Trading Metrics calculated at close of trading on 02-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2011 |
02-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
11,951.53 |
11,658.49 |
-293.04 |
-2.5% |
11,807.96 |
High |
11,951.76 |
11,876.83 |
-74.93 |
-0.6% |
12,284.31 |
Low |
11,630.03 |
11,658.49 |
28.46 |
0.2% |
11,682.52 |
Close |
11,657.96 |
11,836.04 |
178.08 |
1.5% |
12,231.11 |
Range |
321.73 |
218.34 |
-103.39 |
-32.1% |
601.79 |
ATR |
246.24 |
244.29 |
-1.96 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,445.47 |
12,359.10 |
11,956.13 |
|
R3 |
12,227.13 |
12,140.76 |
11,896.08 |
|
R2 |
12,008.79 |
12,008.79 |
11,876.07 |
|
R1 |
11,922.42 |
11,922.42 |
11,856.05 |
11,965.61 |
PP |
11,790.45 |
11,790.45 |
11,790.45 |
11,812.05 |
S1 |
11,704.08 |
11,704.08 |
11,816.03 |
11,747.27 |
S2 |
11,572.11 |
11,572.11 |
11,796.01 |
|
S3 |
11,353.77 |
11,485.74 |
11,776.00 |
|
S4 |
11,135.43 |
11,267.40 |
11,715.95 |
|
|
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 |
5.5% |
262.97 |
2.2% |
31% |
False |
False |
|
10 |
12,284.31 |
11,391.14 |
893.17 |
7.5% |
233.68 |
2.0% |
50% |
False |
False |
|
20 |
12,284.31 |
10,858.67 |
1,425.64 |
12.0% |
225.26 |
1.9% |
69% |
False |
False |
|
40 |
12,284.31 |
10,404.49 |
1,879.82 |
15.9% |
251.10 |
2.1% |
76% |
False |
False |
|
60 |
12,284.31 |
10,404.49 |
1,879.82 |
15.9% |
265.60 |
2.2% |
76% |
False |
False |
|
80 |
12,751.43 |
10,404.49 |
2,346.94 |
19.8% |
260.45 |
2.2% |
61% |
False |
False |
|
100 |
12,753.89 |
10,404.49 |
2,349.40 |
19.8% |
237.05 |
2.0% |
61% |
False |
False |
|
120 |
12,753.89 |
10,404.49 |
2,349.40 |
19.8% |
219.00 |
1.9% |
61% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,804.78 |
2.618 |
12,448.44 |
1.618 |
12,230.10 |
1.000 |
12,095.17 |
0.618 |
12,011.76 |
HIGH |
11,876.83 |
0.618 |
11,793.42 |
0.500 |
11,767.66 |
0.382 |
11,741.90 |
LOW |
11,658.49 |
0.618 |
11,523.56 |
1.000 |
11,440.15 |
1.618 |
11,305.22 |
2.618 |
11,086.88 |
4.250 |
10,730.55 |
|
|
Fisher Pivots for day following 02-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
11,813.25 |
11,929.66 |
PP |
11,790.45 |
11,898.45 |
S1 |
11,767.66 |
11,867.25 |
|