| Trading Metrics calculated at close of trading on 01-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2011 |
01-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,430.0 |
2,337.0 |
-93.0 |
-3.8% |
2,348.0 |
| High |
2,430.0 |
2,337.0 |
-93.0 |
-3.8% |
2,503.0 |
| Low |
2,353.0 |
2,232.0 |
-121.0 |
-5.1% |
2,302.0 |
| Close |
2,383.0 |
2,244.0 |
-139.0 |
-5.8% |
2,450.0 |
| Range |
77.0 |
105.0 |
28.0 |
36.4% |
201.0 |
| ATR |
78.1 |
83.3 |
5.2 |
6.7% |
0.0 |
| Volume |
1,182 |
48,674 |
47,492 |
4,017.9% |
57,677 |
|
| Daily Pivots for day following 01-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,586.0 |
2,520.0 |
2,301.8 |
|
| R3 |
2,481.0 |
2,415.0 |
2,272.9 |
|
| R2 |
2,376.0 |
2,376.0 |
2,263.3 |
|
| R1 |
2,310.0 |
2,310.0 |
2,253.6 |
2,290.5 |
| PP |
2,271.0 |
2,271.0 |
2,271.0 |
2,261.3 |
| S1 |
2,205.0 |
2,205.0 |
2,234.4 |
2,185.5 |
| S2 |
2,166.0 |
2,166.0 |
2,224.8 |
|
| S3 |
2,061.0 |
2,100.0 |
2,215.1 |
|
| S4 |
1,956.0 |
1,995.0 |
2,186.3 |
|
|
| 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 |
2,232.0 |
271.0 |
12.1% |
83.2 |
3.7% |
4% |
False |
True |
21,001 |
| 10 |
2,503.0 |
2,232.0 |
271.0 |
12.1% |
66.3 |
3.0% |
4% |
False |
True |
10,950 |
| 20 |
2,503.0 |
2,099.0 |
404.0 |
18.0% |
67.9 |
3.0% |
36% |
False |
False |
11,018 |
| 40 |
2,503.0 |
1,927.0 |
576.0 |
25.7% |
72.3 |
3.2% |
55% |
False |
False |
13,905 |
| 60 |
2,503.0 |
1,927.0 |
576.0 |
25.7% |
74.7 |
3.3% |
55% |
False |
False |
10,344 |
| 80 |
2,788.0 |
1,927.0 |
861.0 |
38.4% |
72.7 |
3.2% |
37% |
False |
False |
7,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,783.3 |
|
2.618 |
2,611.9 |
|
1.618 |
2,506.9 |
|
1.000 |
2,442.0 |
|
0.618 |
2,401.9 |
|
HIGH |
2,337.0 |
|
0.618 |
2,296.9 |
|
0.500 |
2,284.5 |
|
0.382 |
2,272.1 |
|
LOW |
2,232.0 |
|
0.618 |
2,167.1 |
|
1.000 |
2,127.0 |
|
1.618 |
2,062.1 |
|
2.618 |
1,957.1 |
|
4.250 |
1,785.8 |
|
|
| Fisher Pivots for day following 01-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,284.5 |
2,362.5 |
| PP |
2,271.0 |
2,323.0 |
| S1 |
2,257.5 |
2,283.5 |
|