| 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 |
1,239.00 |
1,217.00 |
-22.00 |
-1.8% |
1,221.00 |
| High |
1,241.50 |
1,232.50 |
-9.00 |
-0.7% |
1,283.00 |
| Low |
1,202.50 |
1,211.00 |
8.50 |
0.7% |
1,210.75 |
| Close |
1,218.50 |
1,228.25 |
9.75 |
0.8% |
1,275.00 |
| Range |
39.00 |
21.50 |
-17.50 |
-44.9% |
72.25 |
| ATR |
32.18 |
31.41 |
-0.76 |
-2.4% |
0.00 |
| Volume |
1,112 |
2,662 |
1,550 |
139.4% |
10,844 |
|
| Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,288.50 |
1,279.75 |
1,240.00 |
|
| R3 |
1,267.00 |
1,258.25 |
1,234.25 |
|
| R2 |
1,245.50 |
1,245.50 |
1,232.25 |
|
| R1 |
1,236.75 |
1,236.75 |
1,230.25 |
1,241.00 |
| PP |
1,224.00 |
1,224.00 |
1,224.00 |
1,226.00 |
| S1 |
1,215.25 |
1,215.25 |
1,226.25 |
1,219.50 |
| S2 |
1,202.50 |
1,202.50 |
1,224.25 |
|
| S3 |
1,181.00 |
1,193.75 |
1,222.25 |
|
| S4 |
1,159.50 |
1,172.25 |
1,216.50 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,473.00 |
1,446.25 |
1,314.75 |
|
| R3 |
1,400.75 |
1,374.00 |
1,294.75 |
|
| R2 |
1,328.50 |
1,328.50 |
1,288.25 |
|
| R1 |
1,301.75 |
1,301.75 |
1,281.50 |
1,315.00 |
| PP |
1,256.25 |
1,256.25 |
1,256.25 |
1,263.00 |
| S1 |
1,229.50 |
1,229.50 |
1,268.50 |
1,243.00 |
| S2 |
1,184.00 |
1,184.00 |
1,261.75 |
|
| S3 |
1,111.75 |
1,157.25 |
1,255.25 |
|
| S4 |
1,039.50 |
1,085.00 |
1,235.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,283.00 |
1,202.50 |
80.50 |
6.6% |
31.00 |
2.5% |
32% |
False |
False |
2,555 |
| 10 |
1,283.00 |
1,186.50 |
96.50 |
7.9% |
28.75 |
2.3% |
43% |
False |
False |
2,040 |
| 20 |
1,283.00 |
1,123.00 |
160.00 |
13.0% |
29.00 |
2.4% |
66% |
False |
False |
2,155 |
| 40 |
1,283.00 |
1,062.00 |
221.00 |
18.0% |
32.75 |
2.7% |
75% |
False |
False |
1,605 |
| 60 |
1,283.00 |
1,062.00 |
221.00 |
18.0% |
33.25 |
2.7% |
75% |
False |
False |
1,113 |
| 80 |
1,335.75 |
1,062.00 |
273.75 |
22.3% |
32.75 |
2.7% |
61% |
False |
False |
843 |
| 100 |
1,342.75 |
1,062.00 |
280.75 |
22.9% |
29.50 |
2.4% |
59% |
False |
False |
678 |
| 120 |
1,342.75 |
1,062.00 |
280.75 |
22.9% |
24.75 |
2.0% |
59% |
False |
False |
566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,324.00 |
|
2.618 |
1,288.75 |
|
1.618 |
1,267.25 |
|
1.000 |
1,254.00 |
|
0.618 |
1,245.75 |
|
HIGH |
1,232.50 |
|
0.618 |
1,224.25 |
|
0.500 |
1,221.75 |
|
0.382 |
1,219.25 |
|
LOW |
1,211.00 |
|
0.618 |
1,197.75 |
|
1.000 |
1,189.50 |
|
1.618 |
1,176.25 |
|
2.618 |
1,154.75 |
|
4.250 |
1,119.50 |
|
|
| Fisher Pivots for day following 02-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,226.00 |
1,238.00 |
| PP |
1,224.00 |
1,234.75 |
| S1 |
1,221.75 |
1,231.50 |
|