| 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 |
1,719.9 |
1,721.0 |
1.1 |
0.1% |
1,643.2 |
| High |
1,726.4 |
1,747.3 |
20.9 |
1.2% |
1,755.5 |
| Low |
1,685.8 |
1,718.5 |
32.7 |
1.9% |
1,639.0 |
| Close |
1,713.9 |
1,731.7 |
17.8 |
1.0% |
1,749.3 |
| Range |
40.6 |
28.8 |
-11.8 |
-29.1% |
116.5 |
| ATR |
41.9 |
41.3 |
-0.6 |
-1.4% |
0.0 |
| Volume |
4,468 |
7,880 |
3,412 |
76.4% |
21,383 |
|
| Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,818.9 |
1,804.1 |
1,747.5 |
|
| R3 |
1,790.1 |
1,775.3 |
1,739.6 |
|
| R2 |
1,761.3 |
1,761.3 |
1,737.0 |
|
| R1 |
1,746.5 |
1,746.5 |
1,734.3 |
1,753.9 |
| PP |
1,732.5 |
1,732.5 |
1,732.5 |
1,736.2 |
| S1 |
1,717.7 |
1,717.7 |
1,729.1 |
1,725.1 |
| S2 |
1,703.7 |
1,703.7 |
1,726.4 |
|
| S3 |
1,674.9 |
1,688.9 |
1,723.8 |
|
| S4 |
1,646.1 |
1,660.1 |
1,715.9 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,064.1 |
2,023.2 |
1,813.4 |
|
| R3 |
1,947.6 |
1,906.7 |
1,781.3 |
|
| R2 |
1,831.1 |
1,831.1 |
1,770.7 |
|
| R1 |
1,790.2 |
1,790.2 |
1,760.0 |
1,810.7 |
| PP |
1,714.6 |
1,714.6 |
1,714.6 |
1,724.8 |
| S1 |
1,673.7 |
1,673.7 |
1,738.6 |
1,694.2 |
| S2 |
1,598.1 |
1,598.1 |
1,727.9 |
|
| S3 |
1,481.6 |
1,557.2 |
1,717.3 |
|
| S4 |
1,365.1 |
1,440.7 |
1,685.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,755.5 |
1,685.8 |
69.7 |
4.0% |
34.2 |
2.0% |
66% |
False |
False |
5,921 |
| 10 |
1,755.5 |
1,607.3 |
148.2 |
8.6% |
36.6 |
2.1% |
84% |
False |
False |
4,455 |
| 20 |
1,755.5 |
1,607.3 |
148.2 |
8.6% |
33.9 |
2.0% |
84% |
False |
False |
4,057 |
| 40 |
1,890.5 |
1,543.3 |
347.2 |
20.0% |
46.9 |
2.7% |
54% |
False |
False |
4,035 |
| 60 |
1,925.1 |
1,543.3 |
381.8 |
22.0% |
49.3 |
2.8% |
49% |
False |
False |
3,672 |
| 80 |
1,925.1 |
1,543.3 |
381.8 |
22.0% |
42.8 |
2.5% |
49% |
False |
False |
3,356 |
| 100 |
1,925.1 |
1,482.6 |
442.5 |
25.6% |
37.4 |
2.2% |
56% |
False |
False |
2,751 |
| 120 |
1,925.1 |
1,477.1 |
448.0 |
25.9% |
33.2 |
1.9% |
57% |
False |
False |
2,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,869.7 |
|
2.618 |
1,822.7 |
|
1.618 |
1,793.9 |
|
1.000 |
1,776.1 |
|
0.618 |
1,765.1 |
|
HIGH |
1,747.3 |
|
0.618 |
1,736.3 |
|
0.500 |
1,732.9 |
|
0.382 |
1,729.5 |
|
LOW |
1,718.5 |
|
0.618 |
1,700.7 |
|
1.000 |
1,689.7 |
|
1.618 |
1,671.9 |
|
2.618 |
1,643.1 |
|
4.250 |
1,596.1 |
|
|
| Fisher Pivots for day following 02-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,732.9 |
1,726.7 |
| PP |
1,732.5 |
1,721.6 |
| S1 |
1,732.1 |
1,716.6 |
|