| Trading Metrics calculated at close of trading on 04-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2011 |
04-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
5,862.0 |
6,191.0 |
329.0 |
5.6% |
6,295.5 |
| High |
6,202.0 |
6,198.0 |
-4.0 |
-0.1% |
6,329.0 |
| Low |
5,820.0 |
5,965.0 |
145.0 |
2.5% |
5,789.0 |
| Close |
6,169.5 |
5,998.0 |
-171.5 |
-2.8% |
5,998.0 |
| Range |
382.0 |
233.0 |
-149.0 |
-39.0% |
540.0 |
| ATR |
231.0 |
231.1 |
0.1 |
0.1% |
0.0 |
| Volume |
820 |
319 |
-501 |
-61.1% |
2,138 |
|
| Daily Pivots for day following 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,752.7 |
6,608.3 |
6,126.2 |
|
| R3 |
6,519.7 |
6,375.3 |
6,062.1 |
|
| R2 |
6,286.7 |
6,286.7 |
6,040.7 |
|
| R1 |
6,142.3 |
6,142.3 |
6,019.4 |
6,098.0 |
| PP |
6,053.7 |
6,053.7 |
6,053.7 |
6,031.5 |
| S1 |
5,909.3 |
5,909.3 |
5,976.6 |
5,865.0 |
| S2 |
5,820.7 |
5,820.7 |
5,955.3 |
|
| S3 |
5,587.7 |
5,676.3 |
5,933.9 |
|
| S4 |
5,354.7 |
5,443.3 |
5,869.9 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,658.7 |
7,368.3 |
6,295.0 |
|
| R3 |
7,118.7 |
6,828.3 |
6,146.5 |
|
| R2 |
6,578.7 |
6,578.7 |
6,097.0 |
|
| R1 |
6,288.3 |
6,288.3 |
6,047.5 |
6,163.5 |
| PP |
6,038.7 |
6,038.7 |
6,038.7 |
5,976.3 |
| S1 |
5,748.3 |
5,748.3 |
5,948.5 |
5,623.5 |
| S2 |
5,498.7 |
5,498.7 |
5,899.0 |
|
| S3 |
4,958.7 |
5,208.3 |
5,849.5 |
|
| S4 |
4,418.7 |
4,668.3 |
5,701.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,329.0 |
5,789.0 |
540.0 |
9.0% |
251.1 |
4.2% |
39% |
False |
False |
427 |
| 10 |
6,456.0 |
5,789.0 |
667.0 |
11.1% |
210.6 |
3.5% |
31% |
False |
False |
503 |
| 20 |
6,456.0 |
5,675.0 |
781.0 |
13.0% |
197.1 |
3.3% |
41% |
False |
False |
533 |
| 40 |
6,456.0 |
4,988.0 |
1,468.0 |
24.5% |
203.1 |
3.4% |
69% |
False |
False |
2,274 |
| 60 |
6,456.0 |
4,988.0 |
1,468.0 |
24.5% |
190.7 |
3.2% |
69% |
False |
False |
1,619 |
| 80 |
7,454.0 |
4,988.0 |
2,466.0 |
41.1% |
199.9 |
3.3% |
41% |
False |
False |
1,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,188.3 |
|
2.618 |
6,808.0 |
|
1.618 |
6,575.0 |
|
1.000 |
6,431.0 |
|
0.618 |
6,342.0 |
|
HIGH |
6,198.0 |
|
0.618 |
6,109.0 |
|
0.500 |
6,081.5 |
|
0.382 |
6,054.0 |
|
LOW |
5,965.0 |
|
0.618 |
5,821.0 |
|
1.000 |
5,732.0 |
|
1.618 |
5,588.0 |
|
2.618 |
5,355.0 |
|
4.250 |
4,974.8 |
|
|
| Fisher Pivots for day following 04-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
6,081.5 |
6,011.0 |
| PP |
6,053.7 |
6,006.7 |
| S1 |
6,025.8 |
6,002.3 |
|