Trading Metrics calculated at close of trading on 07-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2011 |
07-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,250.50 |
1,245.00 |
-5.50 |
-0.4% |
1,273.50 |
High |
1,252.25 |
1,252.50 |
0.25 |
0.0% |
1,273.50 |
Low |
1,229.00 |
1,227.00 |
-2.00 |
-0.2% |
1,202.50 |
Close |
1,245.00 |
1,251.50 |
6.50 |
0.5% |
1,245.00 |
Range |
23.25 |
25.50 |
2.25 |
9.7% |
71.00 |
ATR |
31.70 |
31.26 |
-0.44 |
-1.4% |
0.00 |
Volume |
4,161 |
2,226 |
-1,935 |
-46.5% |
13,214 |
|
Daily Pivots for day following 07-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,320.25 |
1,311.25 |
1,265.50 |
|
R3 |
1,294.75 |
1,285.75 |
1,258.50 |
|
R2 |
1,269.25 |
1,269.25 |
1,256.25 |
|
R1 |
1,260.25 |
1,260.25 |
1,253.75 |
1,264.75 |
PP |
1,243.75 |
1,243.75 |
1,243.75 |
1,246.00 |
S1 |
1,234.75 |
1,234.75 |
1,249.25 |
1,239.25 |
S2 |
1,218.25 |
1,218.25 |
1,246.75 |
|
S3 |
1,192.75 |
1,209.25 |
1,244.50 |
|
S4 |
1,167.25 |
1,183.75 |
1,237.50 |
|
|
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 |
1,253.50 |
1,202.50 |
51.00 |
4.1% |
30.75 |
2.5% |
96% |
False |
False |
2,489 |
10 |
1,283.00 |
1,202.50 |
80.50 |
6.4% |
30.50 |
2.4% |
61% |
False |
False |
2,529 |
20 |
1,283.00 |
1,175.00 |
108.00 |
8.6% |
29.00 |
2.3% |
71% |
False |
False |
2,282 |
40 |
1,283.00 |
1,062.00 |
221.00 |
17.7% |
32.50 |
2.6% |
86% |
False |
False |
1,816 |
60 |
1,283.00 |
1,062.00 |
221.00 |
17.7% |
32.00 |
2.5% |
86% |
False |
False |
1,252 |
80 |
1,335.75 |
1,062.00 |
273.75 |
21.9% |
33.25 |
2.7% |
69% |
False |
False |
951 |
100 |
1,342.75 |
1,062.00 |
280.75 |
22.4% |
30.00 |
2.4% |
67% |
False |
False |
765 |
120 |
1,342.75 |
1,062.00 |
280.75 |
22.4% |
25.50 |
2.0% |
67% |
False |
False |
638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,361.00 |
2.618 |
1,319.25 |
1.618 |
1,293.75 |
1.000 |
1,278.00 |
0.618 |
1,268.25 |
HIGH |
1,252.50 |
0.618 |
1,242.75 |
0.500 |
1,239.75 |
0.382 |
1,236.75 |
LOW |
1,227.00 |
0.618 |
1,211.25 |
1.000 |
1,201.50 |
1.618 |
1,185.75 |
2.618 |
1,160.25 |
4.250 |
1,118.50 |
|
|
Fisher Pivots for day following 07-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,247.50 |
1,244.75 |
PP |
1,243.75 |
1,238.00 |
S1 |
1,239.75 |
1,231.25 |
|