| 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 |
2,397.75 |
2,353.25 |
-44.50 |
-1.9% |
2,326.75 |
| High |
2,398.00 |
2,355.75 |
-42.25 |
-1.8% |
2,408.75 |
| Low |
2,350.50 |
2,282.75 |
-67.75 |
-2.9% |
2,287.00 |
| Close |
2,356.00 |
2,303.50 |
-52.50 |
-2.2% |
2,396.50 |
| Range |
47.50 |
73.00 |
25.50 |
53.7% |
121.75 |
| ATR |
61.48 |
62.32 |
0.84 |
1.4% |
0.00 |
| Volume |
243,862 |
445,641 |
201,779 |
82.7% |
1,432,293 |
|
| Daily Pivots for day following 01-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,533.00 |
2,491.25 |
2,343.75 |
|
| R3 |
2,460.00 |
2,418.25 |
2,323.50 |
|
| R2 |
2,387.00 |
2,387.00 |
2,317.00 |
|
| R1 |
2,345.25 |
2,345.25 |
2,310.25 |
2,329.50 |
| PP |
2,314.00 |
2,314.00 |
2,314.00 |
2,306.25 |
| S1 |
2,272.25 |
2,272.25 |
2,296.75 |
2,256.50 |
| S2 |
2,241.00 |
2,241.00 |
2,290.00 |
|
| S3 |
2,168.00 |
2,199.25 |
2,283.50 |
|
| S4 |
2,095.00 |
2,126.25 |
2,263.25 |
|
|
| 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 |
2,282.75 |
126.00 |
5.5% |
57.25 |
2.5% |
16% |
False |
True |
311,003 |
| 10 |
2,408.75 |
2,268.50 |
140.25 |
6.1% |
60.00 |
2.6% |
25% |
False |
False |
306,213 |
| 20 |
2,408.75 |
2,099.25 |
309.50 |
13.4% |
59.25 |
2.6% |
66% |
False |
False |
313,078 |
| 40 |
2,408.75 |
2,035.75 |
373.00 |
16.2% |
64.75 |
2.8% |
72% |
False |
False |
333,727 |
| 60 |
2,408.75 |
1,964.00 |
444.75 |
19.3% |
67.75 |
2.9% |
76% |
False |
False |
222,742 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
20.2% |
65.25 |
2.8% |
73% |
False |
False |
167,188 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
20.2% |
59.00 |
2.6% |
73% |
False |
False |
133,762 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
20.2% |
49.50 |
2.2% |
73% |
False |
False |
111,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,666.00 |
|
2.618 |
2,546.75 |
|
1.618 |
2,473.75 |
|
1.000 |
2,428.75 |
|
0.618 |
2,400.75 |
|
HIGH |
2,355.75 |
|
0.618 |
2,327.75 |
|
0.500 |
2,319.25 |
|
0.382 |
2,310.75 |
|
LOW |
2,282.75 |
|
0.618 |
2,237.75 |
|
1.000 |
2,209.75 |
|
1.618 |
2,164.75 |
|
2.618 |
2,091.75 |
|
4.250 |
1,972.50 |
|
|
| Fisher Pivots for day following 01-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,319.25 |
2,342.25 |
| PP |
2,314.00 |
2,329.25 |
| S1 |
2,308.75 |
2,316.50 |
|