| 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 |
11,658.49 |
11,835.59 |
177.10 |
1.5% |
11,807.96 |
| High |
11,876.83 |
12,065.93 |
189.10 |
1.6% |
12,284.31 |
| Low |
11,658.49 |
11,835.43 |
176.94 |
1.5% |
11,682.52 |
| Close |
11,836.04 |
12,044.47 |
208.43 |
1.8% |
12,231.11 |
| Range |
218.34 |
230.50 |
12.16 |
5.6% |
601.79 |
| ATR |
244.29 |
243.30 |
-0.98 |
-0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,673.44 |
12,589.46 |
12,171.25 |
|
| R3 |
12,442.94 |
12,358.96 |
12,107.86 |
|
| R2 |
12,212.44 |
12,212.44 |
12,086.73 |
|
| R1 |
12,128.46 |
12,128.46 |
12,065.60 |
12,170.45 |
| PP |
11,981.94 |
11,981.94 |
11,981.94 |
12,002.94 |
| S1 |
11,897.96 |
11,897.96 |
12,023.34 |
11,939.95 |
| S2 |
11,751.44 |
11,751.44 |
12,002.21 |
|
| S3 |
11,520.94 |
11,667.46 |
11,981.08 |
|
| S4 |
11,290.44 |
11,436.96 |
11,917.70 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,871.35 |
13,653.02 |
12,562.09 |
|
| R3 |
13,269.56 |
13,051.23 |
12,396.60 |
|
| R2 |
12,667.77 |
12,667.77 |
12,341.44 |
|
| R1 |
12,449.44 |
12,449.44 |
12,286.27 |
12,558.61 |
| PP |
12,065.98 |
12,065.98 |
12,065.98 |
12,120.56 |
| S1 |
11,847.65 |
11,847.65 |
12,175.95 |
11,956.82 |
| S2 |
11,464.19 |
11,464.19 |
12,120.78 |
|
| S3 |
10,862.40 |
11,245.86 |
12,065.62 |
|
| S4 |
10,260.61 |
10,644.07 |
11,900.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,251.92 |
11,630.03 |
621.89 |
5.2% |
226.63 |
1.9% |
67% |
False |
False |
|
| 10 |
12,284.31 |
11,542.84 |
741.47 |
6.2% |
237.72 |
2.0% |
68% |
False |
False |
|
| 20 |
12,284.31 |
11,051.13 |
1,233.18 |
10.2% |
223.09 |
1.9% |
81% |
False |
False |
|
| 40 |
12,284.31 |
10,404.49 |
1,879.82 |
15.6% |
252.02 |
2.1% |
87% |
False |
False |
|
| 60 |
12,284.31 |
10,404.49 |
1,879.82 |
15.6% |
260.42 |
2.2% |
87% |
False |
False |
|
| 80 |
12,751.43 |
10,404.49 |
2,346.94 |
19.5% |
261.29 |
2.2% |
70% |
False |
False |
|
| 100 |
12,753.89 |
10,404.49 |
2,349.40 |
19.5% |
237.66 |
2.0% |
70% |
False |
False |
|
| 120 |
12,753.89 |
10,404.49 |
2,349.40 |
19.5% |
219.99 |
1.8% |
70% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,045.56 |
|
2.618 |
12,669.38 |
|
1.618 |
12,438.88 |
|
1.000 |
12,296.43 |
|
0.618 |
12,208.38 |
|
HIGH |
12,065.93 |
|
0.618 |
11,977.88 |
|
0.500 |
11,950.68 |
|
0.382 |
11,923.48 |
|
LOW |
11,835.43 |
|
0.618 |
11,692.98 |
|
1.000 |
11,604.93 |
|
1.618 |
11,462.48 |
|
2.618 |
11,231.98 |
|
4.250 |
10,855.81 |
|
|
| Fisher Pivots for day following 03-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,013.21 |
11,978.97 |
| PP |
11,981.94 |
11,913.48 |
| S1 |
11,950.68 |
11,847.98 |
|