Trading Metrics calculated at close of trading on 10-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2011 |
10-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,789.5 |
1,774.2 |
-15.3 |
-0.9% |
1,745.9 |
High |
1,803.1 |
1,779.2 |
-23.9 |
-1.3% |
1,771.7 |
Low |
1,768.0 |
1,739.1 |
-28.9 |
-1.6% |
1,685.8 |
Close |
1,794.1 |
1,762.0 |
-32.1 |
-1.8% |
1,758.3 |
Range |
35.1 |
40.1 |
5.0 |
14.2% |
85.9 |
ATR |
38.7 |
39.9 |
1.2 |
3.0% |
0.0 |
Volume |
16,944 |
21,436 |
4,492 |
26.5% |
30,698 |
|
Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,880.4 |
1,861.3 |
1,784.1 |
|
R3 |
1,840.3 |
1,821.2 |
1,773.0 |
|
R2 |
1,800.2 |
1,800.2 |
1,769.4 |
|
R1 |
1,781.1 |
1,781.1 |
1,765.7 |
1,770.6 |
PP |
1,760.1 |
1,760.1 |
1,760.1 |
1,754.9 |
S1 |
1,741.0 |
1,741.0 |
1,758.3 |
1,730.5 |
S2 |
1,720.0 |
1,720.0 |
1,754.6 |
|
S3 |
1,679.9 |
1,700.9 |
1,751.0 |
|
S4 |
1,639.8 |
1,660.8 |
1,739.9 |
|
|
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 |
1,739.1 |
67.5 |
3.8% |
32.2 |
1.8% |
34% |
False |
True |
16,881 |
10 |
1,806.6 |
1,685.8 |
120.8 |
6.9% |
33.4 |
1.9% |
63% |
False |
False |
11,813 |
20 |
1,806.6 |
1,607.3 |
199.3 |
11.3% |
34.8 |
2.0% |
78% |
False |
False |
7,607 |
40 |
1,832.4 |
1,543.3 |
289.1 |
16.4% |
44.3 |
2.5% |
76% |
False |
False |
5,871 |
60 |
1,925.1 |
1,543.3 |
381.8 |
21.7% |
48.6 |
2.8% |
57% |
False |
False |
4,941 |
80 |
1,925.1 |
1,543.3 |
381.8 |
21.7% |
44.1 |
2.5% |
57% |
False |
False |
4,471 |
100 |
1,925.1 |
1,482.6 |
442.5 |
25.1% |
38.8 |
2.2% |
63% |
False |
False |
3,676 |
120 |
1,925.1 |
1,482.6 |
442.5 |
25.1% |
34.1 |
1.9% |
63% |
False |
False |
3,127 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,949.6 |
2.618 |
1,884.2 |
1.618 |
1,844.1 |
1.000 |
1,819.3 |
0.618 |
1,804.0 |
HIGH |
1,779.2 |
0.618 |
1,763.9 |
0.500 |
1,759.2 |
0.382 |
1,754.4 |
LOW |
1,739.1 |
0.618 |
1,714.3 |
1.000 |
1,699.0 |
1.618 |
1,674.2 |
2.618 |
1,634.1 |
4.250 |
1,568.7 |
|
|
Fisher Pivots for day following 10-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,761.1 |
1,772.9 |
PP |
1,760.1 |
1,769.2 |
S1 |
1,759.2 |
1,765.6 |
|