| Trading Metrics calculated at close of trading on 08-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2011 |
08-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,279.0 |
2,280.0 |
1.0 |
0.0% |
2,430.0 |
| High |
2,297.0 |
2,337.0 |
40.0 |
1.7% |
2,430.0 |
| Low |
2,228.0 |
2,276.0 |
48.0 |
2.2% |
2,215.0 |
| Close |
2,266.0 |
2,298.0 |
32.0 |
1.4% |
2,280.0 |
| Range |
69.0 |
61.0 |
-8.0 |
-11.6% |
215.0 |
| ATR |
84.7 |
83.7 |
-1.0 |
-1.2% |
0.0 |
| Volume |
483 |
2,700 |
2,217 |
459.0% |
94,733 |
|
| Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,486.7 |
2,453.3 |
2,331.6 |
|
| R3 |
2,425.7 |
2,392.3 |
2,314.8 |
|
| R2 |
2,364.7 |
2,364.7 |
2,309.2 |
|
| R1 |
2,331.3 |
2,331.3 |
2,303.6 |
2,348.0 |
| PP |
2,303.7 |
2,303.7 |
2,303.7 |
2,312.0 |
| S1 |
2,270.3 |
2,270.3 |
2,292.4 |
2,287.0 |
| S2 |
2,242.7 |
2,242.7 |
2,286.8 |
|
| S3 |
2,181.7 |
2,209.3 |
2,281.2 |
|
| S4 |
2,120.7 |
2,148.3 |
2,264.5 |
|
|
| 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 |
2,358.0 |
2,215.0 |
143.0 |
6.2% |
83.2 |
3.6% |
58% |
False |
False |
9,612 |
| 10 |
2,503.0 |
2,215.0 |
288.0 |
12.5% |
83.2 |
3.6% |
29% |
False |
False |
15,306 |
| 20 |
2,503.0 |
2,215.0 |
288.0 |
12.5% |
73.1 |
3.2% |
29% |
False |
False |
11,759 |
| 40 |
2,503.0 |
1,927.0 |
576.0 |
25.1% |
73.4 |
3.2% |
64% |
False |
False |
11,153 |
| 60 |
2,503.0 |
1,927.0 |
576.0 |
25.1% |
73.1 |
3.2% |
64% |
False |
False |
11,092 |
| 80 |
2,788.0 |
1,927.0 |
861.0 |
37.5% |
76.0 |
3.3% |
43% |
False |
False |
8,484 |
| 100 |
2,890.0 |
1,927.0 |
963.0 |
41.9% |
68.5 |
3.0% |
39% |
False |
False |
6,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,596.3 |
|
2.618 |
2,496.7 |
|
1.618 |
2,435.7 |
|
1.000 |
2,398.0 |
|
0.618 |
2,374.7 |
|
HIGH |
2,337.0 |
|
0.618 |
2,313.7 |
|
0.500 |
2,306.5 |
|
0.382 |
2,299.3 |
|
LOW |
2,276.0 |
|
0.618 |
2,238.3 |
|
1.000 |
2,215.0 |
|
1.618 |
2,177.3 |
|
2.618 |
2,116.3 |
|
4.250 |
2,016.8 |
|
|
| Fisher Pivots for day following 08-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,306.5 |
2,296.3 |
| PP |
2,303.7 |
2,294.7 |
| S1 |
2,300.8 |
2,293.0 |
|