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 |
6,004.0 |
5,987.0 |
-17.0 |
-0.3% |
6,295.5 |
High |
6,024.5 |
6,102.0 |
77.5 |
1.3% |
6,329.0 |
Low |
5,856.5 |
5,952.0 |
95.5 |
1.6% |
5,789.0 |
Close |
5,941.0 |
5,987.0 |
46.0 |
0.8% |
5,998.0 |
Range |
168.0 |
150.0 |
-18.0 |
-10.7% |
540.0 |
ATR |
226.6 |
221.9 |
-4.7 |
-2.1% |
0.0 |
Volume |
201 |
267 |
66 |
32.8% |
2,138 |
|
Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,463.7 |
6,375.3 |
6,069.5 |
|
R3 |
6,313.7 |
6,225.3 |
6,028.3 |
|
R2 |
6,163.7 |
6,163.7 |
6,014.5 |
|
R1 |
6,075.3 |
6,075.3 |
6,000.8 |
6,062.0 |
PP |
6,013.7 |
6,013.7 |
6,013.7 |
6,007.0 |
S1 |
5,925.3 |
5,925.3 |
5,973.3 |
5,912.0 |
S2 |
5,863.7 |
5,863.7 |
5,959.5 |
|
S3 |
5,713.7 |
5,775.3 |
5,945.8 |
|
S4 |
5,563.7 |
5,625.3 |
5,904.5 |
|
|
Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,658.7 |
7,368.3 |
6,295.0 |
|
R3 |
7,118.7 |
6,828.3 |
6,146.5 |
|
R2 |
6,578.7 |
6,578.7 |
6,097.0 |
|
R1 |
6,288.3 |
6,288.3 |
6,047.5 |
6,163.5 |
PP |
6,038.7 |
6,038.7 |
6,038.7 |
5,976.3 |
S1 |
5,748.3 |
5,748.3 |
5,948.5 |
5,623.5 |
S2 |
5,498.7 |
5,498.7 |
5,899.0 |
|
S3 |
4,958.7 |
5,208.3 |
5,849.5 |
|
S4 |
4,418.7 |
4,668.3 |
5,701.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,202.0 |
5,820.0 |
382.0 |
6.4% |
221.5 |
3.7% |
44% |
False |
False |
375 |
10 |
6,456.0 |
5,789.0 |
667.0 |
11.1% |
213.5 |
3.6% |
30% |
False |
False |
424 |
20 |
6,456.0 |
5,770.0 |
686.0 |
11.5% |
197.1 |
3.3% |
32% |
False |
False |
520 |
40 |
6,456.0 |
5,001.0 |
1,455.0 |
24.3% |
200.1 |
3.3% |
68% |
False |
False |
1,835 |
60 |
6,456.0 |
4,988.0 |
1,468.0 |
24.5% |
192.3 |
3.2% |
68% |
False |
False |
1,624 |
80 |
7,454.0 |
4,988.0 |
2,466.0 |
41.2% |
202.2 |
3.4% |
41% |
False |
False |
1,255 |
100 |
7,570.5 |
4,988.0 |
2,582.5 |
43.1% |
175.1 |
2.9% |
39% |
False |
False |
1,015 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,739.5 |
2.618 |
6,494.7 |
1.618 |
6,344.7 |
1.000 |
6,252.0 |
0.618 |
6,194.7 |
HIGH |
6,102.0 |
0.618 |
6,044.7 |
0.500 |
6,027.0 |
0.382 |
6,009.3 |
LOW |
5,952.0 |
0.618 |
5,859.3 |
1.000 |
5,802.0 |
1.618 |
5,709.3 |
2.618 |
5,559.3 |
4.250 |
5,314.5 |
|
|
Fisher Pivots for day following 08-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
6,027.0 |
6,027.3 |
PP |
6,013.7 |
6,013.8 |
S1 |
6,000.3 |
6,000.4 |
|