| 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 |
2,330.0 |
2,291.0 |
-39.0 |
-1.7% |
2,351.0 |
| High |
2,332.0 |
2,305.0 |
-27.0 |
-1.2% |
2,509.0 |
| Low |
2,233.0 |
2,232.0 |
-1.0 |
0.0% |
2,308.0 |
| Close |
2,271.0 |
2,277.0 |
6.0 |
0.3% |
2,462.0 |
| Range |
99.0 |
73.0 |
-26.0 |
-26.3% |
201.0 |
| ATR |
83.0 |
82.3 |
-0.7 |
-0.9% |
0.0 |
| Volume |
2,093,848 |
1,248,574 |
-845,274 |
-40.4% |
6,998,569 |
|
| Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,490.3 |
2,456.7 |
2,317.2 |
|
| R3 |
2,417.3 |
2,383.7 |
2,297.1 |
|
| R2 |
2,344.3 |
2,344.3 |
2,290.4 |
|
| R1 |
2,310.7 |
2,310.7 |
2,283.7 |
2,291.0 |
| PP |
2,271.3 |
2,271.3 |
2,271.3 |
2,261.5 |
| S1 |
2,237.7 |
2,237.7 |
2,270.3 |
2,218.0 |
| S2 |
2,198.3 |
2,198.3 |
2,263.6 |
|
| S3 |
2,125.3 |
2,164.7 |
2,256.9 |
|
| S4 |
2,052.3 |
2,091.7 |
2,236.9 |
|
|
| 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 |
2,232.0 |
277.0 |
12.2% |
86.8 |
3.8% |
16% |
False |
True |
1,630,202 |
| 10 |
2,509.0 |
2,232.0 |
277.0 |
12.2% |
73.2 |
3.2% |
16% |
False |
True |
1,478,310 |
| 20 |
2,509.0 |
2,178.0 |
331.0 |
14.5% |
71.1 |
3.1% |
30% |
False |
False |
1,465,917 |
| 40 |
2,509.0 |
1,924.0 |
585.0 |
25.7% |
77.2 |
3.4% |
60% |
False |
False |
1,492,657 |
| 60 |
2,509.0 |
1,924.0 |
585.0 |
25.7% |
81.0 |
3.6% |
60% |
False |
False |
1,007,359 |
| 80 |
2,790.0 |
1,924.0 |
866.0 |
38.0% |
80.1 |
3.5% |
41% |
False |
False |
756,886 |
| 100 |
2,887.0 |
1,924.0 |
963.0 |
42.3% |
74.4 |
3.3% |
37% |
False |
False |
607,710 |
| 120 |
2,887.0 |
1,924.0 |
963.0 |
42.3% |
68.6 |
3.0% |
37% |
False |
False |
507,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,615.3 |
|
2.618 |
2,496.1 |
|
1.618 |
2,423.1 |
|
1.000 |
2,378.0 |
|
0.618 |
2,350.1 |
|
HIGH |
2,305.0 |
|
0.618 |
2,277.1 |
|
0.500 |
2,268.5 |
|
0.382 |
2,259.9 |
|
LOW |
2,232.0 |
|
0.618 |
2,186.9 |
|
1.000 |
2,159.0 |
|
1.618 |
2,113.9 |
|
2.618 |
2,040.9 |
|
4.250 |
1,921.8 |
|
|
| Fisher Pivots for day following 02-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,274.2 |
2,335.5 |
| PP |
2,271.3 |
2,316.0 |
| S1 |
2,268.5 |
2,296.5 |
|