| Trading Metrics calculated at close of trading on 04-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2011 |
04-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,226.0 |
2,358.0 |
132.0 |
5.9% |
2,430.0 |
| High |
2,356.0 |
2,358.0 |
2.0 |
0.1% |
2,430.0 |
| Low |
2,215.0 |
2,268.0 |
53.0 |
2.4% |
2,215.0 |
| Close |
2,342.0 |
2,280.0 |
-62.0 |
-2.6% |
2,280.0 |
| Range |
141.0 |
90.0 |
-51.0 |
-36.2% |
215.0 |
| ATR |
85.5 |
85.9 |
0.3 |
0.4% |
0.0 |
| Volume |
41,611 |
1,717 |
-39,894 |
-95.9% |
94,733 |
|
| Daily Pivots for day following 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,572.0 |
2,516.0 |
2,329.5 |
|
| R3 |
2,482.0 |
2,426.0 |
2,304.8 |
|
| R2 |
2,392.0 |
2,392.0 |
2,296.5 |
|
| R1 |
2,336.0 |
2,336.0 |
2,288.3 |
2,319.0 |
| PP |
2,302.0 |
2,302.0 |
2,302.0 |
2,293.5 |
| S1 |
2,246.0 |
2,246.0 |
2,271.8 |
2,229.0 |
| S2 |
2,212.0 |
2,212.0 |
2,263.5 |
|
| S3 |
2,122.0 |
2,156.0 |
2,255.3 |
|
| S4 |
2,032.0 |
2,066.0 |
2,230.5 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,953.3 |
2,831.7 |
2,398.3 |
|
| R3 |
2,738.3 |
2,616.7 |
2,339.1 |
|
| R2 |
2,523.3 |
2,523.3 |
2,319.4 |
|
| R1 |
2,401.7 |
2,401.7 |
2,299.7 |
2,355.0 |
| PP |
2,308.3 |
2,308.3 |
2,308.3 |
2,285.0 |
| S1 |
2,186.7 |
2,186.7 |
2,260.3 |
2,140.0 |
| S2 |
2,093.3 |
2,093.3 |
2,240.6 |
|
| S3 |
1,878.3 |
1,971.7 |
2,220.9 |
|
| S4 |
1,663.3 |
1,756.7 |
2,161.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,430.0 |
2,215.0 |
215.0 |
9.4% |
93.6 |
4.1% |
30% |
False |
False |
18,946 |
| 10 |
2,503.0 |
2,215.0 |
288.0 |
12.6% |
79.5 |
3.5% |
23% |
False |
False |
15,241 |
| 20 |
2,503.0 |
2,215.0 |
288.0 |
12.6% |
71.8 |
3.1% |
23% |
False |
False |
13,071 |
| 40 |
2,503.0 |
1,927.0 |
576.0 |
25.3% |
74.1 |
3.3% |
61% |
False |
False |
13,956 |
| 60 |
2,503.0 |
1,927.0 |
576.0 |
25.3% |
71.9 |
3.2% |
61% |
False |
False |
11,040 |
| 80 |
2,788.0 |
1,927.0 |
861.0 |
37.8% |
75.3 |
3.3% |
41% |
False |
False |
8,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,740.5 |
|
2.618 |
2,593.6 |
|
1.618 |
2,503.6 |
|
1.000 |
2,448.0 |
|
0.618 |
2,413.6 |
|
HIGH |
2,358.0 |
|
0.618 |
2,323.6 |
|
0.500 |
2,313.0 |
|
0.382 |
2,302.4 |
|
LOW |
2,268.0 |
|
0.618 |
2,212.4 |
|
1.000 |
2,178.0 |
|
1.618 |
2,122.4 |
|
2.618 |
2,032.4 |
|
4.250 |
1,885.5 |
|
|
| Fisher Pivots for day following 04-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,313.0 |
2,286.5 |
| PP |
2,302.0 |
2,284.3 |
| S1 |
2,291.0 |
2,282.2 |
|