Trading Metrics calculated at close of trading on 09-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2011 |
09-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,251.00 |
1,267.00 |
16.00 |
1.3% |
1,273.50 |
High |
1,269.00 |
1,267.25 |
-1.75 |
-0.1% |
1,273.50 |
Low |
1,243.25 |
1,217.00 |
-26.25 |
-2.1% |
1,202.50 |
Close |
1,267.25 |
1,219.75 |
-47.50 |
-3.7% |
1,245.00 |
Range |
25.75 |
50.25 |
24.50 |
95.1% |
71.00 |
ATR |
30.86 |
32.25 |
1.38 |
4.5% |
0.00 |
Volume |
945 |
5,574 |
4,629 |
489.8% |
13,214 |
|
Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,385.50 |
1,352.75 |
1,247.50 |
|
R3 |
1,335.25 |
1,302.50 |
1,233.50 |
|
R2 |
1,285.00 |
1,285.00 |
1,229.00 |
|
R1 |
1,252.25 |
1,252.25 |
1,224.25 |
1,243.50 |
PP |
1,234.75 |
1,234.75 |
1,234.75 |
1,230.25 |
S1 |
1,202.00 |
1,202.00 |
1,215.25 |
1,193.25 |
S2 |
1,184.50 |
1,184.50 |
1,210.50 |
|
S3 |
1,134.25 |
1,151.75 |
1,206.00 |
|
S4 |
1,084.00 |
1,101.50 |
1,192.00 |
|
|
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 |
4.9% |
33.75 |
2.8% |
18% |
False |
False |
3,038 |
10 |
1,283.00 |
1,202.50 |
80.50 |
6.6% |
32.50 |
2.7% |
21% |
False |
False |
2,797 |
20 |
1,283.00 |
1,179.50 |
103.50 |
8.5% |
30.50 |
2.5% |
39% |
False |
False |
2,502 |
40 |
1,283.00 |
1,062.00 |
221.00 |
18.1% |
32.50 |
2.7% |
71% |
False |
False |
1,968 |
60 |
1,283.00 |
1,062.00 |
221.00 |
18.1% |
32.75 |
2.7% |
71% |
False |
False |
1,360 |
80 |
1,335.75 |
1,062.00 |
273.75 |
22.4% |
33.75 |
2.8% |
58% |
False |
False |
1,031 |
100 |
1,342.75 |
1,062.00 |
280.75 |
23.0% |
30.50 |
2.5% |
56% |
False |
False |
829 |
120 |
1,342.75 |
1,062.00 |
280.75 |
23.0% |
26.00 |
2.1% |
56% |
False |
False |
692 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,480.75 |
2.618 |
1,398.75 |
1.618 |
1,348.50 |
1.000 |
1,317.50 |
0.618 |
1,298.25 |
HIGH |
1,267.25 |
0.618 |
1,248.00 |
0.500 |
1,242.00 |
0.382 |
1,236.25 |
LOW |
1,217.00 |
0.618 |
1,186.00 |
1.000 |
1,166.75 |
1.618 |
1,135.75 |
2.618 |
1,085.50 |
4.250 |
1,003.50 |
|
|
Fisher Pivots for day following 09-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,242.00 |
1,243.00 |
PP |
1,234.75 |
1,235.25 |
S1 |
1,227.25 |
1,227.50 |
|