| Trading Metrics calculated at close of trading on 08-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2011 |
08-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,356.50 |
2,369.00 |
12.50 |
0.5% |
2,397.75 |
| High |
2,371.50 |
2,399.50 |
28.00 |
1.2% |
2,398.00 |
| Low |
2,319.50 |
2,355.25 |
35.75 |
1.5% |
2,279.00 |
| Close |
2,369.75 |
2,394.50 |
24.75 |
1.0% |
2,351.00 |
| Range |
52.00 |
44.25 |
-7.75 |
-14.9% |
119.00 |
| ATR |
60.01 |
58.88 |
-1.13 |
-1.9% |
0.00 |
| Volume |
245,858 |
251,312 |
5,454 |
2.2% |
1,530,912 |
|
| Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,515.75 |
2,499.50 |
2,418.75 |
|
| R3 |
2,471.50 |
2,455.25 |
2,406.75 |
|
| R2 |
2,427.25 |
2,427.25 |
2,402.50 |
|
| R1 |
2,411.00 |
2,411.00 |
2,398.50 |
2,419.00 |
| PP |
2,383.00 |
2,383.00 |
2,383.00 |
2,387.25 |
| S1 |
2,366.75 |
2,366.75 |
2,390.50 |
2,375.00 |
| S2 |
2,338.75 |
2,338.75 |
2,386.50 |
|
| S3 |
2,294.50 |
2,322.50 |
2,382.25 |
|
| S4 |
2,250.25 |
2,278.25 |
2,370.25 |
|
|
| 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 |
2,399.50 |
2,279.00 |
120.50 |
5.0% |
51.50 |
2.2% |
96% |
True |
False |
267,715 |
| 10 |
2,408.75 |
2,279.00 |
129.75 |
5.4% |
54.50 |
2.3% |
89% |
False |
False |
289,359 |
| 20 |
2,408.75 |
2,268.50 |
140.25 |
5.9% |
57.25 |
2.4% |
90% |
False |
False |
299,621 |
| 40 |
2,408.75 |
2,035.75 |
373.00 |
15.6% |
63.50 |
2.7% |
96% |
False |
False |
338,542 |
| 60 |
2,408.75 |
2,019.25 |
389.50 |
16.3% |
63.25 |
2.6% |
96% |
False |
False |
244,999 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
19.4% |
66.00 |
2.8% |
92% |
False |
False |
183,914 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
19.4% |
60.50 |
2.5% |
92% |
False |
False |
147,147 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
19.4% |
51.75 |
2.2% |
92% |
False |
False |
122,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,587.50 |
|
2.618 |
2,515.25 |
|
1.618 |
2,471.00 |
|
1.000 |
2,443.75 |
|
0.618 |
2,426.75 |
|
HIGH |
2,399.50 |
|
0.618 |
2,382.50 |
|
0.500 |
2,377.50 |
|
0.382 |
2,372.25 |
|
LOW |
2,355.25 |
|
0.618 |
2,328.00 |
|
1.000 |
2,311.00 |
|
1.618 |
2,283.75 |
|
2.618 |
2,239.50 |
|
4.250 |
2,167.25 |
|
|
| Fisher Pivots for day following 08-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,388.75 |
2,382.75 |
| PP |
2,383.00 |
2,371.25 |
| S1 |
2,377.50 |
2,359.50 |
|