| Trading Metrics calculated at close of trading on 04-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2011 |
04-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,317.00 |
2,362.00 |
45.00 |
1.9% |
2,397.75 |
| High |
2,366.50 |
2,364.50 |
-2.00 |
-0.1% |
2,398.00 |
| Low |
2,279.00 |
2,327.00 |
48.00 |
2.1% |
2,279.00 |
| Close |
2,361.00 |
2,351.00 |
-10.00 |
-0.4% |
2,351.00 |
| Range |
87.50 |
37.50 |
-50.00 |
-57.1% |
119.00 |
| ATR |
62.40 |
60.63 |
-1.78 |
-2.9% |
0.00 |
| Volume |
322,415 |
235,043 |
-87,372 |
-27.1% |
1,530,912 |
|
| Daily Pivots for day following 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,460.00 |
2,443.00 |
2,371.50 |
|
| R3 |
2,422.50 |
2,405.50 |
2,361.25 |
|
| R2 |
2,385.00 |
2,385.00 |
2,358.00 |
|
| R1 |
2,368.00 |
2,368.00 |
2,354.50 |
2,357.75 |
| PP |
2,347.50 |
2,347.50 |
2,347.50 |
2,342.50 |
| S1 |
2,330.50 |
2,330.50 |
2,347.50 |
2,320.25 |
| S2 |
2,310.00 |
2,310.00 |
2,344.00 |
|
| S3 |
2,272.50 |
2,293.00 |
2,340.75 |
|
| S4 |
2,235.00 |
2,255.50 |
2,330.50 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,699.75 |
2,644.25 |
2,416.50 |
|
| R3 |
2,580.75 |
2,525.25 |
2,383.75 |
|
| R2 |
2,461.75 |
2,461.75 |
2,372.75 |
|
| R1 |
2,406.25 |
2,406.25 |
2,362.00 |
2,374.50 |
| PP |
2,342.75 |
2,342.75 |
2,342.75 |
2,326.75 |
| S1 |
2,287.25 |
2,287.25 |
2,340.00 |
2,255.50 |
| S2 |
2,223.75 |
2,223.75 |
2,329.25 |
|
| S3 |
2,104.75 |
2,168.25 |
2,318.25 |
|
| S4 |
1,985.75 |
2,049.25 |
2,285.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,398.00 |
2,279.00 |
119.00 |
5.1% |
56.50 |
2.4% |
61% |
False |
False |
306,182 |
| 10 |
2,408.75 |
2,279.00 |
129.75 |
5.5% |
58.50 |
2.5% |
55% |
False |
False |
296,320 |
| 20 |
2,408.75 |
2,203.00 |
205.75 |
8.8% |
57.75 |
2.5% |
72% |
False |
False |
297,998 |
| 40 |
2,408.75 |
2,035.75 |
373.00 |
15.9% |
64.50 |
2.7% |
85% |
False |
False |
344,350 |
| 60 |
2,408.75 |
2,019.25 |
389.50 |
16.6% |
63.50 |
2.7% |
85% |
False |
False |
236,719 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
19.8% |
65.75 |
2.8% |
83% |
False |
False |
177,702 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
19.8% |
60.00 |
2.6% |
83% |
False |
False |
142,176 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
19.8% |
51.00 |
2.2% |
83% |
False |
False |
118,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,524.00 |
|
2.618 |
2,462.75 |
|
1.618 |
2,425.25 |
|
1.000 |
2,402.00 |
|
0.618 |
2,387.75 |
|
HIGH |
2,364.50 |
|
0.618 |
2,350.25 |
|
0.500 |
2,345.75 |
|
0.382 |
2,341.25 |
|
LOW |
2,327.00 |
|
0.618 |
2,303.75 |
|
1.000 |
2,289.50 |
|
1.618 |
2,266.25 |
|
2.618 |
2,228.75 |
|
4.250 |
2,167.50 |
|
|
| Fisher Pivots for day following 04-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,349.25 |
2,341.50 |
| PP |
2,347.50 |
2,332.25 |
| S1 |
2,345.75 |
2,322.75 |
|