Trading Metrics calculated at close of trading on 31-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2011 |
31-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,276.50 |
1,273.50 |
-3.00 |
-0.2% |
1,221.00 |
High |
1,277.75 |
1,273.50 |
-4.25 |
-0.3% |
1,283.00 |
Low |
1,267.25 |
1,239.75 |
-27.50 |
-2.2% |
1,210.75 |
Close |
1,275.00 |
1,243.25 |
-31.75 |
-2.5% |
1,275.00 |
Range |
10.50 |
33.75 |
23.25 |
221.4% |
72.25 |
ATR |
31.23 |
31.52 |
0.29 |
0.9% |
0.00 |
Volume |
3,814 |
2,994 |
-820 |
-21.5% |
10,844 |
|
Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,353.50 |
1,332.00 |
1,261.75 |
|
R3 |
1,319.75 |
1,298.25 |
1,252.50 |
|
R2 |
1,286.00 |
1,286.00 |
1,249.50 |
|
R1 |
1,264.50 |
1,264.50 |
1,246.25 |
1,258.50 |
PP |
1,252.25 |
1,252.25 |
1,252.25 |
1,249.00 |
S1 |
1,230.75 |
1,230.75 |
1,240.25 |
1,224.50 |
S2 |
1,218.50 |
1,218.50 |
1,237.00 |
|
S3 |
1,184.75 |
1,197.00 |
1,234.00 |
|
S4 |
1,151.00 |
1,163.25 |
1,224.75 |
|
|
Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,473.00 |
1,446.25 |
1,314.75 |
|
R3 |
1,400.75 |
1,374.00 |
1,294.75 |
|
R2 |
1,328.50 |
1,328.50 |
1,288.25 |
|
R1 |
1,301.75 |
1,301.75 |
1,281.50 |
1,315.00 |
PP |
1,256.25 |
1,256.25 |
1,256.25 |
1,263.00 |
S1 |
1,229.50 |
1,229.50 |
1,268.50 |
1,243.00 |
S2 |
1,184.00 |
1,184.00 |
1,261.75 |
|
S3 |
1,111.75 |
1,157.25 |
1,255.25 |
|
S4 |
1,039.50 |
1,085.00 |
1,235.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,283.00 |
1,210.75 |
72.25 |
5.8% |
30.50 |
2.4% |
45% |
False |
False |
2,568 |
10 |
1,283.00 |
1,179.75 |
103.25 |
8.3% |
29.75 |
2.4% |
62% |
False |
False |
2,487 |
20 |
1,283.00 |
1,062.00 |
221.00 |
17.8% |
30.25 |
2.4% |
82% |
False |
False |
2,232 |
40 |
1,283.00 |
1,062.00 |
221.00 |
17.8% |
32.75 |
2.6% |
82% |
False |
False |
1,514 |
60 |
1,283.00 |
1,062.00 |
221.00 |
17.8% |
35.25 |
2.8% |
82% |
False |
False |
1,055 |
80 |
1,335.75 |
1,062.00 |
273.75 |
22.0% |
32.50 |
2.6% |
66% |
False |
False |
797 |
100 |
1,342.75 |
1,062.00 |
280.75 |
22.6% |
28.75 |
2.3% |
65% |
False |
False |
640 |
120 |
1,342.75 |
1,062.00 |
280.75 |
22.6% |
24.25 |
2.0% |
65% |
False |
False |
534 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,417.00 |
2.618 |
1,361.75 |
1.618 |
1,328.00 |
1.000 |
1,307.25 |
0.618 |
1,294.25 |
HIGH |
1,273.50 |
0.618 |
1,260.50 |
0.500 |
1,256.50 |
0.382 |
1,252.75 |
LOW |
1,239.75 |
0.618 |
1,219.00 |
1.000 |
1,206.00 |
1.618 |
1,185.25 |
2.618 |
1,151.50 |
4.250 |
1,096.25 |
|
|
Fisher Pivots for day following 31-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1,256.50 |
1,257.50 |
PP |
1,252.25 |
1,252.75 |
S1 |
1,247.75 |
1,248.00 |
|