Trading Metrics calculated at close of trading on 04-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2011 |
04-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,228.50 |
1,250.50 |
22.00 |
1.8% |
1,273.50 |
High |
1,253.50 |
1,252.25 |
-1.25 |
-0.1% |
1,273.50 |
Low |
1,209.00 |
1,229.00 |
20.00 |
1.7% |
1,202.50 |
Close |
1,249.75 |
1,245.00 |
-4.75 |
-0.4% |
1,245.00 |
Range |
44.50 |
23.25 |
-21.25 |
-47.8% |
71.00 |
ATR |
32.35 |
31.70 |
-0.65 |
-2.0% |
0.00 |
Volume |
2,285 |
4,161 |
1,876 |
82.1% |
13,214 |
|
Daily Pivots for day following 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,311.75 |
1,301.75 |
1,257.75 |
|
R3 |
1,288.50 |
1,278.50 |
1,251.50 |
|
R2 |
1,265.25 |
1,265.25 |
1,249.25 |
|
R1 |
1,255.25 |
1,255.25 |
1,247.25 |
1,248.50 |
PP |
1,242.00 |
1,242.00 |
1,242.00 |
1,238.75 |
S1 |
1,232.00 |
1,232.00 |
1,242.75 |
1,225.50 |
S2 |
1,218.75 |
1,218.75 |
1,240.75 |
|
S3 |
1,195.50 |
1,208.75 |
1,238.50 |
|
S4 |
1,172.25 |
1,185.50 |
1,232.25 |
|
|
Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,453.25 |
1,420.25 |
1,284.00 |
|
R3 |
1,382.25 |
1,349.25 |
1,264.50 |
|
R2 |
1,311.25 |
1,311.25 |
1,258.00 |
|
R1 |
1,278.25 |
1,278.25 |
1,251.50 |
1,259.25 |
PP |
1,240.25 |
1,240.25 |
1,240.25 |
1,231.00 |
S1 |
1,207.25 |
1,207.25 |
1,238.50 |
1,188.25 |
S2 |
1,169.25 |
1,169.25 |
1,232.00 |
|
S3 |
1,098.25 |
1,136.25 |
1,225.50 |
|
S4 |
1,027.25 |
1,065.25 |
1,206.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,273.50 |
1,202.50 |
71.00 |
5.7% |
32.50 |
2.6% |
60% |
False |
False |
2,642 |
10 |
1,283.00 |
1,202.50 |
80.50 |
6.5% |
30.50 |
2.5% |
53% |
False |
False |
2,405 |
20 |
1,283.00 |
1,150.50 |
132.50 |
10.6% |
29.50 |
2.4% |
71% |
False |
False |
2,271 |
40 |
1,283.00 |
1,062.00 |
221.00 |
17.8% |
32.75 |
2.6% |
83% |
False |
False |
1,762 |
60 |
1,283.00 |
1,062.00 |
221.00 |
17.8% |
32.00 |
2.6% |
83% |
False |
False |
1,216 |
80 |
1,335.75 |
1,062.00 |
273.75 |
22.0% |
33.25 |
2.7% |
67% |
False |
False |
923 |
100 |
1,342.75 |
1,062.00 |
280.75 |
22.6% |
30.00 |
2.4% |
65% |
False |
False |
742 |
120 |
1,342.75 |
1,062.00 |
280.75 |
22.6% |
25.25 |
2.0% |
65% |
False |
False |
619 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,351.00 |
2.618 |
1,313.00 |
1.618 |
1,289.75 |
1.000 |
1,275.50 |
0.618 |
1,266.50 |
HIGH |
1,252.25 |
0.618 |
1,243.25 |
0.500 |
1,240.50 |
0.382 |
1,238.00 |
LOW |
1,229.00 |
0.618 |
1,214.75 |
1.000 |
1,205.75 |
1.618 |
1,191.50 |
2.618 |
1,168.25 |
4.250 |
1,130.25 |
|
|
Fisher Pivots for day following 04-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,243.50 |
1,240.50 |
PP |
1,242.00 |
1,235.75 |
S1 |
1,240.50 |
1,231.25 |
|