| 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 |
2,393.75 |
2,397.75 |
4.00 |
0.2% |
2,326.75 |
| High |
2,401.75 |
2,398.00 |
-3.75 |
-0.2% |
2,408.75 |
| Low |
2,378.50 |
2,350.50 |
-28.00 |
-1.2% |
2,287.00 |
| Close |
2,396.50 |
2,356.00 |
-40.50 |
-1.7% |
2,396.50 |
| Range |
23.25 |
47.50 |
24.25 |
104.3% |
121.75 |
| ATR |
62.55 |
61.48 |
-1.08 |
-1.7% |
0.00 |
| Volume |
213,787 |
243,862 |
30,075 |
14.1% |
1,432,293 |
|
| Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,510.75 |
2,480.75 |
2,382.00 |
|
| R3 |
2,463.25 |
2,433.25 |
2,369.00 |
|
| R2 |
2,415.75 |
2,415.75 |
2,364.75 |
|
| R1 |
2,385.75 |
2,385.75 |
2,360.25 |
2,377.00 |
| PP |
2,368.25 |
2,368.25 |
2,368.25 |
2,363.75 |
| S1 |
2,338.25 |
2,338.25 |
2,351.75 |
2,329.50 |
| S2 |
2,320.75 |
2,320.75 |
2,347.25 |
|
| S3 |
2,273.25 |
2,290.75 |
2,343.00 |
|
| S4 |
2,225.75 |
2,243.25 |
2,330.00 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,729.25 |
2,684.75 |
2,463.50 |
|
| R3 |
2,607.50 |
2,563.00 |
2,430.00 |
|
| R2 |
2,485.75 |
2,485.75 |
2,418.75 |
|
| R1 |
2,441.25 |
2,441.25 |
2,407.75 |
2,463.50 |
| PP |
2,364.00 |
2,364.00 |
2,364.00 |
2,375.25 |
| S1 |
2,319.50 |
2,319.50 |
2,385.25 |
2,341.75 |
| S2 |
2,242.25 |
2,242.25 |
2,374.25 |
|
| S3 |
2,120.50 |
2,197.75 |
2,363.00 |
|
| S4 |
1,998.75 |
2,076.00 |
2,329.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,408.75 |
2,287.00 |
121.75 |
5.2% |
57.00 |
2.4% |
57% |
False |
False |
286,879 |
| 10 |
2,408.75 |
2,268.50 |
140.25 |
6.0% |
59.25 |
2.5% |
62% |
False |
False |
299,839 |
| 20 |
2,408.75 |
2,035.75 |
373.00 |
15.8% |
60.25 |
2.6% |
86% |
False |
False |
317,682 |
| 40 |
2,408.75 |
2,035.75 |
373.00 |
15.8% |
64.50 |
2.7% |
86% |
False |
False |
322,648 |
| 60 |
2,408.75 |
1,964.00 |
444.75 |
18.9% |
68.75 |
2.9% |
88% |
False |
False |
215,332 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
19.8% |
64.75 |
2.8% |
84% |
False |
False |
161,619 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
19.8% |
58.25 |
2.5% |
84% |
False |
False |
129,306 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
19.8% |
49.00 |
2.1% |
84% |
False |
False |
107,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,600.00 |
|
2.618 |
2,522.25 |
|
1.618 |
2,474.75 |
|
1.000 |
2,445.50 |
|
0.618 |
2,427.25 |
|
HIGH |
2,398.00 |
|
0.618 |
2,379.75 |
|
0.500 |
2,374.25 |
|
0.382 |
2,368.75 |
|
LOW |
2,350.50 |
|
0.618 |
2,321.25 |
|
1.000 |
2,303.00 |
|
1.618 |
2,273.75 |
|
2.618 |
2,226.25 |
|
4.250 |
2,148.50 |
|
|
| Fisher Pivots for day following 31-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,374.25 |
2,369.00 |
| PP |
2,368.25 |
2,364.50 |
| S1 |
2,362.00 |
2,360.25 |
|