| Trading Metrics calculated at close of trading on 02-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2011 |
02-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,353.25 |
2,303.00 |
-50.25 |
-2.1% |
2,326.75 |
| High |
2,355.75 |
2,329.75 |
-26.00 |
-1.1% |
2,408.75 |
| Low |
2,282.75 |
2,293.25 |
10.50 |
0.5% |
2,287.00 |
| Close |
2,303.50 |
2,314.50 |
11.00 |
0.5% |
2,396.50 |
| Range |
73.00 |
36.50 |
-36.50 |
-50.0% |
121.75 |
| ATR |
62.32 |
60.47 |
-1.84 |
-3.0% |
0.00 |
| Volume |
445,641 |
283,951 |
-161,690 |
-36.3% |
1,432,293 |
|
| Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,422.00 |
2,404.75 |
2,334.50 |
|
| R3 |
2,385.50 |
2,368.25 |
2,324.50 |
|
| R2 |
2,349.00 |
2,349.00 |
2,321.25 |
|
| R1 |
2,331.75 |
2,331.75 |
2,317.75 |
2,340.50 |
| PP |
2,312.50 |
2,312.50 |
2,312.50 |
2,316.75 |
| S1 |
2,295.25 |
2,295.25 |
2,311.25 |
2,304.00 |
| S2 |
2,276.00 |
2,276.00 |
2,307.75 |
|
| S3 |
2,239.50 |
2,258.75 |
2,304.50 |
|
| S4 |
2,203.00 |
2,222.25 |
2,294.50 |
|
|
| 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 |
5.4% |
52.00 |
2.2% |
25% |
False |
False |
303,323 |
| 10 |
2,408.75 |
2,268.50 |
140.25 |
6.1% |
57.25 |
2.5% |
33% |
False |
False |
301,322 |
| 20 |
2,408.75 |
2,148.50 |
260.25 |
11.2% |
57.00 |
2.5% |
64% |
False |
False |
307,159 |
| 40 |
2,408.75 |
2,035.75 |
373.00 |
16.1% |
64.25 |
2.8% |
75% |
False |
False |
340,732 |
| 60 |
2,408.75 |
2,019.25 |
389.50 |
16.8% |
65.00 |
2.8% |
76% |
False |
False |
227,454 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
20.1% |
65.25 |
2.8% |
75% |
False |
False |
170,736 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
20.1% |
59.25 |
2.6% |
75% |
False |
False |
136,602 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
20.1% |
50.00 |
2.2% |
75% |
False |
False |
113,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,485.00 |
|
2.618 |
2,425.25 |
|
1.618 |
2,388.75 |
|
1.000 |
2,366.25 |
|
0.618 |
2,352.25 |
|
HIGH |
2,329.75 |
|
0.618 |
2,315.75 |
|
0.500 |
2,311.50 |
|
0.382 |
2,307.25 |
|
LOW |
2,293.25 |
|
0.618 |
2,270.75 |
|
1.000 |
2,256.75 |
|
1.618 |
2,234.25 |
|
2.618 |
2,197.75 |
|
4.250 |
2,138.00 |
|
|
| Fisher Pivots for day following 02-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,313.50 |
2,340.50 |
| PP |
2,312.50 |
2,331.75 |
| S1 |
2,311.50 |
2,323.00 |
|