Trading Metrics calculated at close of trading on 31-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2011 |
31-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
12,207.34 |
12,229.22 |
21.88 |
0.2% |
11,807.96 |
High |
12,251.92 |
12,229.29 |
-22.63 |
-0.2% |
12,284.31 |
Low |
12,164.24 |
11,954.41 |
-209.83 |
-1.7% |
11,682.52 |
Close |
12,231.11 |
11,955.01 |
-276.10 |
-2.3% |
12,231.11 |
Range |
87.68 |
274.88 |
187.20 |
213.5% |
601.79 |
ATR |
237.38 |
240.19 |
2.81 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,870.88 |
12,687.82 |
12,106.19 |
|
R3 |
12,596.00 |
12,412.94 |
12,030.60 |
|
R2 |
12,321.12 |
12,321.12 |
12,005.40 |
|
R1 |
12,138.06 |
12,138.06 |
11,980.21 |
12,092.15 |
PP |
12,046.24 |
12,046.24 |
12,046.24 |
12,023.28 |
S1 |
11,863.18 |
11,863.18 |
11,929.81 |
11,817.27 |
S2 |
11,771.36 |
11,771.36 |
11,904.62 |
|
S3 |
11,496.48 |
11,588.30 |
11,879.42 |
|
S4 |
11,221.60 |
11,313.42 |
11,803.83 |
|
|
Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,871.35 |
13,653.02 |
12,562.09 |
|
R3 |
13,269.56 |
13,051.23 |
12,396.60 |
|
R2 |
12,667.77 |
12,667.77 |
12,341.44 |
|
R1 |
12,449.44 |
12,449.44 |
12,286.27 |
12,558.61 |
PP |
12,065.98 |
12,065.98 |
12,065.98 |
12,120.56 |
S1 |
11,847.65 |
11,847.65 |
12,175.95 |
11,956.82 |
S2 |
11,464.19 |
11,464.19 |
12,120.78 |
|
S3 |
10,862.40 |
11,245.86 |
12,065.62 |
|
S4 |
10,260.61 |
10,644.07 |
11,900.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,284.31 |
11,682.52 |
601.79 |
5.0% |
240.40 |
2.0% |
45% |
False |
False |
|
10 |
12,284.31 |
11,296.12 |
988.19 |
8.3% |
231.79 |
1.9% |
67% |
False |
False |
|
20 |
12,284.31 |
10,404.49 |
1,879.82 |
15.7% |
229.94 |
1.9% |
82% |
False |
False |
|
40 |
12,284.31 |
10,404.49 |
1,879.82 |
15.7% |
252.15 |
2.1% |
82% |
False |
False |
|
60 |
12,284.31 |
10,404.49 |
1,879.82 |
15.7% |
277.67 |
2.3% |
82% |
False |
False |
|
80 |
12,751.43 |
10,404.49 |
2,346.94 |
19.6% |
257.57 |
2.2% |
66% |
False |
False |
|
100 |
12,753.89 |
10,404.49 |
2,349.40 |
19.7% |
234.47 |
2.0% |
66% |
False |
False |
|
120 |
12,753.89 |
10,404.49 |
2,349.40 |
19.7% |
217.44 |
1.8% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,397.53 |
2.618 |
12,948.93 |
1.618 |
12,674.05 |
1.000 |
12,504.17 |
0.618 |
12,399.17 |
HIGH |
12,229.29 |
0.618 |
12,124.29 |
0.500 |
12,091.85 |
0.382 |
12,059.41 |
LOW |
11,954.41 |
0.618 |
11,784.53 |
1.000 |
11,679.53 |
1.618 |
11,509.65 |
2.618 |
11,234.77 |
4.250 |
10,786.17 |
|
|
Fisher Pivots for day following 31-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
12,091.85 |
12,078.19 |
PP |
12,046.24 |
12,037.13 |
S1 |
12,000.62 |
11,996.07 |
|