| Trading Metrics calculated at close of trading on 31-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2011 |
31-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,493.0 |
2,438.0 |
-55.0 |
-2.2% |
2,351.0 |
| High |
2,502.0 |
2,439.0 |
-63.0 |
-2.5% |
2,509.0 |
| Low |
2,442.0 |
2,357.0 |
-85.0 |
-3.5% |
2,308.0 |
| Close |
2,462.0 |
2,358.0 |
-104.0 |
-4.2% |
2,462.0 |
| Range |
60.0 |
82.0 |
22.0 |
36.7% |
201.0 |
| ATR |
77.8 |
79.8 |
1.9 |
2.5% |
0.0 |
| Volume |
1,334,699 |
1,272,686 |
-62,013 |
-4.6% |
6,998,569 |
|
| Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,630.7 |
2,576.3 |
2,403.1 |
|
| R3 |
2,548.7 |
2,494.3 |
2,380.6 |
|
| R2 |
2,466.7 |
2,466.7 |
2,373.0 |
|
| R1 |
2,412.3 |
2,412.3 |
2,365.5 |
2,398.5 |
| PP |
2,384.7 |
2,384.7 |
2,384.7 |
2,377.8 |
| S1 |
2,330.3 |
2,330.3 |
2,350.5 |
2,316.5 |
| S2 |
2,302.7 |
2,302.7 |
2,343.0 |
|
| S3 |
2,220.7 |
2,248.3 |
2,335.5 |
|
| S4 |
2,138.7 |
2,166.3 |
2,312.9 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,029.3 |
2,946.7 |
2,572.6 |
|
| R3 |
2,828.3 |
2,745.7 |
2,517.3 |
|
| R2 |
2,627.3 |
2,627.3 |
2,498.9 |
|
| R1 |
2,544.7 |
2,544.7 |
2,480.4 |
2,586.0 |
| PP |
2,426.3 |
2,426.3 |
2,426.3 |
2,447.0 |
| S1 |
2,343.7 |
2,343.7 |
2,443.6 |
2,385.0 |
| S2 |
2,225.3 |
2,225.3 |
2,425.2 |
|
| S3 |
2,024.3 |
2,142.7 |
2,406.7 |
|
| S4 |
1,823.3 |
1,941.7 |
2,351.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,509.0 |
2,308.0 |
201.0 |
8.5% |
76.6 |
3.2% |
25% |
False |
False |
1,452,600 |
| 10 |
2,509.0 |
2,255.0 |
254.0 |
10.8% |
68.9 |
2.9% |
41% |
False |
False |
1,407,557 |
| 20 |
2,509.0 |
2,045.0 |
464.0 |
19.7% |
71.1 |
3.0% |
67% |
False |
False |
1,482,270 |
| 40 |
2,509.0 |
1,924.0 |
585.0 |
24.8% |
76.1 |
3.2% |
74% |
False |
False |
1,418,905 |
| 60 |
2,509.0 |
1,924.0 |
585.0 |
24.8% |
84.6 |
3.6% |
74% |
False |
False |
952,369 |
| 80 |
2,790.0 |
1,924.0 |
866.0 |
36.7% |
80.1 |
3.4% |
50% |
False |
False |
715,318 |
| 100 |
2,887.0 |
1,924.0 |
963.0 |
40.8% |
73.5 |
3.1% |
45% |
False |
False |
574,466 |
| 120 |
2,887.0 |
1,924.0 |
963.0 |
40.8% |
67.8 |
2.9% |
45% |
False |
False |
479,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,787.5 |
|
2.618 |
2,653.7 |
|
1.618 |
2,571.7 |
|
1.000 |
2,521.0 |
|
0.618 |
2,489.7 |
|
HIGH |
2,439.0 |
|
0.618 |
2,407.7 |
|
0.500 |
2,398.0 |
|
0.382 |
2,388.3 |
|
LOW |
2,357.0 |
|
0.618 |
2,306.3 |
|
1.000 |
2,275.0 |
|
1.618 |
2,224.3 |
|
2.618 |
2,142.3 |
|
4.250 |
2,008.5 |
|
|
| Fisher Pivots for day following 31-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,398.0 |
2,433.0 |
| PP |
2,384.7 |
2,408.0 |
| S1 |
2,371.3 |
2,383.0 |
|