| Trading Metrics calculated at close of trading on 03-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2011 |
03-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
5,941.5 |
5,862.0 |
-79.5 |
-1.3% |
6,050.0 |
| High |
6,004.5 |
6,202.0 |
197.5 |
3.3% |
6,456.0 |
| Low |
5,830.0 |
5,820.0 |
-10.0 |
-0.2% |
5,965.0 |
| Close |
5,988.5 |
6,169.5 |
181.0 |
3.0% |
6,366.5 |
| Range |
174.5 |
382.0 |
207.5 |
118.9% |
491.0 |
| ATR |
219.4 |
231.0 |
11.6 |
5.3% |
0.0 |
| Volume |
270 |
820 |
550 |
203.7% |
2,898 |
|
| Daily Pivots for day following 03-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,209.8 |
7,071.7 |
6,379.6 |
|
| R3 |
6,827.8 |
6,689.7 |
6,274.6 |
|
| R2 |
6,445.8 |
6,445.8 |
6,239.5 |
|
| R1 |
6,307.7 |
6,307.7 |
6,204.5 |
6,376.8 |
| PP |
6,063.8 |
6,063.8 |
6,063.8 |
6,098.4 |
| S1 |
5,925.7 |
5,925.7 |
6,134.5 |
5,994.8 |
| S2 |
5,681.8 |
5,681.8 |
6,099.5 |
|
| S3 |
5,299.8 |
5,543.7 |
6,064.5 |
|
| S4 |
4,917.8 |
5,161.7 |
5,959.4 |
|
|
| 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 |
6,453.0 |
5,789.0 |
664.0 |
10.8% |
228.1 |
3.7% |
57% |
False |
False |
418 |
| 10 |
6,456.0 |
5,789.0 |
667.0 |
10.8% |
209.1 |
3.4% |
57% |
False |
False |
509 |
| 20 |
6,456.0 |
5,631.0 |
825.0 |
13.4% |
192.3 |
3.1% |
65% |
False |
False |
532 |
| 40 |
6,456.0 |
4,988.0 |
1,468.0 |
23.8% |
203.5 |
3.3% |
80% |
False |
False |
2,316 |
| 60 |
6,456.0 |
4,988.0 |
1,468.0 |
23.8% |
192.4 |
3.1% |
80% |
False |
False |
1,618 |
| 80 |
7,454.0 |
4,988.0 |
2,466.0 |
40.0% |
197.9 |
3.2% |
48% |
False |
False |
1,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,825.5 |
|
2.618 |
7,202.1 |
|
1.618 |
6,820.1 |
|
1.000 |
6,584.0 |
|
0.618 |
6,438.1 |
|
HIGH |
6,202.0 |
|
0.618 |
6,056.1 |
|
0.500 |
6,011.0 |
|
0.382 |
5,965.9 |
|
LOW |
5,820.0 |
|
0.618 |
5,583.9 |
|
1.000 |
5,438.0 |
|
1.618 |
5,201.9 |
|
2.618 |
4,819.9 |
|
4.250 |
4,196.5 |
|
|
| Fisher Pivots for day following 03-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
6,116.7 |
6,111.5 |
| PP |
6,063.8 |
6,053.5 |
| S1 |
6,011.0 |
5,995.5 |
|