| Trading Metrics calculated at close of trading on 31-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2011 |
31-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,488.0 |
2,430.0 |
-58.0 |
-2.3% |
2,348.0 |
| High |
2,493.0 |
2,430.0 |
-63.0 |
-2.5% |
2,503.0 |
| Low |
2,440.0 |
2,353.0 |
-87.0 |
-3.6% |
2,302.0 |
| Close |
2,450.0 |
2,383.0 |
-67.0 |
-2.7% |
2,450.0 |
| Range |
53.0 |
77.0 |
24.0 |
45.3% |
201.0 |
| ATR |
76.6 |
78.1 |
1.5 |
1.9% |
0.0 |
| Volume |
466 |
1,182 |
716 |
153.6% |
57,677 |
|
| Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,619.7 |
2,578.3 |
2,425.4 |
|
| R3 |
2,542.7 |
2,501.3 |
2,404.2 |
|
| R2 |
2,465.7 |
2,465.7 |
2,397.1 |
|
| R1 |
2,424.3 |
2,424.3 |
2,390.1 |
2,406.5 |
| PP |
2,388.7 |
2,388.7 |
2,388.7 |
2,379.8 |
| S1 |
2,347.3 |
2,347.3 |
2,375.9 |
2,329.5 |
| S2 |
2,311.7 |
2,311.7 |
2,368.9 |
|
| S3 |
2,234.7 |
2,270.3 |
2,361.8 |
|
| S4 |
2,157.7 |
2,193.3 |
2,340.7 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,021.3 |
2,936.7 |
2,560.6 |
|
| R3 |
2,820.3 |
2,735.7 |
2,505.3 |
|
| R2 |
2,619.3 |
2,619.3 |
2,486.9 |
|
| R1 |
2,534.7 |
2,534.7 |
2,468.4 |
2,577.0 |
| PP |
2,418.3 |
2,418.3 |
2,418.3 |
2,439.5 |
| S1 |
2,333.7 |
2,333.7 |
2,431.6 |
2,376.0 |
| S2 |
2,217.3 |
2,217.3 |
2,413.2 |
|
| S3 |
2,016.3 |
2,132.7 |
2,394.7 |
|
| S4 |
1,815.3 |
1,931.7 |
2,339.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,503.0 |
2,302.0 |
201.0 |
8.4% |
71.4 |
3.0% |
40% |
False |
False |
11,543 |
| 10 |
2,503.0 |
2,256.0 |
247.0 |
10.4% |
63.9 |
2.7% |
51% |
False |
False |
8,118 |
| 20 |
2,503.0 |
2,043.0 |
460.0 |
19.3% |
66.7 |
2.8% |
74% |
False |
False |
8,606 |
| 40 |
2,503.0 |
1,927.0 |
576.0 |
24.2% |
71.5 |
3.0% |
79% |
False |
False |
13,235 |
| 60 |
2,503.0 |
1,927.0 |
576.0 |
24.2% |
74.6 |
3.1% |
79% |
False |
False |
9,547 |
| 80 |
2,788.0 |
1,927.0 |
861.0 |
36.1% |
71.8 |
3.0% |
53% |
False |
False |
7,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,757.3 |
|
2.618 |
2,631.6 |
|
1.618 |
2,554.6 |
|
1.000 |
2,507.0 |
|
0.618 |
2,477.6 |
|
HIGH |
2,430.0 |
|
0.618 |
2,400.6 |
|
0.500 |
2,391.5 |
|
0.382 |
2,382.4 |
|
LOW |
2,353.0 |
|
0.618 |
2,305.4 |
|
1.000 |
2,276.0 |
|
1.618 |
2,228.4 |
|
2.618 |
2,151.4 |
|
4.250 |
2,025.8 |
|
|
| Fisher Pivots for day following 31-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,391.5 |
2,428.0 |
| PP |
2,388.7 |
2,413.0 |
| S1 |
2,385.8 |
2,398.0 |
|