| 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 |
2,281.0 |
2,226.0 |
-55.0 |
-2.4% |
2,348.0 |
| High |
2,286.0 |
2,356.0 |
70.0 |
3.1% |
2,503.0 |
| Low |
2,231.0 |
2,215.0 |
-16.0 |
-0.7% |
2,302.0 |
| Close |
2,278.0 |
2,342.0 |
64.0 |
2.8% |
2,450.0 |
| Range |
55.0 |
141.0 |
86.0 |
156.4% |
201.0 |
| ATR |
81.3 |
85.5 |
4.3 |
5.2% |
0.0 |
| Volume |
1,549 |
41,611 |
40,062 |
2,586.3% |
57,677 |
|
| Daily Pivots for day following 03-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,727.3 |
2,675.7 |
2,419.6 |
|
| R3 |
2,586.3 |
2,534.7 |
2,380.8 |
|
| R2 |
2,445.3 |
2,445.3 |
2,367.9 |
|
| R1 |
2,393.7 |
2,393.7 |
2,354.9 |
2,419.5 |
| PP |
2,304.3 |
2,304.3 |
2,304.3 |
2,317.3 |
| S1 |
2,252.7 |
2,252.7 |
2,329.1 |
2,278.5 |
| S2 |
2,163.3 |
2,163.3 |
2,316.2 |
|
| S3 |
2,022.3 |
2,111.7 |
2,303.2 |
|
| S4 |
1,881.3 |
1,970.7 |
2,264.5 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,021.3 |
2,936.7 |
2,560.6 |
|
| R3 |
2,820.3 |
2,735.7 |
2,505.3 |
|
| R2 |
2,619.3 |
2,619.3 |
2,486.9 |
|
| R1 |
2,534.7 |
2,534.7 |
2,468.4 |
2,577.0 |
| PP |
2,418.3 |
2,418.3 |
2,418.3 |
2,439.5 |
| S1 |
2,333.7 |
2,333.7 |
2,431.6 |
2,376.0 |
| S2 |
2,217.3 |
2,217.3 |
2,413.2 |
|
| S3 |
2,016.3 |
2,132.7 |
2,394.7 |
|
| S4 |
1,815.3 |
1,931.7 |
2,339.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,493.0 |
2,215.0 |
278.0 |
11.9% |
86.2 |
3.7% |
46% |
False |
True |
18,696 |
| 10 |
2,503.0 |
2,215.0 |
288.0 |
12.3% |
76.4 |
3.3% |
44% |
False |
True |
15,164 |
| 20 |
2,503.0 |
2,215.0 |
288.0 |
12.3% |
69.8 |
3.0% |
44% |
False |
True |
12,995 |
| 40 |
2,503.0 |
1,927.0 |
576.0 |
24.6% |
74.6 |
3.2% |
72% |
False |
False |
14,269 |
| 60 |
2,503.0 |
1,927.0 |
576.0 |
24.6% |
72.0 |
3.1% |
72% |
False |
False |
11,013 |
| 80 |
2,788.0 |
1,927.0 |
861.0 |
36.8% |
74.5 |
3.2% |
48% |
False |
False |
8,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,955.3 |
|
2.618 |
2,725.1 |
|
1.618 |
2,584.1 |
|
1.000 |
2,497.0 |
|
0.618 |
2,443.1 |
|
HIGH |
2,356.0 |
|
0.618 |
2,302.1 |
|
0.500 |
2,285.5 |
|
0.382 |
2,268.9 |
|
LOW |
2,215.0 |
|
0.618 |
2,127.9 |
|
1.000 |
2,074.0 |
|
1.618 |
1,986.9 |
|
2.618 |
1,845.9 |
|
4.250 |
1,615.8 |
|
|
| Fisher Pivots for day following 03-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,323.2 |
2,323.2 |
| PP |
2,304.3 |
2,304.3 |
| S1 |
2,285.5 |
2,285.5 |
|