| Trading Metrics calculated at close of trading on 07-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2011 |
07-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,362.00 |
2,356.50 |
-5.50 |
-0.2% |
2,397.75 |
| High |
2,364.50 |
2,371.50 |
7.00 |
0.3% |
2,398.00 |
| Low |
2,327.00 |
2,319.50 |
-7.50 |
-0.3% |
2,279.00 |
| Close |
2,351.00 |
2,369.75 |
18.75 |
0.8% |
2,351.00 |
| Range |
37.50 |
52.00 |
14.50 |
38.7% |
119.00 |
| ATR |
60.63 |
60.01 |
-0.62 |
-1.0% |
0.00 |
| Volume |
235,043 |
245,858 |
10,815 |
4.6% |
1,530,912 |
|
| Daily Pivots for day following 07-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,509.50 |
2,491.75 |
2,398.25 |
|
| R3 |
2,457.50 |
2,439.75 |
2,384.00 |
|
| R2 |
2,405.50 |
2,405.50 |
2,379.25 |
|
| R1 |
2,387.75 |
2,387.75 |
2,374.50 |
2,396.50 |
| PP |
2,353.50 |
2,353.50 |
2,353.50 |
2,358.00 |
| S1 |
2,335.75 |
2,335.75 |
2,365.00 |
2,344.50 |
| S2 |
2,301.50 |
2,301.50 |
2,360.25 |
|
| S3 |
2,249.50 |
2,283.75 |
2,355.50 |
|
| S4 |
2,197.50 |
2,231.75 |
2,341.25 |
|
|
| 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 |
2,371.50 |
2,279.00 |
92.50 |
3.9% |
57.25 |
2.4% |
98% |
True |
False |
306,581 |
| 10 |
2,408.75 |
2,279.00 |
129.75 |
5.5% |
57.00 |
2.4% |
70% |
False |
False |
296,730 |
| 20 |
2,408.75 |
2,262.25 |
146.50 |
6.2% |
56.75 |
2.4% |
73% |
False |
False |
299,128 |
| 40 |
2,408.75 |
2,035.75 |
373.00 |
15.7% |
63.75 |
2.7% |
90% |
False |
False |
341,612 |
| 60 |
2,408.75 |
2,019.25 |
389.50 |
16.4% |
63.00 |
2.7% |
90% |
False |
False |
240,812 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
19.6% |
66.00 |
2.8% |
87% |
False |
False |
180,773 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
19.6% |
60.25 |
2.5% |
87% |
False |
False |
144,634 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
19.6% |
51.25 |
2.2% |
87% |
False |
False |
120,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,592.50 |
|
2.618 |
2,507.75 |
|
1.618 |
2,455.75 |
|
1.000 |
2,423.50 |
|
0.618 |
2,403.75 |
|
HIGH |
2,371.50 |
|
0.618 |
2,351.75 |
|
0.500 |
2,345.50 |
|
0.382 |
2,339.25 |
|
LOW |
2,319.50 |
|
0.618 |
2,287.25 |
|
1.000 |
2,267.50 |
|
1.618 |
2,235.25 |
|
2.618 |
2,183.25 |
|
4.250 |
2,098.50 |
|
|
| Fisher Pivots for day following 07-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,361.75 |
2,355.00 |
| PP |
2,353.50 |
2,340.00 |
| S1 |
2,345.50 |
2,325.25 |
|