| Trading Metrics calculated at close of trading on 07-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2011 |
07-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,358.0 |
2,279.0 |
-79.0 |
-3.4% |
2,430.0 |
| High |
2,358.0 |
2,297.0 |
-61.0 |
-2.6% |
2,430.0 |
| Low |
2,268.0 |
2,228.0 |
-40.0 |
-1.8% |
2,215.0 |
| Close |
2,280.0 |
2,266.0 |
-14.0 |
-0.6% |
2,280.0 |
| Range |
90.0 |
69.0 |
-21.0 |
-23.3% |
215.0 |
| ATR |
85.9 |
84.7 |
-1.2 |
-1.4% |
0.0 |
| Volume |
1,717 |
483 |
-1,234 |
-71.9% |
94,733 |
|
| Daily Pivots for day following 07-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,470.7 |
2,437.3 |
2,304.0 |
|
| R3 |
2,401.7 |
2,368.3 |
2,285.0 |
|
| R2 |
2,332.7 |
2,332.7 |
2,278.7 |
|
| R1 |
2,299.3 |
2,299.3 |
2,272.3 |
2,281.5 |
| PP |
2,263.7 |
2,263.7 |
2,263.7 |
2,254.8 |
| S1 |
2,230.3 |
2,230.3 |
2,259.7 |
2,212.5 |
| S2 |
2,194.7 |
2,194.7 |
2,253.4 |
|
| S3 |
2,125.7 |
2,161.3 |
2,247.0 |
|
| S4 |
2,056.7 |
2,092.3 |
2,228.1 |
|
|
| 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 |
2,358.0 |
2,215.0 |
143.0 |
6.3% |
92.0 |
4.1% |
36% |
False |
False |
18,806 |
| 10 |
2,503.0 |
2,215.0 |
288.0 |
12.7% |
81.7 |
3.6% |
18% |
False |
False |
15,175 |
| 20 |
2,503.0 |
2,215.0 |
288.0 |
12.7% |
72.1 |
3.2% |
18% |
False |
False |
13,050 |
| 40 |
2,503.0 |
1,927.0 |
576.0 |
25.4% |
74.5 |
3.3% |
59% |
False |
False |
13,118 |
| 60 |
2,503.0 |
1,927.0 |
576.0 |
25.4% |
72.6 |
3.2% |
59% |
False |
False |
11,047 |
| 80 |
2,788.0 |
1,927.0 |
861.0 |
38.0% |
75.7 |
3.3% |
39% |
False |
False |
8,458 |
| 100 |
2,890.0 |
1,927.0 |
963.0 |
42.5% |
68.2 |
3.0% |
35% |
False |
False |
6,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,590.3 |
|
2.618 |
2,477.6 |
|
1.618 |
2,408.6 |
|
1.000 |
2,366.0 |
|
0.618 |
2,339.6 |
|
HIGH |
2,297.0 |
|
0.618 |
2,270.6 |
|
0.500 |
2,262.5 |
|
0.382 |
2,254.4 |
|
LOW |
2,228.0 |
|
0.618 |
2,185.4 |
|
1.000 |
2,159.0 |
|
1.618 |
2,116.4 |
|
2.618 |
2,047.4 |
|
4.250 |
1,934.8 |
|
|
| Fisher Pivots for day following 07-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,264.8 |
2,286.5 |
| PP |
2,263.7 |
2,279.7 |
| S1 |
2,262.5 |
2,272.8 |
|