| 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 |
6,191.0 |
6,004.0 |
-187.0 |
-3.0% |
6,295.5 |
| High |
6,198.0 |
6,024.5 |
-173.5 |
-2.8% |
6,329.0 |
| Low |
5,965.0 |
5,856.5 |
-108.5 |
-1.8% |
5,789.0 |
| Close |
5,998.0 |
5,941.0 |
-57.0 |
-1.0% |
5,998.0 |
| Range |
233.0 |
168.0 |
-65.0 |
-27.9% |
540.0 |
| ATR |
231.1 |
226.6 |
-4.5 |
-2.0% |
0.0 |
| Volume |
319 |
201 |
-118 |
-37.0% |
2,138 |
|
| Daily Pivots for day following 07-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,444.7 |
6,360.8 |
6,033.4 |
|
| R3 |
6,276.7 |
6,192.8 |
5,987.2 |
|
| R2 |
6,108.7 |
6,108.7 |
5,971.8 |
|
| R1 |
6,024.8 |
6,024.8 |
5,956.4 |
5,982.8 |
| PP |
5,940.7 |
5,940.7 |
5,940.7 |
5,919.6 |
| S1 |
5,856.8 |
5,856.8 |
5,925.6 |
5,814.8 |
| S2 |
5,772.7 |
5,772.7 |
5,910.2 |
|
| S3 |
5,604.7 |
5,688.8 |
5,894.8 |
|
| S4 |
5,436.7 |
5,520.8 |
5,848.6 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,658.7 |
7,368.3 |
6,295.0 |
|
| R3 |
7,118.7 |
6,828.3 |
6,146.5 |
|
| R2 |
6,578.7 |
6,578.7 |
6,097.0 |
|
| R1 |
6,288.3 |
6,288.3 |
6,047.5 |
6,163.5 |
| PP |
6,038.7 |
6,038.7 |
6,038.7 |
5,976.3 |
| S1 |
5,748.3 |
5,748.3 |
5,948.5 |
5,623.5 |
| S2 |
5,498.7 |
5,498.7 |
5,899.0 |
|
| S3 |
4,958.7 |
5,208.3 |
5,849.5 |
|
| S4 |
4,418.7 |
4,668.3 |
5,701.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,202.0 |
5,789.0 |
413.0 |
7.0% |
242.9 |
4.1% |
37% |
False |
False |
399 |
| 10 |
6,456.0 |
5,789.0 |
667.0 |
11.2% |
214.8 |
3.6% |
23% |
False |
False |
430 |
| 20 |
6,456.0 |
5,770.0 |
686.0 |
11.5% |
194.7 |
3.3% |
25% |
False |
False |
519 |
| 40 |
6,456.0 |
4,988.0 |
1,468.0 |
24.7% |
202.9 |
3.4% |
65% |
False |
False |
2,167 |
| 60 |
6,456.0 |
4,988.0 |
1,468.0 |
24.7% |
192.3 |
3.2% |
65% |
False |
False |
1,622 |
| 80 |
7,454.0 |
4,988.0 |
2,466.0 |
41.5% |
201.1 |
3.4% |
39% |
False |
False |
1,252 |
| 100 |
7,570.5 |
4,988.0 |
2,582.5 |
43.5% |
174.2 |
2.9% |
37% |
False |
False |
1,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,738.5 |
|
2.618 |
6,464.3 |
|
1.618 |
6,296.3 |
|
1.000 |
6,192.5 |
|
0.618 |
6,128.3 |
|
HIGH |
6,024.5 |
|
0.618 |
5,960.3 |
|
0.500 |
5,940.5 |
|
0.382 |
5,920.7 |
|
LOW |
5,856.5 |
|
0.618 |
5,752.7 |
|
1.000 |
5,688.5 |
|
1.618 |
5,584.7 |
|
2.618 |
5,416.7 |
|
4.250 |
5,142.5 |
|
|
| Fisher Pivots for day following 07-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,940.8 |
6,011.0 |
| PP |
5,940.7 |
5,987.7 |
| S1 |
5,940.5 |
5,964.3 |
|