Trading Metrics calculated at close of trading on 04-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2011 |
04-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
11,835.59 |
12,043.41 |
207.82 |
1.8% |
12,229.22 |
High |
12,065.93 |
12,043.49 |
-22.44 |
-0.2% |
12,229.29 |
Low |
11,835.43 |
11,850.31 |
14.88 |
0.1% |
11,630.03 |
Close |
12,044.47 |
11,983.24 |
-61.23 |
-0.5% |
11,983.24 |
Range |
230.50 |
193.18 |
-37.32 |
-16.2% |
599.26 |
ATR |
243.30 |
239.79 |
-3.51 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,538.55 |
12,454.08 |
12,089.49 |
|
R3 |
12,345.37 |
12,260.90 |
12,036.36 |
|
R2 |
12,152.19 |
12,152.19 |
12,018.66 |
|
R1 |
12,067.72 |
12,067.72 |
12,000.95 |
12,013.37 |
PP |
11,959.01 |
11,959.01 |
11,959.01 |
11,931.84 |
S1 |
11,874.54 |
11,874.54 |
11,965.53 |
11,820.19 |
S2 |
11,765.83 |
11,765.83 |
11,947.82 |
|
S3 |
11,572.65 |
11,681.36 |
11,930.12 |
|
S4 |
11,379.47 |
11,488.18 |
11,876.99 |
|
|
Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,745.30 |
13,463.53 |
12,312.83 |
|
R3 |
13,146.04 |
12,864.27 |
12,148.04 |
|
R2 |
12,546.78 |
12,546.78 |
12,093.10 |
|
R1 |
12,265.01 |
12,265.01 |
12,038.17 |
12,106.27 |
PP |
11,947.52 |
11,947.52 |
11,947.52 |
11,868.15 |
S1 |
11,665.75 |
11,665.75 |
11,928.31 |
11,507.01 |
S2 |
11,348.26 |
11,348.26 |
11,873.38 |
|
S3 |
10,749.00 |
11,066.49 |
11,818.44 |
|
S4 |
10,149.74 |
10,467.23 |
11,653.65 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,229.29 |
11,630.03 |
599.26 |
5.0% |
247.73 |
2.1% |
59% |
False |
False |
|
10 |
12,284.31 |
11,630.03 |
654.28 |
5.5% |
230.07 |
1.9% |
54% |
False |
False |
|
20 |
12,284.31 |
11,104.56 |
1,179.75 |
9.8% |
223.70 |
1.9% |
74% |
False |
False |
|
40 |
12,284.31 |
10,404.49 |
1,879.82 |
15.7% |
247.87 |
2.1% |
84% |
False |
False |
|
60 |
12,284.31 |
10,404.49 |
1,879.82 |
15.7% |
254.49 |
2.1% |
84% |
False |
False |
|
80 |
12,751.43 |
10,404.49 |
2,346.94 |
19.6% |
261.61 |
2.2% |
67% |
False |
False |
|
100 |
12,753.89 |
10,404.49 |
2,349.40 |
19.6% |
237.47 |
2.0% |
67% |
False |
False |
|
120 |
12,753.89 |
10,404.49 |
2,349.40 |
19.6% |
220.24 |
1.8% |
67% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,864.51 |
2.618 |
12,549.24 |
1.618 |
12,356.06 |
1.000 |
12,236.67 |
0.618 |
12,162.88 |
HIGH |
12,043.49 |
0.618 |
11,969.70 |
0.500 |
11,946.90 |
0.382 |
11,924.10 |
LOW |
11,850.31 |
0.618 |
11,730.92 |
1.000 |
11,657.13 |
1.618 |
11,537.74 |
2.618 |
11,344.56 |
4.250 |
11,029.30 |
|
|
Fisher Pivots for day following 04-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
11,971.13 |
11,942.90 |
PP |
11,959.01 |
11,902.55 |
S1 |
11,946.90 |
11,862.21 |
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