| Trading Metrics calculated at close of trading on 08-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2011 |
08-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,287.0 |
2,282.0 |
-5.0 |
-0.2% |
2,438.0 |
| High |
2,305.0 |
2,349.0 |
44.0 |
1.9% |
2,439.0 |
| Low |
2,227.0 |
2,273.0 |
46.0 |
2.1% |
2,213.0 |
| Close |
2,294.0 |
2,305.0 |
11.0 |
0.5% |
2,288.0 |
| Range |
78.0 |
76.0 |
-2.0 |
-2.6% |
226.0 |
| ATR |
87.4 |
86.6 |
-0.8 |
-0.9% |
0.0 |
| Volume |
1,189,724 |
1,233,520 |
43,796 |
3.7% |
8,173,758 |
|
| Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,537.0 |
2,497.0 |
2,346.8 |
|
| R3 |
2,461.0 |
2,421.0 |
2,325.9 |
|
| R2 |
2,385.0 |
2,385.0 |
2,318.9 |
|
| R1 |
2,345.0 |
2,345.0 |
2,312.0 |
2,365.0 |
| PP |
2,309.0 |
2,309.0 |
2,309.0 |
2,319.0 |
| S1 |
2,269.0 |
2,269.0 |
2,298.0 |
2,289.0 |
| S2 |
2,233.0 |
2,233.0 |
2,291.1 |
|
| S3 |
2,157.0 |
2,193.0 |
2,284.1 |
|
| S4 |
2,081.0 |
2,117.0 |
2,263.2 |
|
|
| 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 |
6.7% |
95.8 |
4.2% |
59% |
False |
False |
1,446,093 |
| 10 |
2,509.0 |
2,213.0 |
296.0 |
12.8% |
90.5 |
3.9% |
31% |
False |
False |
1,531,424 |
| 20 |
2,509.0 |
2,213.0 |
296.0 |
12.8% |
79.5 |
3.4% |
31% |
False |
False |
1,473,641 |
| 40 |
2,509.0 |
1,924.0 |
585.0 |
25.4% |
79.1 |
3.4% |
65% |
False |
False |
1,551,426 |
| 60 |
2,509.0 |
1,924.0 |
585.0 |
25.4% |
78.0 |
3.4% |
65% |
False |
False |
1,105,552 |
| 80 |
2,790.0 |
1,924.0 |
866.0 |
37.6% |
83.3 |
3.6% |
44% |
False |
False |
831,637 |
| 100 |
2,887.0 |
1,924.0 |
963.0 |
41.8% |
76.2 |
3.3% |
40% |
False |
False |
666,717 |
| 120 |
2,887.0 |
1,924.0 |
963.0 |
41.8% |
70.7 |
3.1% |
40% |
False |
False |
556,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,672.0 |
|
2.618 |
2,548.0 |
|
1.618 |
2,472.0 |
|
1.000 |
2,425.0 |
|
0.618 |
2,396.0 |
|
HIGH |
2,349.0 |
|
0.618 |
2,320.0 |
|
0.500 |
2,311.0 |
|
0.382 |
2,302.0 |
|
LOW |
2,273.0 |
|
0.618 |
2,226.0 |
|
1.000 |
2,197.0 |
|
1.618 |
2,150.0 |
|
2.618 |
2,074.0 |
|
4.250 |
1,950.0 |
|
|
| Fisher Pivots for day following 08-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,311.0 |
2,302.5 |
| PP |
2,309.0 |
2,300.0 |
| S1 |
2,307.0 |
2,297.5 |
|