| Trading Metrics calculated at close of trading on 03-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2011 |
03-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,303.00 |
2,317.00 |
14.00 |
0.6% |
2,326.75 |
| High |
2,329.75 |
2,366.50 |
36.75 |
1.6% |
2,408.75 |
| Low |
2,293.25 |
2,279.00 |
-14.25 |
-0.6% |
2,287.00 |
| Close |
2,314.50 |
2,361.00 |
46.50 |
2.0% |
2,396.50 |
| Range |
36.50 |
87.50 |
51.00 |
139.7% |
121.75 |
| ATR |
60.47 |
62.40 |
1.93 |
3.2% |
0.00 |
| Volume |
283,951 |
322,415 |
38,464 |
13.5% |
1,432,293 |
|
| Daily Pivots for day following 03-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,598.00 |
2,567.00 |
2,409.00 |
|
| R3 |
2,510.50 |
2,479.50 |
2,385.00 |
|
| R2 |
2,423.00 |
2,423.00 |
2,377.00 |
|
| R1 |
2,392.00 |
2,392.00 |
2,369.00 |
2,407.50 |
| PP |
2,335.50 |
2,335.50 |
2,335.50 |
2,343.25 |
| S1 |
2,304.50 |
2,304.50 |
2,353.00 |
2,320.00 |
| S2 |
2,248.00 |
2,248.00 |
2,345.00 |
|
| S3 |
2,160.50 |
2,217.00 |
2,337.00 |
|
| S4 |
2,073.00 |
2,129.50 |
2,313.00 |
|
|
| 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 |
2,401.75 |
2,279.00 |
122.75 |
5.2% |
53.50 |
2.3% |
67% |
False |
True |
301,931 |
| 10 |
2,408.75 |
2,279.00 |
129.75 |
5.5% |
59.75 |
2.5% |
63% |
False |
True |
298,788 |
| 20 |
2,408.75 |
2,183.75 |
225.00 |
9.5% |
58.00 |
2.5% |
79% |
False |
False |
303,954 |
| 40 |
2,408.75 |
2,035.75 |
373.00 |
15.8% |
65.50 |
2.8% |
87% |
False |
False |
345,767 |
| 60 |
2,408.75 |
2,019.25 |
389.50 |
16.5% |
64.75 |
2.7% |
88% |
False |
False |
232,809 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
19.7% |
65.75 |
2.8% |
85% |
False |
False |
174,764 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
19.7% |
60.00 |
2.5% |
85% |
False |
False |
139,826 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
19.7% |
50.50 |
2.1% |
85% |
False |
False |
116,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,738.50 |
|
2.618 |
2,595.50 |
|
1.618 |
2,508.00 |
|
1.000 |
2,454.00 |
|
0.618 |
2,420.50 |
|
HIGH |
2,366.50 |
|
0.618 |
2,333.00 |
|
0.500 |
2,322.75 |
|
0.382 |
2,312.50 |
|
LOW |
2,279.00 |
|
0.618 |
2,225.00 |
|
1.000 |
2,191.50 |
|
1.618 |
2,137.50 |
|
2.618 |
2,050.00 |
|
4.250 |
1,907.00 |
|
|
| Fisher Pivots for day following 03-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,348.25 |
2,348.25 |
| PP |
2,335.50 |
2,335.50 |
| S1 |
2,322.75 |
2,322.75 |
|