| Trading Metrics calculated at close of trading on 31-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2011 |
31-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
6,402.0 |
6,300.0 |
-102.0 |
-1.6% |
6,038.0 |
| High |
6,440.0 |
6,314.5 |
-125.5 |
-1.9% |
6,442.0 |
| Low |
6,313.5 |
6,098.0 |
-215.5 |
-3.4% |
5,944.0 |
| Close |
6,370.0 |
6,104.5 |
-265.5 |
-4.2% |
6,370.0 |
| Range |
126.5 |
216.5 |
90.0 |
71.1% |
498.0 |
| ATR |
210.0 |
214.4 |
4.4 |
2.1% |
0.0 |
| Volume |
159,908 |
147,057 |
-12,851 |
-8.0% |
886,052 |
|
| Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,821.8 |
6,679.7 |
6,223.6 |
|
| R3 |
6,605.3 |
6,463.2 |
6,164.0 |
|
| R2 |
6,388.8 |
6,388.8 |
6,144.2 |
|
| R1 |
6,246.7 |
6,246.7 |
6,124.3 |
6,209.5 |
| PP |
6,172.3 |
6,172.3 |
6,172.3 |
6,153.8 |
| S1 |
6,030.2 |
6,030.2 |
6,084.7 |
5,993.0 |
| S2 |
5,955.8 |
5,955.8 |
6,064.8 |
|
| S3 |
5,739.3 |
5,813.7 |
6,045.0 |
|
| S4 |
5,522.8 |
5,597.2 |
5,985.4 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,746.0 |
7,556.0 |
6,643.9 |
|
| R3 |
7,248.0 |
7,058.0 |
6,507.0 |
|
| R2 |
6,750.0 |
6,750.0 |
6,461.3 |
|
| R1 |
6,560.0 |
6,560.0 |
6,415.7 |
6,655.0 |
| PP |
6,252.0 |
6,252.0 |
6,252.0 |
6,299.5 |
| S1 |
6,062.0 |
6,062.0 |
6,324.4 |
6,157.0 |
| S2 |
5,754.0 |
5,754.0 |
6,278.7 |
|
| S3 |
5,256.0 |
5,564.0 |
6,233.1 |
|
| S4 |
4,758.0 |
5,066.0 |
6,096.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,442.0 |
5,958.0 |
484.0 |
7.9% |
201.5 |
3.3% |
30% |
False |
False |
178,220 |
| 10 |
6,442.0 |
5,754.0 |
688.0 |
11.3% |
191.5 |
3.1% |
51% |
False |
False |
177,505 |
| 20 |
6,442.0 |
5,132.0 |
1,310.0 |
21.5% |
195.1 |
3.2% |
74% |
False |
False |
179,551 |
| 40 |
6,442.0 |
4,971.0 |
1,471.0 |
24.1% |
206.1 |
3.4% |
77% |
False |
False |
162,502 |
| 60 |
6,442.0 |
4,971.0 |
1,471.0 |
24.1% |
225.7 |
3.7% |
77% |
False |
False |
108,709 |
| 80 |
7,436.5 |
4,971.0 |
2,465.5 |
40.4% |
212.2 |
3.5% |
46% |
False |
False |
81,666 |
| 100 |
7,575.5 |
4,971.0 |
2,604.5 |
42.7% |
188.9 |
3.1% |
44% |
False |
False |
65,876 |
| 120 |
7,575.5 |
4,971.0 |
2,604.5 |
42.7% |
171.4 |
2.8% |
44% |
False |
False |
54,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,234.6 |
|
2.618 |
6,881.3 |
|
1.618 |
6,664.8 |
|
1.000 |
6,531.0 |
|
0.618 |
6,448.3 |
|
HIGH |
6,314.5 |
|
0.618 |
6,231.8 |
|
0.500 |
6,206.3 |
|
0.382 |
6,180.7 |
|
LOW |
6,098.0 |
|
0.618 |
5,964.2 |
|
1.000 |
5,881.5 |
|
1.618 |
5,747.7 |
|
2.618 |
5,531.2 |
|
4.250 |
5,177.9 |
|
|
| Fisher Pivots for day following 31-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
6,206.3 |
6,270.0 |
| PP |
6,172.3 |
6,214.8 |
| S1 |
6,138.4 |
6,159.7 |
|