| 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 |
1,738.9 |
1,766.5 |
27.6 |
1.6% |
1,743.1 |
| High |
1,769.5 |
1,766.5 |
-3.0 |
-0.2% |
1,769.5 |
| Low |
1,724.0 |
1,749.8 |
25.8 |
1.5% |
1,681.2 |
| Close |
1,765.1 |
1,756.1 |
-9.0 |
-0.5% |
1,756.1 |
| Range |
45.5 |
16.7 |
-28.8 |
-63.3% |
88.3 |
| ATR |
43.0 |
41.2 |
-1.9 |
-4.4% |
0.0 |
| Volume |
143,439 |
84,595 |
-58,844 |
-41.0% |
645,820 |
|
| Daily Pivots for day following 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,807.6 |
1,798.5 |
1,765.3 |
|
| R3 |
1,790.9 |
1,781.8 |
1,760.7 |
|
| R2 |
1,774.2 |
1,774.2 |
1,759.2 |
|
| R1 |
1,765.1 |
1,765.1 |
1,757.6 |
1,761.3 |
| PP |
1,757.5 |
1,757.5 |
1,757.5 |
1,755.6 |
| S1 |
1,748.4 |
1,748.4 |
1,754.6 |
1,744.6 |
| S2 |
1,740.8 |
1,740.8 |
1,753.0 |
|
| S3 |
1,724.1 |
1,731.7 |
1,751.5 |
|
| S4 |
1,707.4 |
1,715.0 |
1,746.9 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,000.5 |
1,966.6 |
1,804.7 |
|
| R3 |
1,912.2 |
1,878.3 |
1,780.4 |
|
| R2 |
1,823.9 |
1,823.9 |
1,772.3 |
|
| R1 |
1,790.0 |
1,790.0 |
1,764.2 |
1,807.0 |
| PP |
1,735.6 |
1,735.6 |
1,735.6 |
1,744.1 |
| S1 |
1,701.7 |
1,701.7 |
1,748.0 |
1,718.7 |
| S2 |
1,647.3 |
1,647.3 |
1,739.9 |
|
| S3 |
1,559.0 |
1,613.4 |
1,731.8 |
|
| S4 |
1,470.7 |
1,525.1 |
1,707.5 |
|
|
| 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% |
35.5 |
2.0% |
85% |
False |
False |
129,164 |
| 10 |
1,769.5 |
1,636.6 |
132.9 |
7.6% |
36.7 |
2.1% |
90% |
False |
False |
131,018 |
| 20 |
1,769.5 |
1,604.7 |
164.8 |
9.4% |
35.5 |
2.0% |
92% |
False |
False |
124,336 |
| 40 |
1,865.2 |
1,535.0 |
330.2 |
18.8% |
47.8 |
2.7% |
67% |
False |
False |
158,669 |
| 60 |
1,923.7 |
1,535.0 |
388.7 |
22.1% |
50.3 |
2.9% |
57% |
False |
False |
182,549 |
| 80 |
1,923.7 |
1,535.0 |
388.7 |
22.1% |
45.7 |
2.6% |
57% |
False |
False |
172,879 |
| 100 |
1,923.7 |
1,481.0 |
442.7 |
25.2% |
40.4 |
2.3% |
62% |
False |
False |
140,479 |
| 120 |
1,923.7 |
1,481.0 |
442.7 |
25.2% |
36.4 |
2.1% |
62% |
False |
False |
117,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,837.5 |
|
2.618 |
1,810.2 |
|
1.618 |
1,793.5 |
|
1.000 |
1,783.2 |
|
0.618 |
1,776.8 |
|
HIGH |
1,766.5 |
|
0.618 |
1,760.1 |
|
0.500 |
1,758.2 |
|
0.382 |
1,756.2 |
|
LOW |
1,749.8 |
|
0.618 |
1,739.5 |
|
1.000 |
1,733.1 |
|
1.618 |
1,722.8 |
|
2.618 |
1,706.1 |
|
4.250 |
1,678.8 |
|
|
| Fisher Pivots for day following 04-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,758.2 |
1,751.6 |
| PP |
1,757.5 |
1,747.0 |
| S1 |
1,756.8 |
1,742.5 |
|