Trading Metrics calculated at close of trading on 01-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2011 |
01-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,273.50 |
1,239.00 |
-34.50 |
-2.7% |
1,221.00 |
High |
1,273.50 |
1,241.50 |
-32.00 |
-2.5% |
1,283.00 |
Low |
1,239.75 |
1,202.50 |
-37.25 |
-3.0% |
1,210.75 |
Close |
1,243.25 |
1,218.50 |
-24.75 |
-2.0% |
1,275.00 |
Range |
33.75 |
39.00 |
5.25 |
15.6% |
72.25 |
ATR |
31.52 |
32.18 |
0.66 |
2.1% |
0.00 |
Volume |
2,994 |
1,112 |
-1,882 |
-62.9% |
10,844 |
|
Daily Pivots for day following 01-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,337.75 |
1,317.25 |
1,240.00 |
|
R3 |
1,298.75 |
1,278.25 |
1,229.25 |
|
R2 |
1,259.75 |
1,259.75 |
1,225.75 |
|
R1 |
1,239.25 |
1,239.25 |
1,222.00 |
1,230.00 |
PP |
1,220.75 |
1,220.75 |
1,220.75 |
1,216.25 |
S1 |
1,200.25 |
1,200.25 |
1,215.00 |
1,191.00 |
S2 |
1,181.75 |
1,181.75 |
1,211.25 |
|
S3 |
1,142.75 |
1,161.25 |
1,207.75 |
|
S4 |
1,103.75 |
1,122.25 |
1,197.00 |
|
|
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 |
1,202.50 |
80.50 |
6.6% |
31.75 |
2.6% |
20% |
False |
True |
2,542 |
10 |
1,283.00 |
1,186.50 |
96.50 |
7.9% |
29.25 |
2.4% |
33% |
False |
False |
2,124 |
20 |
1,283.00 |
1,100.50 |
182.50 |
15.0% |
29.75 |
2.4% |
65% |
False |
False |
2,206 |
40 |
1,283.00 |
1,062.00 |
221.00 |
18.1% |
33.00 |
2.7% |
71% |
False |
False |
1,540 |
60 |
1,283.00 |
1,062.00 |
221.00 |
18.1% |
34.50 |
2.8% |
71% |
False |
False |
1,070 |
80 |
1,335.75 |
1,062.00 |
273.75 |
22.5% |
32.75 |
2.7% |
57% |
False |
False |
810 |
100 |
1,342.75 |
1,062.00 |
280.75 |
23.0% |
29.25 |
2.4% |
56% |
False |
False |
652 |
120 |
1,342.75 |
1,062.00 |
280.75 |
23.0% |
24.50 |
2.0% |
56% |
False |
False |
543 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,407.25 |
2.618 |
1,343.50 |
1.618 |
1,304.50 |
1.000 |
1,280.50 |
0.618 |
1,265.50 |
HIGH |
1,241.50 |
0.618 |
1,226.50 |
0.500 |
1,222.00 |
0.382 |
1,217.50 |
LOW |
1,202.50 |
0.618 |
1,178.50 |
1.000 |
1,163.50 |
1.618 |
1,139.50 |
2.618 |
1,100.50 |
4.250 |
1,036.75 |
|
|
Fisher Pivots for day following 01-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,222.00 |
1,240.00 |
PP |
1,220.75 |
1,233.00 |
S1 |
1,219.75 |
1,225.75 |
|