| 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 |
2,291.0 |
2,225.0 |
-66.0 |
-2.9% |
2,351.0 |
| High |
2,305.0 |
2,367.0 |
62.0 |
2.7% |
2,509.0 |
| Low |
2,232.0 |
2,213.0 |
-19.0 |
-0.9% |
2,308.0 |
| Close |
2,277.0 |
2,351.0 |
74.0 |
3.2% |
2,462.0 |
| Range |
73.0 |
154.0 |
81.0 |
111.0% |
201.0 |
| ATR |
82.3 |
87.4 |
5.1 |
6.2% |
0.0 |
| Volume |
1,248,574 |
2,045,226 |
796,652 |
63.8% |
6,998,569 |
|
| Daily Pivots for day following 03-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,772.3 |
2,715.7 |
2,435.7 |
|
| R3 |
2,618.3 |
2,561.7 |
2,393.4 |
|
| R2 |
2,464.3 |
2,464.3 |
2,379.2 |
|
| R1 |
2,407.7 |
2,407.7 |
2,365.1 |
2,436.0 |
| PP |
2,310.3 |
2,310.3 |
2,310.3 |
2,324.5 |
| S1 |
2,253.7 |
2,253.7 |
2,336.9 |
2,282.0 |
| S2 |
2,156.3 |
2,156.3 |
2,322.8 |
|
| S3 |
2,002.3 |
2,099.7 |
2,308.7 |
|
| S4 |
1,848.3 |
1,945.7 |
2,266.3 |
|
|
| 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 |
2,502.0 |
2,213.0 |
289.0 |
12.3% |
93.6 |
4.0% |
48% |
False |
True |
1,599,006 |
| 10 |
2,509.0 |
2,213.0 |
296.0 |
12.6% |
82.3 |
3.5% |
47% |
False |
True |
1,512,787 |
| 20 |
2,509.0 |
2,213.0 |
296.0 |
12.6% |
74.9 |
3.2% |
47% |
False |
True |
1,468,376 |
| 40 |
2,509.0 |
1,924.0 |
585.0 |
24.9% |
79.7 |
3.4% |
73% |
False |
False |
1,539,703 |
| 60 |
2,509.0 |
1,924.0 |
585.0 |
24.9% |
80.1 |
3.4% |
73% |
False |
False |
1,041,034 |
| 80 |
2,790.0 |
1,924.0 |
866.0 |
36.8% |
81.5 |
3.5% |
49% |
False |
False |
782,450 |
| 100 |
2,887.0 |
1,924.0 |
963.0 |
41.0% |
75.3 |
3.2% |
44% |
False |
False |
627,859 |
| 120 |
2,887.0 |
1,924.0 |
963.0 |
41.0% |
69.7 |
3.0% |
44% |
False |
False |
524,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,021.5 |
|
2.618 |
2,770.2 |
|
1.618 |
2,616.2 |
|
1.000 |
2,521.0 |
|
0.618 |
2,462.2 |
|
HIGH |
2,367.0 |
|
0.618 |
2,308.2 |
|
0.500 |
2,290.0 |
|
0.382 |
2,271.8 |
|
LOW |
2,213.0 |
|
0.618 |
2,117.8 |
|
1.000 |
2,059.0 |
|
1.618 |
1,963.8 |
|
2.618 |
1,809.8 |
|
4.250 |
1,558.5 |
|
|
| Fisher Pivots for day following 03-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,330.7 |
2,330.7 |
| PP |
2,310.3 |
2,310.3 |
| S1 |
2,290.0 |
2,290.0 |
|