| 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 |
12,043.41 |
11,983.02 |
-60.39 |
-0.5% |
12,229.22 |
| High |
12,043.49 |
12,074.44 |
30.95 |
0.3% |
12,229.29 |
| Low |
11,850.31 |
11,880.69 |
30.38 |
0.3% |
11,630.03 |
| Close |
11,983.24 |
12,068.39 |
85.15 |
0.7% |
11,983.24 |
| Range |
193.18 |
193.75 |
0.57 |
0.3% |
599.26 |
| ATR |
239.79 |
236.50 |
-3.29 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,589.09 |
12,522.49 |
12,174.95 |
|
| R3 |
12,395.34 |
12,328.74 |
12,121.67 |
|
| R2 |
12,201.59 |
12,201.59 |
12,103.91 |
|
| R1 |
12,134.99 |
12,134.99 |
12,086.15 |
12,168.29 |
| PP |
12,007.84 |
12,007.84 |
12,007.84 |
12,024.49 |
| S1 |
11,941.24 |
11,941.24 |
12,050.63 |
11,974.54 |
| S2 |
11,814.09 |
11,814.09 |
12,032.87 |
|
| S3 |
11,620.34 |
11,747.49 |
12,015.11 |
|
| S4 |
11,426.59 |
11,553.74 |
11,961.83 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,745.30 |
13,463.53 |
12,312.83 |
|
| R3 |
13,146.04 |
12,864.27 |
12,148.04 |
|
| R2 |
12,546.78 |
12,546.78 |
12,093.10 |
|
| R1 |
12,265.01 |
12,265.01 |
12,038.17 |
12,106.27 |
| PP |
11,947.52 |
11,947.52 |
11,947.52 |
11,868.15 |
| S1 |
11,665.75 |
11,665.75 |
11,928.31 |
11,507.01 |
| S2 |
11,348.26 |
11,348.26 |
11,873.38 |
|
| S3 |
10,749.00 |
11,066.49 |
11,818.44 |
|
| S4 |
10,149.74 |
10,467.23 |
11,653.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,074.44 |
11,630.03 |
444.41 |
3.7% |
231.50 |
1.9% |
99% |
True |
False |
|
| 10 |
12,284.31 |
11,630.03 |
654.28 |
5.4% |
235.95 |
2.0% |
67% |
False |
False |
|
| 20 |
12,284.31 |
11,296.12 |
988.19 |
8.2% |
216.95 |
1.8% |
78% |
False |
False |
|
| 40 |
12,284.31 |
10,404.49 |
1,879.82 |
15.6% |
246.79 |
2.0% |
89% |
False |
False |
|
| 60 |
12,284.31 |
10,404.49 |
1,879.82 |
15.6% |
254.31 |
2.1% |
89% |
False |
False |
|
| 80 |
12,751.43 |
10,404.49 |
2,346.94 |
19.4% |
262.79 |
2.2% |
71% |
False |
False |
|
| 100 |
12,753.89 |
10,404.49 |
2,349.40 |
19.5% |
238.26 |
2.0% |
71% |
False |
False |
|
| 120 |
12,753.89 |
10,404.49 |
2,349.40 |
19.5% |
220.79 |
1.8% |
71% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,897.88 |
|
2.618 |
12,581.68 |
|
1.618 |
12,387.93 |
|
1.000 |
12,268.19 |
|
0.618 |
12,194.18 |
|
HIGH |
12,074.44 |
|
0.618 |
12,000.43 |
|
0.500 |
11,977.57 |
|
0.382 |
11,954.70 |
|
LOW |
11,880.69 |
|
0.618 |
11,760.95 |
|
1.000 |
11,686.94 |
|
1.618 |
11,567.20 |
|
2.618 |
11,373.45 |
|
4.250 |
11,057.25 |
|
|
| Fisher Pivots for day following 07-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,038.12 |
12,030.57 |
| PP |
12,007.84 |
11,992.75 |
| S1 |
11,977.57 |
11,954.94 |
|