| 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 |
1,760.2 |
1,797.0 |
36.8 |
2.1% |
1,749.3 |
| High |
1,803.5 |
1,808.0 |
4.5 |
0.2% |
1,773.1 |
| Low |
1,760.2 |
1,784.3 |
24.1 |
1.4% |
1,688.0 |
| Close |
1,795.3 |
1,803.6 |
8.3 |
0.5% |
1,760.2 |
| Range |
43.3 |
23.7 |
-19.6 |
-45.3% |
85.1 |
| ATR |
37.3 |
36.3 |
-1.0 |
-2.6% |
0.0 |
| Volume |
1,795 |
3,759 |
1,964 |
109.4% |
6,224 |
|
| Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,869.7 |
1,860.4 |
1,816.6 |
|
| R3 |
1,846.0 |
1,836.7 |
1,810.1 |
|
| R2 |
1,822.3 |
1,822.3 |
1,807.9 |
|
| R1 |
1,813.0 |
1,813.0 |
1,805.8 |
1,817.7 |
| PP |
1,798.6 |
1,798.6 |
1,798.6 |
1,801.0 |
| S1 |
1,789.3 |
1,789.3 |
1,801.4 |
1,794.0 |
| S2 |
1,774.9 |
1,774.9 |
1,799.3 |
|
| S3 |
1,751.2 |
1,765.6 |
1,797.1 |
|
| S4 |
1,727.5 |
1,741.9 |
1,790.6 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,995.7 |
1,963.1 |
1,807.0 |
|
| R3 |
1,910.6 |
1,878.0 |
1,783.6 |
|
| R2 |
1,825.5 |
1,825.5 |
1,775.8 |
|
| R1 |
1,792.9 |
1,792.9 |
1,768.0 |
1,809.2 |
| PP |
1,740.4 |
1,740.4 |
1,740.4 |
1,748.6 |
| S1 |
1,707.8 |
1,707.8 |
1,752.4 |
1,724.1 |
| S2 |
1,655.3 |
1,655.3 |
1,744.6 |
|
| S3 |
1,570.2 |
1,622.7 |
1,736.8 |
|
| S4 |
1,485.1 |
1,537.6 |
1,713.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,808.0 |
1,721.8 |
86.2 |
4.8% |
28.9 |
1.6% |
95% |
True |
False |
2,192 |
| 10 |
1,808.0 |
1,688.0 |
120.0 |
6.7% |
30.1 |
1.7% |
96% |
True |
False |
1,399 |
| 20 |
1,808.0 |
1,609.0 |
199.0 |
11.0% |
29.6 |
1.6% |
98% |
True |
False |
1,226 |
| 40 |
1,850.2 |
1,553.4 |
296.8 |
16.5% |
39.9 |
2.2% |
84% |
False |
False |
978 |
| 60 |
1,925.0 |
1,553.4 |
371.6 |
20.6% |
44.0 |
2.4% |
67% |
False |
False |
815 |
| 80 |
1,925.0 |
1,553.4 |
371.6 |
20.6% |
39.8 |
2.2% |
67% |
False |
False |
703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,908.7 |
|
2.618 |
1,870.0 |
|
1.618 |
1,846.3 |
|
1.000 |
1,831.7 |
|
0.618 |
1,822.6 |
|
HIGH |
1,808.0 |
|
0.618 |
1,798.9 |
|
0.500 |
1,796.2 |
|
0.382 |
1,793.4 |
|
LOW |
1,784.3 |
|
0.618 |
1,769.7 |
|
1.000 |
1,760.6 |
|
1.618 |
1,746.0 |
|
2.618 |
1,722.3 |
|
4.250 |
1,683.6 |
|
|
| Fisher Pivots for day following 08-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,801.1 |
1,796.5 |
| PP |
1,798.6 |
1,789.4 |
| S1 |
1,796.2 |
1,782.3 |
|