Trading Metrics calculated at close of trading on 03-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2011 |
03-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,217.00 |
1,228.50 |
11.50 |
0.9% |
1,221.00 |
High |
1,232.50 |
1,253.50 |
21.00 |
1.7% |
1,283.00 |
Low |
1,211.00 |
1,209.00 |
-2.00 |
-0.2% |
1,210.75 |
Close |
1,228.25 |
1,249.75 |
21.50 |
1.8% |
1,275.00 |
Range |
21.50 |
44.50 |
23.00 |
107.0% |
72.25 |
ATR |
31.41 |
32.35 |
0.93 |
3.0% |
0.00 |
Volume |
2,662 |
2,285 |
-377 |
-14.2% |
10,844 |
|
Daily Pivots for day following 03-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,371.00 |
1,354.75 |
1,274.25 |
|
R3 |
1,326.50 |
1,310.25 |
1,262.00 |
|
R2 |
1,282.00 |
1,282.00 |
1,258.00 |
|
R1 |
1,265.75 |
1,265.75 |
1,253.75 |
1,274.00 |
PP |
1,237.50 |
1,237.50 |
1,237.50 |
1,241.50 |
S1 |
1,221.25 |
1,221.25 |
1,245.75 |
1,229.50 |
S2 |
1,193.00 |
1,193.00 |
1,241.50 |
|
S3 |
1,148.50 |
1,176.75 |
1,237.50 |
|
S4 |
1,104.00 |
1,132.25 |
1,225.25 |
|
|
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 |
1,277.75 |
1,202.50 |
75.25 |
6.0% |
29.75 |
2.4% |
63% |
False |
False |
2,573 |
10 |
1,283.00 |
1,202.50 |
80.50 |
6.4% |
31.00 |
2.5% |
59% |
False |
False |
2,132 |
20 |
1,283.00 |
1,138.75 |
144.25 |
11.5% |
29.75 |
2.4% |
77% |
False |
False |
2,131 |
40 |
1,283.00 |
1,062.00 |
221.00 |
17.7% |
33.25 |
2.7% |
85% |
False |
False |
1,659 |
60 |
1,283.00 |
1,062.00 |
221.00 |
17.7% |
33.00 |
2.6% |
85% |
False |
False |
1,146 |
80 |
1,335.75 |
1,062.00 |
273.75 |
21.9% |
33.00 |
2.6% |
69% |
False |
False |
871 |
100 |
1,342.75 |
1,062.00 |
280.75 |
22.5% |
29.75 |
2.4% |
67% |
False |
False |
701 |
120 |
1,342.75 |
1,062.00 |
280.75 |
22.5% |
25.25 |
2.0% |
67% |
False |
False |
585 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,442.50 |
2.618 |
1,370.00 |
1.618 |
1,325.50 |
1.000 |
1,298.00 |
0.618 |
1,281.00 |
HIGH |
1,253.50 |
0.618 |
1,236.50 |
0.500 |
1,231.25 |
0.382 |
1,226.00 |
LOW |
1,209.00 |
0.618 |
1,181.50 |
1.000 |
1,164.50 |
1.618 |
1,137.00 |
2.618 |
1,092.50 |
4.250 |
1,020.00 |
|
|
Fisher Pivots for day following 03-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,243.50 |
1,242.50 |
PP |
1,237.50 |
1,235.25 |
S1 |
1,231.25 |
1,228.00 |
|