Trading Metrics calculated at close of trading on 01-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2011 |
01-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
12,229.22 |
11,951.53 |
-277.69 |
-2.3% |
11,807.96 |
High |
12,229.29 |
11,951.76 |
-277.53 |
-2.3% |
12,284.31 |
Low |
11,954.41 |
11,630.03 |
-324.38 |
-2.7% |
11,682.52 |
Close |
11,955.01 |
11,657.96 |
-297.05 |
-2.5% |
12,231.11 |
Range |
274.88 |
321.73 |
46.85 |
17.0% |
601.79 |
ATR |
240.19 |
246.24 |
6.06 |
2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,711.77 |
12,506.60 |
11,834.91 |
|
R3 |
12,390.04 |
12,184.87 |
11,746.44 |
|
R2 |
12,068.31 |
12,068.31 |
11,716.94 |
|
R1 |
11,863.14 |
11,863.14 |
11,687.45 |
11,804.86 |
PP |
11,746.58 |
11,746.58 |
11,746.58 |
11,717.45 |
S1 |
11,541.41 |
11,541.41 |
11,628.47 |
11,483.13 |
S2 |
11,424.85 |
11,424.85 |
11,598.98 |
|
S3 |
11,103.12 |
11,219.68 |
11,569.48 |
|
S4 |
10,781.39 |
10,897.95 |
11,481.01 |
|
|
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 |
11,630.03 |
654.28 |
5.6% |
258.68 |
2.2% |
4% |
False |
True |
|
10 |
12,284.31 |
11,391.14 |
893.17 |
7.7% |
228.30 |
2.0% |
30% |
False |
False |
|
20 |
12,284.31 |
10,738.10 |
1,546.21 |
13.3% |
224.98 |
1.9% |
59% |
False |
False |
|
40 |
12,284.31 |
10,404.49 |
1,879.82 |
16.1% |
252.57 |
2.2% |
67% |
False |
False |
|
60 |
12,284.31 |
10,404.49 |
1,879.82 |
16.1% |
272.63 |
2.3% |
67% |
False |
False |
|
80 |
12,751.43 |
10,404.49 |
2,346.94 |
20.1% |
259.27 |
2.2% |
53% |
False |
False |
|
100 |
12,753.89 |
10,404.49 |
2,349.40 |
20.2% |
235.81 |
2.0% |
53% |
False |
False |
|
120 |
12,753.89 |
10,404.49 |
2,349.40 |
20.2% |
218.61 |
1.9% |
53% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,319.11 |
2.618 |
12,794.05 |
1.618 |
12,472.32 |
1.000 |
12,273.49 |
0.618 |
12,150.59 |
HIGH |
11,951.76 |
0.618 |
11,828.86 |
0.500 |
11,790.90 |
0.382 |
11,752.93 |
LOW |
11,630.03 |
0.618 |
11,431.20 |
1.000 |
11,308.30 |
1.618 |
11,109.47 |
2.618 |
10,787.74 |
4.250 |
10,262.68 |
|
|
Fisher Pivots for day following 01-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
11,790.90 |
11,940.98 |
PP |
11,746.58 |
11,846.64 |
S1 |
11,702.27 |
11,752.30 |
|