| 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 |
1,721.5 |
1,738.9 |
17.4 |
1.0% |
1,643.0 |
| High |
1,745.6 |
1,769.5 |
23.9 |
1.4% |
1,754.0 |
| Low |
1,715.5 |
1,724.0 |
8.5 |
0.5% |
1,636.6 |
| Close |
1,729.6 |
1,765.1 |
35.5 |
2.1% |
1,747.2 |
| Range |
30.1 |
45.5 |
15.4 |
51.2% |
117.4 |
| ATR |
42.8 |
43.0 |
0.2 |
0.4% |
0.0 |
| Volume |
134,256 |
143,439 |
9,183 |
6.8% |
664,362 |
|
| Daily Pivots for day following 03-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,889.4 |
1,872.7 |
1,790.1 |
|
| R3 |
1,843.9 |
1,827.2 |
1,777.6 |
|
| R2 |
1,798.4 |
1,798.4 |
1,773.4 |
|
| R1 |
1,781.7 |
1,781.7 |
1,769.3 |
1,790.1 |
| PP |
1,752.9 |
1,752.9 |
1,752.9 |
1,757.0 |
| S1 |
1,736.2 |
1,736.2 |
1,760.9 |
1,744.6 |
| S2 |
1,707.4 |
1,707.4 |
1,756.8 |
|
| S3 |
1,661.9 |
1,690.7 |
1,752.6 |
|
| S4 |
1,616.4 |
1,645.2 |
1,740.1 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,064.8 |
2,023.4 |
1,811.8 |
|
| R3 |
1,947.4 |
1,906.0 |
1,779.5 |
|
| R2 |
1,830.0 |
1,830.0 |
1,768.7 |
|
| R1 |
1,788.6 |
1,788.6 |
1,758.0 |
1,809.3 |
| PP |
1,712.6 |
1,712.6 |
1,712.6 |
1,723.0 |
| S1 |
1,671.2 |
1,671.2 |
1,736.4 |
1,691.9 |
| S2 |
1,595.2 |
1,595.2 |
1,725.7 |
|
| S3 |
1,477.8 |
1,553.8 |
1,714.9 |
|
| S4 |
1,360.4 |
1,436.4 |
1,682.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,769.5 |
1,681.2 |
88.3 |
5.0% |
36.4 |
2.1% |
95% |
True |
False |
131,970 |
| 10 |
1,769.5 |
1,612.8 |
156.7 |
8.9% |
38.7 |
2.2% |
97% |
True |
False |
133,985 |
| 20 |
1,769.5 |
1,604.7 |
164.8 |
9.3% |
36.7 |
2.1% |
97% |
True |
False |
126,176 |
| 40 |
1,889.1 |
1,535.0 |
354.1 |
20.1% |
48.9 |
2.8% |
65% |
False |
False |
162,936 |
| 60 |
1,923.7 |
1,535.0 |
388.7 |
22.0% |
51.5 |
2.9% |
59% |
False |
False |
186,383 |
| 80 |
1,923.7 |
1,535.0 |
388.7 |
22.0% |
45.7 |
2.6% |
59% |
False |
False |
172,149 |
| 100 |
1,923.7 |
1,481.0 |
442.7 |
25.1% |
40.4 |
2.3% |
64% |
False |
False |
139,683 |
| 120 |
1,923.7 |
1,475.0 |
448.7 |
25.4% |
36.5 |
2.1% |
65% |
False |
False |
116,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,962.9 |
|
2.618 |
1,888.6 |
|
1.618 |
1,843.1 |
|
1.000 |
1,815.0 |
|
0.618 |
1,797.6 |
|
HIGH |
1,769.5 |
|
0.618 |
1,752.1 |
|
0.500 |
1,746.8 |
|
0.382 |
1,741.4 |
|
LOW |
1,724.0 |
|
0.618 |
1,695.9 |
|
1.000 |
1,678.5 |
|
1.618 |
1,650.4 |
|
2.618 |
1,604.9 |
|
4.250 |
1,530.6 |
|
|
| Fisher Pivots for day following 03-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,759.0 |
1,751.9 |
| PP |
1,752.9 |
1,738.6 |
| S1 |
1,746.8 |
1,725.4 |
|