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 |
6,046.0 |
5,941.5 |
-104.5 |
-1.7% |
6,050.0 |
High |
6,046.0 |
6,004.5 |
-41.5 |
-0.7% |
6,456.0 |
Low |
5,789.0 |
5,830.0 |
41.0 |
0.7% |
5,965.0 |
Close |
5,853.5 |
5,988.5 |
135.0 |
2.3% |
6,366.5 |
Range |
257.0 |
174.5 |
-82.5 |
-32.1% |
491.0 |
ATR |
222.8 |
219.4 |
-3.5 |
-1.5% |
0.0 |
Volume |
389 |
270 |
-119 |
-30.6% |
2,898 |
|
Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,464.5 |
6,401.0 |
6,084.5 |
|
R3 |
6,290.0 |
6,226.5 |
6,036.5 |
|
R2 |
6,115.5 |
6,115.5 |
6,020.5 |
|
R1 |
6,052.0 |
6,052.0 |
6,004.5 |
6,083.8 |
PP |
5,941.0 |
5,941.0 |
5,941.0 |
5,956.9 |
S1 |
5,877.5 |
5,877.5 |
5,972.5 |
5,909.3 |
S2 |
5,766.5 |
5,766.5 |
5,956.5 |
|
S3 |
5,592.0 |
5,703.0 |
5,940.5 |
|
S4 |
5,417.5 |
5,528.5 |
5,892.5 |
|
|
Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,735.5 |
7,542.0 |
6,636.6 |
|
R3 |
7,244.5 |
7,051.0 |
6,501.5 |
|
R2 |
6,753.5 |
6,753.5 |
6,456.5 |
|
R1 |
6,560.0 |
6,560.0 |
6,411.5 |
6,656.8 |
PP |
6,262.5 |
6,262.5 |
6,262.5 |
6,310.9 |
S1 |
6,069.0 |
6,069.0 |
6,321.5 |
6,165.8 |
S2 |
5,771.5 |
5,771.5 |
6,276.5 |
|
S3 |
5,280.5 |
5,578.0 |
6,231.5 |
|
S4 |
4,789.5 |
5,087.0 |
6,096.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,456.0 |
5,789.0 |
667.0 |
11.1% |
203.2 |
3.4% |
30% |
False |
False |
470 |
10 |
6,456.0 |
5,770.0 |
686.0 |
11.5% |
186.5 |
3.1% |
32% |
False |
False |
539 |
20 |
6,456.0 |
5,491.0 |
965.0 |
16.1% |
183.6 |
3.1% |
52% |
False |
False |
543 |
40 |
6,456.0 |
4,988.0 |
1,468.0 |
24.5% |
197.8 |
3.3% |
68% |
False |
False |
2,323 |
60 |
6,456.0 |
4,988.0 |
1,468.0 |
24.5% |
192.4 |
3.2% |
68% |
False |
False |
1,610 |
80 |
7,454.0 |
4,988.0 |
2,466.0 |
41.2% |
193.6 |
3.2% |
41% |
False |
False |
1,237 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,746.1 |
2.618 |
6,461.3 |
1.618 |
6,286.8 |
1.000 |
6,179.0 |
0.618 |
6,112.3 |
HIGH |
6,004.5 |
0.618 |
5,937.8 |
0.500 |
5,917.3 |
0.382 |
5,896.7 |
LOW |
5,830.0 |
0.618 |
5,722.2 |
1.000 |
5,655.5 |
1.618 |
5,547.7 |
2.618 |
5,373.2 |
4.250 |
5,088.4 |
|
|
Fisher Pivots for day following 02-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
5,964.8 |
6,059.0 |
PP |
5,941.0 |
6,035.5 |
S1 |
5,917.3 |
6,012.0 |
|