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 |
6,098.5 |
5,710.5 |
-388.0 |
-6.4% |
6,295.5 |
High |
6,098.5 |
5,947.5 |
-151.0 |
-2.5% |
6,329.0 |
Low |
5,747.5 |
5,676.5 |
-71.0 |
-1.2% |
5,789.0 |
Close |
5,849.0 |
5,882.0 |
33.0 |
0.6% |
5,998.0 |
Range |
351.0 |
271.0 |
-80.0 |
-22.8% |
540.0 |
ATR |
231.2 |
234.0 |
2.8 |
1.2% |
0.0 |
Volume |
1,448 |
1,516 |
68 |
4.7% |
2,138 |
|
Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,648.3 |
6,536.2 |
6,031.1 |
|
R3 |
6,377.3 |
6,265.2 |
5,956.5 |
|
R2 |
6,106.3 |
6,106.3 |
5,931.7 |
|
R1 |
5,994.2 |
5,994.2 |
5,906.8 |
6,050.3 |
PP |
5,835.3 |
5,835.3 |
5,835.3 |
5,863.4 |
S1 |
5,723.2 |
5,723.2 |
5,857.2 |
5,779.3 |
S2 |
5,564.3 |
5,564.3 |
5,832.3 |
|
S3 |
5,293.3 |
5,452.2 |
5,807.5 |
|
S4 |
5,022.3 |
5,181.2 |
5,733.0 |
|
|
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 |
6,198.0 |
5,676.5 |
521.5 |
8.9% |
234.6 |
4.0% |
39% |
False |
True |
750 |
10 |
6,453.0 |
5,676.5 |
776.5 |
13.2% |
231.4 |
3.9% |
26% |
False |
True |
584 |
20 |
6,456.0 |
5,676.5 |
779.5 |
13.3% |
209.1 |
3.6% |
26% |
False |
True |
604 |
40 |
6,456.0 |
5,001.0 |
1,455.0 |
24.7% |
201.2 |
3.4% |
61% |
False |
False |
683 |
60 |
6,456.0 |
4,988.0 |
1,468.0 |
25.0% |
195.7 |
3.3% |
61% |
False |
False |
1,669 |
80 |
7,454.0 |
4,988.0 |
2,466.0 |
41.9% |
207.6 |
3.5% |
36% |
False |
False |
1,289 |
100 |
7,570.5 |
4,988.0 |
2,582.5 |
43.9% |
180.5 |
3.1% |
35% |
False |
False |
1,044 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,099.3 |
2.618 |
6,657.0 |
1.618 |
6,386.0 |
1.000 |
6,218.5 |
0.618 |
6,115.0 |
HIGH |
5,947.5 |
0.618 |
5,844.0 |
0.500 |
5,812.0 |
0.382 |
5,780.0 |
LOW |
5,676.5 |
0.618 |
5,509.0 |
1.000 |
5,405.5 |
1.618 |
5,238.0 |
2.618 |
4,967.0 |
4.250 |
4,524.8 |
|
|
Fisher Pivots for day following 10-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
5,858.7 |
5,889.3 |
PP |
5,835.3 |
5,886.8 |
S1 |
5,812.0 |
5,884.4 |
|