Trading Metrics calculated at close of trading on 10-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2011 |
10-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
12,166.40 |
11,780.03 |
-386.37 |
-3.2% |
12,229.22 |
High |
12,166.40 |
11,961.14 |
-205.26 |
-1.7% |
12,229.29 |
Low |
11,736.93 |
11,779.88 |
42.95 |
0.4% |
11,630.03 |
Close |
11,780.94 |
11,893.79 |
112.85 |
1.0% |
11,983.24 |
Range |
429.47 |
181.26 |
-248.21 |
-57.8% |
599.26 |
ATR |
247.16 |
242.46 |
-4.71 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,422.05 |
12,339.18 |
11,993.48 |
|
R3 |
12,240.79 |
12,157.92 |
11,943.64 |
|
R2 |
12,059.53 |
12,059.53 |
11,927.02 |
|
R1 |
11,976.66 |
11,976.66 |
11,910.41 |
12,018.10 |
PP |
11,878.27 |
11,878.27 |
11,878.27 |
11,898.99 |
S1 |
11,795.40 |
11,795.40 |
11,877.17 |
11,836.84 |
S2 |
11,697.01 |
11,697.01 |
11,860.56 |
|
S3 |
11,515.75 |
11,614.14 |
11,843.94 |
|
S4 |
11,334.49 |
11,432.88 |
11,794.10 |
|
|
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% |
236.60 |
2.0% |
35% |
False |
False |
|
10 |
12,251.92 |
11,630.03 |
621.89 |
5.2% |
231.61 |
1.9% |
42% |
False |
False |
|
20 |
12,284.31 |
11,296.12 |
988.19 |
8.3% |
235.23 |
2.0% |
60% |
False |
False |
|
40 |
12,284.31 |
10,404.49 |
1,879.82 |
15.8% |
248.37 |
2.1% |
79% |
False |
False |
|
60 |
12,284.31 |
10,404.49 |
1,879.82 |
15.8% |
257.29 |
2.2% |
79% |
False |
False |
|
80 |
12,751.43 |
10,404.49 |
2,346.94 |
19.7% |
267.02 |
2.2% |
63% |
False |
False |
|
100 |
12,753.89 |
10,404.49 |
2,349.40 |
19.8% |
242.47 |
2.0% |
63% |
False |
False |
|
120 |
12,753.89 |
10,404.49 |
2,349.40 |
19.8% |
224.10 |
1.9% |
63% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,731.50 |
2.618 |
12,435.68 |
1.618 |
12,254.42 |
1.000 |
12,142.40 |
0.618 |
12,073.16 |
HIGH |
11,961.14 |
0.618 |
11,891.90 |
0.500 |
11,870.51 |
0.382 |
11,849.12 |
LOW |
11,779.88 |
0.618 |
11,667.86 |
1.000 |
11,598.62 |
1.618 |
11,486.60 |
2.618 |
11,305.34 |
4.250 |
11,009.53 |
|
|
Fisher Pivots for day following 10-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
11,886.03 |
11,962.22 |
PP |
11,878.27 |
11,939.41 |
S1 |
11,870.51 |
11,916.60 |
|