| Trading Metrics calculated at close of trading on 03-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2011 |
03-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1,721.0 |
1,740.9 |
19.9 |
1.2% |
1,643.2 |
| High |
1,747.3 |
1,771.7 |
24.4 |
1.4% |
1,755.5 |
| Low |
1,718.5 |
1,726.4 |
7.9 |
0.5% |
1,639.0 |
| Close |
1,731.7 |
1,767.2 |
35.5 |
2.1% |
1,749.3 |
| Range |
28.8 |
45.3 |
16.5 |
57.3% |
116.5 |
| ATR |
41.3 |
41.6 |
0.3 |
0.7% |
0.0 |
| Volume |
7,880 |
9,012 |
1,132 |
14.4% |
21,383 |
|
| Daily Pivots for day following 03-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,891.0 |
1,874.4 |
1,792.1 |
|
| R3 |
1,845.7 |
1,829.1 |
1,779.7 |
|
| R2 |
1,800.4 |
1,800.4 |
1,775.5 |
|
| R1 |
1,783.8 |
1,783.8 |
1,771.4 |
1,792.1 |
| PP |
1,755.1 |
1,755.1 |
1,755.1 |
1,759.3 |
| S1 |
1,738.5 |
1,738.5 |
1,763.0 |
1,746.8 |
| S2 |
1,709.8 |
1,709.8 |
1,758.9 |
|
| S3 |
1,664.5 |
1,693.2 |
1,754.7 |
|
| S4 |
1,619.2 |
1,647.9 |
1,742.3 |
|
|
| 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 |
1,771.7 |
1,685.8 |
85.9 |
4.9% |
34.5 |
2.0% |
95% |
True |
False |
6,745 |
| 10 |
1,771.7 |
1,616.0 |
155.7 |
8.8% |
37.2 |
2.1% |
97% |
True |
False |
5,003 |
| 20 |
1,771.7 |
1,607.3 |
164.4 |
9.3% |
35.0 |
2.0% |
97% |
True |
False |
4,246 |
| 40 |
1,890.5 |
1,543.3 |
347.2 |
19.6% |
46.7 |
2.6% |
64% |
False |
False |
4,180 |
| 60 |
1,925.1 |
1,543.3 |
381.8 |
21.6% |
49.2 |
2.8% |
59% |
False |
False |
3,769 |
| 80 |
1,925.1 |
1,543.3 |
381.8 |
21.6% |
43.1 |
2.4% |
59% |
False |
False |
3,458 |
| 100 |
1,925.1 |
1,482.6 |
442.5 |
25.0% |
37.8 |
2.1% |
64% |
False |
False |
2,840 |
| 120 |
1,925.1 |
1,477.1 |
448.0 |
25.4% |
33.5 |
1.9% |
65% |
False |
False |
2,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,964.2 |
|
2.618 |
1,890.3 |
|
1.618 |
1,845.0 |
|
1.000 |
1,817.0 |
|
0.618 |
1,799.7 |
|
HIGH |
1,771.7 |
|
0.618 |
1,754.4 |
|
0.500 |
1,749.1 |
|
0.382 |
1,743.7 |
|
LOW |
1,726.4 |
|
0.618 |
1,698.4 |
|
1.000 |
1,681.1 |
|
1.618 |
1,653.1 |
|
2.618 |
1,607.8 |
|
4.250 |
1,533.9 |
|
|
| Fisher Pivots for day following 03-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,761.2 |
1,754.4 |
| PP |
1,755.1 |
1,741.6 |
| S1 |
1,749.1 |
1,728.8 |
|