| Trading Metrics calculated at close of trading on 04-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2011 |
04-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,225.0 |
2,359.0 |
134.0 |
6.0% |
2,438.0 |
| High |
2,367.0 |
2,368.0 |
1.0 |
0.0% |
2,439.0 |
| Low |
2,213.0 |
2,270.0 |
57.0 |
2.6% |
2,213.0 |
| Close |
2,351.0 |
2,288.0 |
-63.0 |
-2.7% |
2,288.0 |
| Range |
154.0 |
98.0 |
-56.0 |
-36.4% |
226.0 |
| ATR |
87.4 |
88.2 |
0.8 |
0.9% |
0.0 |
| Volume |
2,045,226 |
1,513,424 |
-531,802 |
-26.0% |
8,173,758 |
|
| Daily Pivots for day following 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,602.7 |
2,543.3 |
2,341.9 |
|
| R3 |
2,504.7 |
2,445.3 |
2,315.0 |
|
| R2 |
2,406.7 |
2,406.7 |
2,306.0 |
|
| R1 |
2,347.3 |
2,347.3 |
2,297.0 |
2,328.0 |
| PP |
2,308.7 |
2,308.7 |
2,308.7 |
2,299.0 |
| S1 |
2,249.3 |
2,249.3 |
2,279.0 |
2,230.0 |
| S2 |
2,210.7 |
2,210.7 |
2,270.0 |
|
| S3 |
2,112.7 |
2,151.3 |
2,261.1 |
|
| S4 |
2,014.7 |
2,053.3 |
2,234.1 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,991.3 |
2,865.7 |
2,412.3 |
|
| R3 |
2,765.3 |
2,639.7 |
2,350.2 |
|
| R2 |
2,539.3 |
2,539.3 |
2,329.4 |
|
| R1 |
2,413.7 |
2,413.7 |
2,308.7 |
2,363.5 |
| PP |
2,313.3 |
2,313.3 |
2,313.3 |
2,288.3 |
| S1 |
2,187.7 |
2,187.7 |
2,267.3 |
2,137.5 |
| S2 |
2,087.3 |
2,087.3 |
2,246.6 |
|
| S3 |
1,861.3 |
1,961.7 |
2,225.9 |
|
| S4 |
1,635.3 |
1,735.7 |
2,163.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,439.0 |
2,213.0 |
226.0 |
9.9% |
101.2 |
4.4% |
33% |
False |
False |
1,634,751 |
| 10 |
2,509.0 |
2,213.0 |
296.0 |
12.9% |
85.9 |
3.8% |
25% |
False |
False |
1,517,232 |
| 20 |
2,509.0 |
2,213.0 |
296.0 |
12.9% |
77.0 |
3.4% |
25% |
False |
False |
1,473,972 |
| 40 |
2,509.0 |
1,924.0 |
585.0 |
25.6% |
79.4 |
3.5% |
62% |
False |
False |
1,570,114 |
| 60 |
2,509.0 |
1,924.0 |
585.0 |
25.6% |
78.7 |
3.4% |
62% |
False |
False |
1,065,909 |
| 80 |
2,790.0 |
1,924.0 |
866.0 |
37.8% |
82.3 |
3.6% |
42% |
False |
False |
801,362 |
| 100 |
2,887.0 |
1,924.0 |
963.0 |
42.1% |
75.9 |
3.3% |
38% |
False |
False |
642,569 |
| 120 |
2,887.0 |
1,924.0 |
963.0 |
42.1% |
70.1 |
3.1% |
38% |
False |
False |
536,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,784.5 |
|
2.618 |
2,624.6 |
|
1.618 |
2,526.6 |
|
1.000 |
2,466.0 |
|
0.618 |
2,428.6 |
|
HIGH |
2,368.0 |
|
0.618 |
2,330.6 |
|
0.500 |
2,319.0 |
|
0.382 |
2,307.4 |
|
LOW |
2,270.0 |
|
0.618 |
2,209.4 |
|
1.000 |
2,172.0 |
|
1.618 |
2,111.4 |
|
2.618 |
2,013.4 |
|
4.250 |
1,853.5 |
|
|
| Fisher Pivots for day following 04-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,319.0 |
2,290.5 |
| PP |
2,308.7 |
2,289.7 |
| S1 |
2,298.3 |
2,288.8 |
|