Trading Metrics calculated at close of trading on 09-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2011 |
09-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
12,055.52 |
12,166.40 |
110.88 |
0.9% |
12,229.22 |
High |
12,187.51 |
12,166.40 |
-21.11 |
-0.2% |
12,229.29 |
Low |
12,002.17 |
11,736.93 |
-265.24 |
-2.2% |
11,630.03 |
Close |
12,170.18 |
11,780.94 |
-389.24 |
-3.2% |
11,983.24 |
Range |
185.34 |
429.47 |
244.13 |
131.7% |
599.26 |
ATR |
232.85 |
247.16 |
14.31 |
6.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,183.17 |
12,911.52 |
12,017.15 |
|
R3 |
12,753.70 |
12,482.05 |
11,899.04 |
|
R2 |
12,324.23 |
12,324.23 |
11,859.68 |
|
R1 |
12,052.58 |
12,052.58 |
11,820.31 |
11,973.67 |
PP |
11,894.76 |
11,894.76 |
11,894.76 |
11,855.30 |
S1 |
11,623.11 |
11,623.11 |
11,741.57 |
11,544.20 |
S2 |
11,465.29 |
11,465.29 |
11,702.20 |
|
S3 |
11,035.82 |
11,193.64 |
11,662.84 |
|
S4 |
10,606.35 |
10,764.17 |
11,544.73 |
|
|
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 |
11,736.93 |
450.58 |
3.8% |
246.45 |
2.1% |
10% |
False |
True |
|
10 |
12,284.31 |
11,630.03 |
654.28 |
5.6% |
254.71 |
2.2% |
23% |
False |
False |
|
20 |
12,284.31 |
11,296.12 |
988.19 |
8.4% |
233.18 |
2.0% |
49% |
False |
False |
|
40 |
12,284.31 |
10,404.49 |
1,879.82 |
16.0% |
248.49 |
2.1% |
73% |
False |
False |
|
60 |
12,284.31 |
10,404.49 |
1,879.82 |
16.0% |
257.72 |
2.2% |
73% |
False |
False |
|
80 |
12,751.43 |
10,404.49 |
2,346.94 |
19.9% |
265.47 |
2.3% |
59% |
False |
False |
|
100 |
12,753.89 |
10,404.49 |
2,349.40 |
19.9% |
242.02 |
2.1% |
59% |
False |
False |
|
120 |
12,753.89 |
10,404.49 |
2,349.40 |
19.9% |
224.09 |
1.9% |
59% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,991.65 |
2.618 |
13,290.75 |
1.618 |
12,861.28 |
1.000 |
12,595.87 |
0.618 |
12,431.81 |
HIGH |
12,166.40 |
0.618 |
12,002.34 |
0.500 |
11,951.67 |
0.382 |
11,900.99 |
LOW |
11,736.93 |
0.618 |
11,471.52 |
1.000 |
11,307.46 |
1.618 |
11,042.05 |
2.618 |
10,612.58 |
4.250 |
9,911.68 |
|
|
Fisher Pivots for day following 09-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
11,951.67 |
11,962.22 |
PP |
11,894.76 |
11,901.79 |
S1 |
11,837.85 |
11,841.37 |
|