Trading Metrics calculated at close of trading on 08-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2011 |
08-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
11,983.02 |
12,055.52 |
72.50 |
0.6% |
12,229.22 |
High |
12,074.44 |
12,187.51 |
113.07 |
0.9% |
12,229.29 |
Low |
11,880.69 |
12,002.17 |
121.48 |
1.0% |
11,630.03 |
Close |
12,068.39 |
12,170.18 |
101.79 |
0.8% |
11,983.24 |
Range |
193.75 |
185.34 |
-8.41 |
-4.3% |
599.26 |
ATR |
236.50 |
232.85 |
-3.65 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,675.97 |
12,608.42 |
12,272.12 |
|
R3 |
12,490.63 |
12,423.08 |
12,221.15 |
|
R2 |
12,305.29 |
12,305.29 |
12,204.16 |
|
R1 |
12,237.74 |
12,237.74 |
12,187.17 |
12,271.52 |
PP |
12,119.95 |
12,119.95 |
12,119.95 |
12,136.84 |
S1 |
12,052.40 |
12,052.40 |
12,153.19 |
12,086.18 |
S2 |
11,934.61 |
11,934.61 |
12,136.20 |
|
S3 |
11,749.27 |
11,867.06 |
12,119.21 |
|
S4 |
11,563.93 |
11,681.72 |
12,068.24 |
|
|
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 |
12,187.51 |
11,658.49 |
529.02 |
4.3% |
204.22 |
1.7% |
97% |
True |
False |
|
10 |
12,284.31 |
11,630.03 |
654.28 |
5.4% |
231.45 |
1.9% |
83% |
False |
False |
|
20 |
12,284.31 |
11,296.12 |
988.19 |
8.1% |
222.11 |
1.8% |
88% |
False |
False |
|
40 |
12,284.31 |
10,404.49 |
1,879.82 |
15.4% |
247.58 |
2.0% |
94% |
False |
False |
|
60 |
12,284.31 |
10,404.49 |
1,879.82 |
15.4% |
253.82 |
2.1% |
94% |
False |
False |
|
80 |
12,751.43 |
10,404.49 |
2,346.94 |
19.3% |
262.87 |
2.2% |
75% |
False |
False |
|
100 |
12,753.89 |
10,404.49 |
2,349.40 |
19.3% |
239.01 |
2.0% |
75% |
False |
False |
|
120 |
12,753.89 |
10,404.49 |
2,349.40 |
19.3% |
221.50 |
1.8% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,975.21 |
2.618 |
12,672.73 |
1.618 |
12,487.39 |
1.000 |
12,372.85 |
0.618 |
12,302.05 |
HIGH |
12,187.51 |
0.618 |
12,116.71 |
0.500 |
12,094.84 |
0.382 |
12,072.97 |
LOW |
12,002.17 |
0.618 |
11,887.63 |
1.000 |
11,816.83 |
1.618 |
11,702.29 |
2.618 |
11,516.95 |
4.250 |
11,214.48 |
|
|
Fisher Pivots for day following 08-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
12,145.07 |
12,119.76 |
PP |
12,119.95 |
12,069.33 |
S1 |
12,094.84 |
12,018.91 |
|