| 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 |
2,337.0 |
2,281.0 |
-56.0 |
-2.4% |
2,348.0 |
| High |
2,337.0 |
2,286.0 |
-51.0 |
-2.2% |
2,503.0 |
| Low |
2,232.0 |
2,231.0 |
-1.0 |
0.0% |
2,302.0 |
| Close |
2,244.0 |
2,278.0 |
34.0 |
1.5% |
2,450.0 |
| Range |
105.0 |
55.0 |
-50.0 |
-47.6% |
201.0 |
| ATR |
83.3 |
81.3 |
-2.0 |
-2.4% |
0.0 |
| Volume |
48,674 |
1,549 |
-47,125 |
-96.8% |
57,677 |
|
| Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,430.0 |
2,409.0 |
2,308.3 |
|
| R3 |
2,375.0 |
2,354.0 |
2,293.1 |
|
| R2 |
2,320.0 |
2,320.0 |
2,288.1 |
|
| R1 |
2,299.0 |
2,299.0 |
2,283.0 |
2,282.0 |
| PP |
2,265.0 |
2,265.0 |
2,265.0 |
2,256.5 |
| S1 |
2,244.0 |
2,244.0 |
2,273.0 |
2,227.0 |
| S2 |
2,210.0 |
2,210.0 |
2,267.9 |
|
| S3 |
2,155.0 |
2,189.0 |
2,262.9 |
|
| S4 |
2,100.0 |
2,134.0 |
2,247.8 |
|
|
| 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 |
2,231.0 |
272.0 |
11.9% |
82.0 |
3.6% |
17% |
False |
True |
15,321 |
| 10 |
2,503.0 |
2,231.0 |
272.0 |
11.9% |
67.6 |
3.0% |
17% |
False |
True |
11,079 |
| 20 |
2,503.0 |
2,174.0 |
329.0 |
14.4% |
66.5 |
2.9% |
32% |
False |
False |
11,045 |
| 40 |
2,503.0 |
1,927.0 |
576.0 |
25.3% |
72.4 |
3.2% |
61% |
False |
False |
13,571 |
| 60 |
2,503.0 |
1,927.0 |
576.0 |
25.3% |
72.5 |
3.2% |
61% |
False |
False |
10,337 |
| 80 |
2,788.0 |
1,927.0 |
861.0 |
37.8% |
73.0 |
3.2% |
41% |
False |
False |
7,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,519.8 |
|
2.618 |
2,430.0 |
|
1.618 |
2,375.0 |
|
1.000 |
2,341.0 |
|
0.618 |
2,320.0 |
|
HIGH |
2,286.0 |
|
0.618 |
2,265.0 |
|
0.500 |
2,258.5 |
|
0.382 |
2,252.0 |
|
LOW |
2,231.0 |
|
0.618 |
2,197.0 |
|
1.000 |
2,176.0 |
|
1.618 |
2,142.0 |
|
2.618 |
2,087.0 |
|
4.250 |
1,997.3 |
|
|
| Fisher Pivots for day following 02-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,271.5 |
2,330.5 |
| PP |
2,265.0 |
2,313.0 |
| S1 |
2,258.5 |
2,295.5 |
|