| Trading Metrics calculated at close of trading on 07-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2011 |
07-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,359.0 |
2,287.0 |
-72.0 |
-3.1% |
2,438.0 |
| High |
2,368.0 |
2,305.0 |
-63.0 |
-2.7% |
2,439.0 |
| Low |
2,270.0 |
2,227.0 |
-43.0 |
-1.9% |
2,213.0 |
| Close |
2,288.0 |
2,294.0 |
6.0 |
0.3% |
2,288.0 |
| Range |
98.0 |
78.0 |
-20.0 |
-20.4% |
226.0 |
| ATR |
88.2 |
87.4 |
-0.7 |
-0.8% |
0.0 |
| Volume |
1,513,424 |
1,189,724 |
-323,700 |
-21.4% |
8,173,758 |
|
| Daily Pivots for day following 07-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,509.3 |
2,479.7 |
2,336.9 |
|
| R3 |
2,431.3 |
2,401.7 |
2,315.5 |
|
| R2 |
2,353.3 |
2,353.3 |
2,308.3 |
|
| R1 |
2,323.7 |
2,323.7 |
2,301.2 |
2,338.5 |
| PP |
2,275.3 |
2,275.3 |
2,275.3 |
2,282.8 |
| S1 |
2,245.7 |
2,245.7 |
2,286.9 |
2,260.5 |
| S2 |
2,197.3 |
2,197.3 |
2,279.7 |
|
| S3 |
2,119.3 |
2,167.7 |
2,272.6 |
|
| S4 |
2,041.3 |
2,089.7 |
2,251.1 |
|
|
| 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 |
2,368.0 |
2,213.0 |
155.0 |
6.8% |
100.4 |
4.4% |
52% |
False |
False |
1,618,159 |
| 10 |
2,509.0 |
2,213.0 |
296.0 |
12.9% |
88.5 |
3.9% |
27% |
False |
False |
1,535,380 |
| 20 |
2,509.0 |
2,213.0 |
296.0 |
12.9% |
77.8 |
3.4% |
27% |
False |
False |
1,477,812 |
| 40 |
2,509.0 |
1,924.0 |
585.0 |
25.5% |
80.0 |
3.5% |
63% |
False |
False |
1,569,086 |
| 60 |
2,509.0 |
1,924.0 |
585.0 |
25.5% |
77.4 |
3.4% |
63% |
False |
False |
1,085,390 |
| 80 |
2,790.0 |
1,924.0 |
866.0 |
37.8% |
83.0 |
3.6% |
43% |
False |
False |
816,230 |
| 100 |
2,887.0 |
1,924.0 |
963.0 |
42.0% |
75.9 |
3.3% |
38% |
False |
False |
654,386 |
| 120 |
2,887.0 |
1,924.0 |
963.0 |
42.0% |
70.3 |
3.1% |
38% |
False |
False |
546,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,636.5 |
|
2.618 |
2,509.2 |
|
1.618 |
2,431.2 |
|
1.000 |
2,383.0 |
|
0.618 |
2,353.2 |
|
HIGH |
2,305.0 |
|
0.618 |
2,275.2 |
|
0.500 |
2,266.0 |
|
0.382 |
2,256.8 |
|
LOW |
2,227.0 |
|
0.618 |
2,178.8 |
|
1.000 |
2,149.0 |
|
1.618 |
2,100.8 |
|
2.618 |
2,022.8 |
|
4.250 |
1,895.5 |
|
|
| Fisher Pivots for day following 07-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,284.7 |
2,292.8 |
| PP |
2,275.3 |
2,291.7 |
| S1 |
2,266.0 |
2,290.5 |
|