| 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 |
11,910 |
11,675 |
-235 |
-2.0% |
11,717 |
| High |
11,917 |
11,818 |
-99 |
-0.8% |
12,228 |
| Low |
11,571 |
11,617 |
46 |
0.4% |
11,623 |
| Close |
11,682 |
11,768 |
86 |
0.7% |
12,168 |
| Range |
346 |
201 |
-145 |
-41.9% |
605 |
| ATR |
275 |
269 |
-5 |
-1.9% |
0 |
| Volume |
185,319 |
119,672 |
-65,647 |
-35.4% |
613,578 |
|
| Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,337 |
12,254 |
11,879 |
|
| R3 |
12,136 |
12,053 |
11,823 |
|
| R2 |
11,935 |
11,935 |
11,805 |
|
| R1 |
11,852 |
11,852 |
11,787 |
11,894 |
| PP |
11,734 |
11,734 |
11,734 |
11,755 |
| S1 |
11,651 |
11,651 |
11,750 |
11,693 |
| S2 |
11,533 |
11,533 |
11,731 |
|
| S3 |
11,332 |
11,450 |
11,713 |
|
| S4 |
11,131 |
11,249 |
11,658 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,821 |
13,600 |
12,501 |
|
| R3 |
13,216 |
12,995 |
12,335 |
|
| R2 |
12,611 |
12,611 |
12,279 |
|
| R1 |
12,390 |
12,390 |
12,224 |
12,501 |
| PP |
12,006 |
12,006 |
12,006 |
12,062 |
| S1 |
11,785 |
11,785 |
12,113 |
11,896 |
| S2 |
11,401 |
11,401 |
12,057 |
|
| S3 |
10,796 |
11,180 |
12,002 |
|
| S4 |
10,191 |
10,575 |
11,835 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,228 |
11,571 |
657 |
5.6% |
270 |
2.3% |
30% |
False |
False |
126,318 |
| 10 |
12,228 |
11,330 |
898 |
7.6% |
251 |
2.1% |
49% |
False |
False |
128,510 |
| 20 |
12,228 |
10,787 |
1,441 |
12.2% |
248 |
2.1% |
68% |
False |
False |
126,876 |
| 40 |
12,228 |
10,328 |
1,900 |
16.1% |
287 |
2.4% |
76% |
False |
False |
138,185 |
| 60 |
12,228 |
10,328 |
1,900 |
16.1% |
294 |
2.5% |
76% |
False |
False |
92,283 |
| 80 |
12,675 |
10,328 |
2,347 |
19.9% |
288 |
2.4% |
61% |
False |
False |
69,245 |
| 100 |
12,675 |
10,328 |
2,347 |
19.9% |
258 |
2.2% |
61% |
False |
False |
55,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,672 |
|
2.618 |
12,344 |
|
1.618 |
12,143 |
|
1.000 |
12,019 |
|
0.618 |
11,942 |
|
HIGH |
11,818 |
|
0.618 |
11,741 |
|
0.500 |
11,718 |
|
0.382 |
11,694 |
|
LOW |
11,617 |
|
0.618 |
11,493 |
|
1.000 |
11,416 |
|
1.618 |
11,292 |
|
2.618 |
11,091 |
|
4.250 |
10,763 |
|
|
| Fisher Pivots for day following 02-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,751 |
11,866 |
| PP |
11,734 |
11,833 |
| S1 |
11,718 |
11,801 |
|