Trading Metrics calculated at close of trading on 08-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2011 |
08-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,245.00 |
1,251.00 |
6.00 |
0.5% |
1,273.50 |
High |
1,252.50 |
1,269.00 |
16.50 |
1.3% |
1,273.50 |
Low |
1,227.00 |
1,243.25 |
16.25 |
1.3% |
1,202.50 |
Close |
1,251.50 |
1,267.25 |
15.75 |
1.3% |
1,245.00 |
Range |
25.50 |
25.75 |
0.25 |
1.0% |
71.00 |
ATR |
31.26 |
30.86 |
-0.39 |
-1.3% |
0.00 |
Volume |
2,226 |
945 |
-1,281 |
-57.5% |
13,214 |
|
Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,337.00 |
1,328.00 |
1,281.50 |
|
R3 |
1,311.25 |
1,302.25 |
1,274.25 |
|
R2 |
1,285.50 |
1,285.50 |
1,272.00 |
|
R1 |
1,276.50 |
1,276.50 |
1,269.50 |
1,281.00 |
PP |
1,259.75 |
1,259.75 |
1,259.75 |
1,262.00 |
S1 |
1,250.75 |
1,250.75 |
1,265.00 |
1,255.25 |
S2 |
1,234.00 |
1,234.00 |
1,262.50 |
|
S3 |
1,208.25 |
1,225.00 |
1,260.25 |
|
S4 |
1,182.50 |
1,199.25 |
1,253.00 |
|
|
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 |
1,269.00 |
1,209.00 |
60.00 |
4.7% |
28.00 |
2.2% |
97% |
True |
False |
2,455 |
10 |
1,283.00 |
1,202.50 |
80.50 |
6.4% |
30.00 |
2.4% |
80% |
False |
False |
2,499 |
20 |
1,283.00 |
1,175.00 |
108.00 |
8.5% |
29.75 |
2.3% |
85% |
False |
False |
2,274 |
40 |
1,283.00 |
1,062.00 |
221.00 |
17.4% |
32.50 |
2.6% |
93% |
False |
False |
1,832 |
60 |
1,283.00 |
1,062.00 |
221.00 |
17.4% |
32.00 |
2.5% |
93% |
False |
False |
1,267 |
80 |
1,335.75 |
1,062.00 |
273.75 |
21.6% |
33.50 |
2.6% |
75% |
False |
False |
961 |
100 |
1,342.75 |
1,062.00 |
280.75 |
22.2% |
30.00 |
2.4% |
73% |
False |
False |
774 |
120 |
1,342.75 |
1,062.00 |
280.75 |
22.2% |
25.75 |
2.0% |
73% |
False |
False |
646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,378.50 |
2.618 |
1,336.50 |
1.618 |
1,310.75 |
1.000 |
1,294.75 |
0.618 |
1,285.00 |
HIGH |
1,269.00 |
0.618 |
1,259.25 |
0.500 |
1,256.00 |
0.382 |
1,253.00 |
LOW |
1,243.25 |
0.618 |
1,227.25 |
1.000 |
1,217.50 |
1.618 |
1,201.50 |
2.618 |
1,175.75 |
4.250 |
1,133.75 |
|
|
Fisher Pivots for day following 08-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,263.50 |
1,260.75 |
PP |
1,259.75 |
1,254.50 |
S1 |
1,256.00 |
1,248.00 |
|