| Trading Metrics calculated at close of trading on 31-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2011 |
31-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
6,417.0 |
6,295.5 |
-121.5 |
-1.9% |
6,050.0 |
| High |
6,453.0 |
6,329.0 |
-124.0 |
-1.9% |
6,456.0 |
| Low |
6,335.0 |
6,120.0 |
-215.0 |
-3.4% |
5,965.0 |
| Close |
6,366.5 |
6,186.5 |
-180.0 |
-2.8% |
6,366.5 |
| Range |
118.0 |
209.0 |
91.0 |
77.1% |
491.0 |
| ATR |
206.5 |
209.4 |
2.9 |
1.4% |
0.0 |
| Volume |
271 |
340 |
69 |
25.5% |
2,898 |
|
| Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,838.8 |
6,721.7 |
6,301.5 |
|
| R3 |
6,629.8 |
6,512.7 |
6,244.0 |
|
| R2 |
6,420.8 |
6,420.8 |
6,224.8 |
|
| R1 |
6,303.7 |
6,303.7 |
6,205.7 |
6,257.8 |
| PP |
6,211.8 |
6,211.8 |
6,211.8 |
6,188.9 |
| S1 |
6,094.7 |
6,094.7 |
6,167.3 |
6,048.8 |
| S2 |
6,002.8 |
6,002.8 |
6,148.2 |
|
| S3 |
5,793.8 |
5,885.7 |
6,129.0 |
|
| S4 |
5,584.8 |
5,676.7 |
6,071.6 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,735.5 |
7,542.0 |
6,636.6 |
|
| R3 |
7,244.5 |
7,051.0 |
6,501.5 |
|
| R2 |
6,753.5 |
6,753.5 |
6,456.5 |
|
| R1 |
6,560.0 |
6,560.0 |
6,411.5 |
6,656.8 |
| PP |
6,262.5 |
6,262.5 |
6,262.5 |
6,310.9 |
| S1 |
6,069.0 |
6,069.0 |
6,321.5 |
6,165.8 |
| S2 |
5,771.5 |
5,771.5 |
6,276.5 |
|
| S3 |
5,280.5 |
5,578.0 |
6,231.5 |
|
| S4 |
4,789.5 |
5,087.0 |
6,096.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,456.0 |
5,979.0 |
477.0 |
7.7% |
186.7 |
3.0% |
44% |
False |
False |
460 |
| 10 |
6,456.0 |
5,770.0 |
686.0 |
11.1% |
178.7 |
2.9% |
61% |
False |
False |
538 |
| 20 |
6,456.0 |
5,147.5 |
1,308.5 |
21.2% |
182.7 |
3.0% |
79% |
False |
False |
585 |
| 40 |
6,456.0 |
4,988.0 |
1,468.0 |
23.7% |
194.2 |
3.1% |
82% |
False |
False |
2,319 |
| 60 |
6,456.0 |
4,988.0 |
1,468.0 |
23.7% |
202.8 |
3.3% |
82% |
False |
False |
1,608 |
| 80 |
7,454.0 |
4,988.0 |
2,466.0 |
39.9% |
191.1 |
3.1% |
49% |
False |
False |
1,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,217.3 |
|
2.618 |
6,876.2 |
|
1.618 |
6,667.2 |
|
1.000 |
6,538.0 |
|
0.618 |
6,458.2 |
|
HIGH |
6,329.0 |
|
0.618 |
6,249.2 |
|
0.500 |
6,224.5 |
|
0.382 |
6,199.8 |
|
LOW |
6,120.0 |
|
0.618 |
5,990.8 |
|
1.000 |
5,911.0 |
|
1.618 |
5,781.8 |
|
2.618 |
5,572.8 |
|
4.250 |
5,231.8 |
|
|
| Fisher Pivots for day following 31-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
6,224.5 |
6,288.0 |
| PP |
6,211.8 |
6,254.2 |
| S1 |
6,199.2 |
6,220.3 |
|