Fisher Pivots for day following 09-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,791.3 |
1,790.1 |
PP |
1,788.4 |
1,786.1 |
S1 |
1,785.6 |
1,782.1 |
|