| 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 |
1,282.25 |
1,280.00 |
-2.25 |
-0.2% |
1,229.75 |
| High |
1,284.25 |
1,280.75 |
-3.50 |
-0.3% |
1,289.25 |
| Low |
1,272.75 |
1,245.25 |
-27.50 |
-2.2% |
1,216.50 |
| Close |
1,281.00 |
1,249.25 |
-31.75 |
-2.5% |
1,281.00 |
| Range |
11.50 |
35.50 |
24.00 |
208.7% |
72.75 |
| ATR |
31.96 |
32.23 |
0.27 |
0.8% |
0.00 |
| Volume |
1,912,116 |
2,238,350 |
326,234 |
17.1% |
12,513,307 |
|
| Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,365.00 |
1,342.50 |
1,268.75 |
|
| R3 |
1,329.50 |
1,307.00 |
1,259.00 |
|
| R2 |
1,294.00 |
1,294.00 |
1,255.75 |
|
| R1 |
1,271.50 |
1,271.50 |
1,252.50 |
1,265.00 |
| PP |
1,258.50 |
1,258.50 |
1,258.50 |
1,255.00 |
| S1 |
1,236.00 |
1,236.00 |
1,246.00 |
1,229.50 |
| S2 |
1,223.00 |
1,223.00 |
1,242.75 |
|
| S3 |
1,187.50 |
1,200.50 |
1,239.50 |
|
| S4 |
1,152.00 |
1,165.00 |
1,229.75 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,480.50 |
1,453.50 |
1,321.00 |
|
| R3 |
1,407.75 |
1,380.75 |
1,301.00 |
|
| R2 |
1,335.00 |
1,335.00 |
1,294.25 |
|
| R1 |
1,308.00 |
1,308.00 |
1,287.75 |
1,321.50 |
| PP |
1,262.25 |
1,262.25 |
1,262.25 |
1,269.00 |
| S1 |
1,235.25 |
1,235.25 |
1,274.25 |
1,248.75 |
| S2 |
1,189.50 |
1,189.50 |
1,267.75 |
|
| S3 |
1,116.75 |
1,162.50 |
1,261.00 |
|
| S4 |
1,044.00 |
1,089.75 |
1,241.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,289.25 |
1,216.50 |
72.75 |
5.8% |
31.50 |
2.5% |
45% |
False |
False |
2,550,030 |
| 10 |
1,289.25 |
1,185.50 |
103.75 |
8.3% |
30.50 |
2.4% |
61% |
False |
False |
2,516,398 |
| 20 |
1,289.25 |
1,068.00 |
221.25 |
17.7% |
31.00 |
2.5% |
82% |
False |
False |
2,565,107 |
| 40 |
1,289.25 |
1,068.00 |
221.25 |
17.7% |
33.75 |
2.7% |
82% |
False |
False |
2,689,409 |
| 60 |
1,289.25 |
1,068.00 |
221.25 |
17.7% |
37.00 |
3.0% |
82% |
False |
False |
1,797,151 |
| 80 |
1,342.00 |
1,068.00 |
274.00 |
21.9% |
34.50 |
2.8% |
66% |
False |
False |
1,348,529 |
| 100 |
1,348.75 |
1,068.00 |
280.75 |
22.5% |
31.25 |
2.5% |
65% |
False |
False |
1,079,017 |
| 120 |
1,348.75 |
1,068.00 |
280.75 |
22.5% |
28.50 |
2.3% |
65% |
False |
False |
899,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,431.50 |
|
2.618 |
1,373.75 |
|
1.618 |
1,338.25 |
|
1.000 |
1,316.25 |
|
0.618 |
1,302.75 |
|
HIGH |
1,280.75 |
|
0.618 |
1,267.25 |
|
0.500 |
1,263.00 |
|
0.382 |
1,258.75 |
|
LOW |
1,245.25 |
|
0.618 |
1,223.25 |
|
1.000 |
1,209.75 |
|
1.618 |
1,187.75 |
|
2.618 |
1,152.25 |
|
4.250 |
1,094.50 |
|
|
| Fisher Pivots for day following 31-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,263.00 |
1,263.50 |
| PP |
1,258.50 |
1,258.75 |
| S1 |
1,253.75 |
1,254.00 |
|