| Trading Metrics calculated at close of trading on 01-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2011 |
01-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,438.0 |
2,330.0 |
-108.0 |
-4.4% |
2,351.0 |
| High |
2,439.0 |
2,332.0 |
-107.0 |
-4.4% |
2,509.0 |
| Low |
2,357.0 |
2,233.0 |
-124.0 |
-5.3% |
2,308.0 |
| Close |
2,358.0 |
2,271.0 |
-87.0 |
-3.7% |
2,462.0 |
| Range |
82.0 |
99.0 |
17.0 |
20.7% |
201.0 |
| ATR |
79.8 |
83.0 |
3.2 |
4.1% |
0.0 |
| Volume |
1,272,686 |
2,093,848 |
821,162 |
64.5% |
6,998,569 |
|
| Daily Pivots for day following 01-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,575.7 |
2,522.3 |
2,325.5 |
|
| R3 |
2,476.7 |
2,423.3 |
2,298.2 |
|
| R2 |
2,377.7 |
2,377.7 |
2,289.2 |
|
| R1 |
2,324.3 |
2,324.3 |
2,280.1 |
2,301.5 |
| PP |
2,278.7 |
2,278.7 |
2,278.7 |
2,267.3 |
| S1 |
2,225.3 |
2,225.3 |
2,261.9 |
2,202.5 |
| S2 |
2,179.7 |
2,179.7 |
2,252.9 |
|
| S3 |
2,080.7 |
2,126.3 |
2,243.8 |
|
| S4 |
1,981.7 |
2,027.3 |
2,216.6 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,029.3 |
2,946.7 |
2,572.6 |
|
| R3 |
2,828.3 |
2,745.7 |
2,517.3 |
|
| R2 |
2,627.3 |
2,627.3 |
2,498.9 |
|
| R1 |
2,544.7 |
2,544.7 |
2,480.4 |
2,586.0 |
| PP |
2,426.3 |
2,426.3 |
2,426.3 |
2,447.0 |
| S1 |
2,343.7 |
2,343.7 |
2,443.6 |
2,385.0 |
| S2 |
2,225.3 |
2,225.3 |
2,425.2 |
|
| S3 |
2,024.3 |
2,142.7 |
2,406.7 |
|
| S4 |
1,823.3 |
1,941.7 |
2,351.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,509.0 |
2,233.0 |
276.0 |
12.2% |
85.2 |
3.8% |
14% |
False |
True |
1,616,755 |
| 10 |
2,509.0 |
2,233.0 |
276.0 |
12.2% |
70.5 |
3.1% |
14% |
False |
True |
1,468,772 |
| 20 |
2,509.0 |
2,105.0 |
404.0 |
17.8% |
71.7 |
3.2% |
41% |
False |
False |
1,487,014 |
| 40 |
2,509.0 |
1,924.0 |
585.0 |
25.8% |
76.7 |
3.4% |
59% |
False |
False |
1,468,330 |
| 60 |
2,509.0 |
1,924.0 |
585.0 |
25.8% |
82.7 |
3.6% |
59% |
False |
False |
987,154 |
| 80 |
2,790.0 |
1,924.0 |
866.0 |
38.1% |
80.3 |
3.5% |
40% |
False |
False |
741,481 |
| 100 |
2,887.0 |
1,924.0 |
963.0 |
42.4% |
74.1 |
3.3% |
36% |
False |
False |
595,339 |
| 120 |
2,887.0 |
1,924.0 |
963.0 |
42.4% |
68.4 |
3.0% |
36% |
False |
False |
496,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,752.8 |
|
2.618 |
2,591.2 |
|
1.618 |
2,492.2 |
|
1.000 |
2,431.0 |
|
0.618 |
2,393.2 |
|
HIGH |
2,332.0 |
|
0.618 |
2,294.2 |
|
0.500 |
2,282.5 |
|
0.382 |
2,270.8 |
|
LOW |
2,233.0 |
|
0.618 |
2,171.8 |
|
1.000 |
2,134.0 |
|
1.618 |
2,072.8 |
|
2.618 |
1,973.8 |
|
4.250 |
1,812.3 |
|
|
| Fisher Pivots for day following 01-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,282.5 |
2,367.5 |
| PP |
2,278.7 |
2,335.3 |
| S1 |
2,274.8 |
2,303.2 |
|