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 |
5,987.0 |
6,098.5 |
111.5 |
1.9% |
6,295.5 |
High |
6,102.0 |
6,098.5 |
-3.5 |
-0.1% |
6,329.0 |
Low |
5,952.0 |
5,747.5 |
-204.5 |
-3.4% |
5,789.0 |
Close |
5,987.0 |
5,849.0 |
-138.0 |
-2.3% |
5,998.0 |
Range |
150.0 |
351.0 |
201.0 |
134.0% |
540.0 |
ATR |
221.9 |
231.2 |
9.2 |
4.2% |
0.0 |
Volume |
267 |
1,448 |
1,181 |
442.3% |
2,138 |
|
Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,951.3 |
6,751.2 |
6,042.1 |
|
R3 |
6,600.3 |
6,400.2 |
5,945.5 |
|
R2 |
6,249.3 |
6,249.3 |
5,913.4 |
|
R1 |
6,049.2 |
6,049.2 |
5,881.2 |
5,973.8 |
PP |
5,898.3 |
5,898.3 |
5,898.3 |
5,860.6 |
S1 |
5,698.2 |
5,698.2 |
5,816.8 |
5,622.8 |
S2 |
5,547.3 |
5,547.3 |
5,784.7 |
|
S3 |
5,196.3 |
5,347.2 |
5,752.5 |
|
S4 |
4,845.3 |
4,996.2 |
5,656.0 |
|
|
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 |
5,747.5 |
454.5 |
7.8% |
256.8 |
4.4% |
22% |
False |
True |
611 |
10 |
6,456.0 |
5,747.5 |
708.5 |
12.1% |
230.0 |
3.9% |
14% |
False |
True |
540 |
20 |
6,456.0 |
5,747.5 |
708.5 |
12.1% |
203.2 |
3.5% |
14% |
False |
True |
542 |
40 |
6,456.0 |
5,001.0 |
1,455.0 |
24.9% |
199.5 |
3.4% |
58% |
False |
False |
1,262 |
60 |
6,456.0 |
4,988.0 |
1,468.0 |
25.1% |
196.5 |
3.4% |
59% |
False |
False |
1,647 |
80 |
7,454.0 |
4,988.0 |
2,466.0 |
42.2% |
206.1 |
3.5% |
35% |
False |
False |
1,272 |
100 |
7,570.5 |
4,988.0 |
2,582.5 |
44.2% |
178.5 |
3.1% |
33% |
False |
False |
1,029 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,590.3 |
2.618 |
7,017.4 |
1.618 |
6,666.4 |
1.000 |
6,449.5 |
0.618 |
6,315.4 |
HIGH |
6,098.5 |
0.618 |
5,964.4 |
0.500 |
5,923.0 |
0.382 |
5,881.6 |
LOW |
5,747.5 |
0.618 |
5,530.6 |
1.000 |
5,396.5 |
1.618 |
5,179.6 |
2.618 |
4,828.6 |
4.250 |
4,255.8 |
|
|
Fisher Pivots for day following 09-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
5,923.0 |
5,924.8 |
PP |
5,898.3 |
5,899.5 |
S1 |
5,873.7 |
5,874.3 |
|