Trading Metrics calculated at close of trading on 10-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2011 |
10-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,267.00 |
1,220.00 |
-47.00 |
-3.7% |
1,273.50 |
High |
1,267.25 |
1,239.00 |
-28.25 |
-2.2% |
1,273.50 |
Low |
1,217.00 |
1,212.50 |
-4.50 |
-0.4% |
1,202.50 |
Close |
1,219.75 |
1,231.50 |
11.75 |
1.0% |
1,245.00 |
Range |
50.25 |
26.50 |
-23.75 |
-47.3% |
71.00 |
ATR |
32.25 |
31.84 |
-0.41 |
-1.3% |
0.00 |
Volume |
5,574 |
3,405 |
-2,169 |
-38.9% |
13,214 |
|
Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,307.25 |
1,295.75 |
1,246.00 |
|
R3 |
1,280.75 |
1,269.25 |
1,238.75 |
|
R2 |
1,254.25 |
1,254.25 |
1,236.25 |
|
R1 |
1,242.75 |
1,242.75 |
1,234.00 |
1,248.50 |
PP |
1,227.75 |
1,227.75 |
1,227.75 |
1,230.50 |
S1 |
1,216.25 |
1,216.25 |
1,229.00 |
1,222.00 |
S2 |
1,201.25 |
1,201.25 |
1,226.75 |
|
S3 |
1,174.75 |
1,189.75 |
1,224.25 |
|
S4 |
1,148.25 |
1,163.25 |
1,217.00 |
|
|
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 |
1,212.50 |
56.50 |
4.6% |
30.25 |
2.5% |
34% |
False |
True |
3,262 |
10 |
1,277.75 |
1,202.50 |
75.25 |
6.1% |
30.00 |
2.4% |
39% |
False |
False |
2,917 |
20 |
1,283.00 |
1,179.75 |
103.25 |
8.4% |
31.00 |
2.5% |
50% |
False |
False |
2,591 |
40 |
1,283.00 |
1,062.00 |
221.00 |
17.9% |
32.50 |
2.6% |
77% |
False |
False |
2,033 |
60 |
1,283.00 |
1,062.00 |
221.00 |
17.9% |
32.75 |
2.7% |
77% |
False |
False |
1,417 |
80 |
1,335.75 |
1,062.00 |
273.75 |
22.2% |
34.00 |
2.8% |
62% |
False |
False |
1,074 |
100 |
1,342.75 |
1,062.00 |
280.75 |
22.8% |
30.50 |
2.5% |
60% |
False |
False |
863 |
120 |
1,342.75 |
1,062.00 |
280.75 |
22.8% |
26.25 |
2.1% |
60% |
False |
False |
720 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,351.50 |
2.618 |
1,308.50 |
1.618 |
1,282.00 |
1.000 |
1,265.50 |
0.618 |
1,255.50 |
HIGH |
1,239.00 |
0.618 |
1,229.00 |
0.500 |
1,225.75 |
0.382 |
1,222.50 |
LOW |
1,212.50 |
0.618 |
1,196.00 |
1.000 |
1,186.00 |
1.618 |
1,169.50 |
2.618 |
1,143.00 |
4.250 |
1,100.00 |
|
|
Fisher Pivots for day following 10-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,229.50 |
1,240.75 |
PP |
1,227.75 |
1,237.75 |
S1 |
1,225.75 |
1,234.50 |
|