| Trading Metrics calculated at close of trading on 24-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2011 |
24-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1,620.9 |
1,643.0 |
22.1 |
1.4% |
1,683.8 |
| High |
1,649.8 |
1,663.3 |
13.5 |
0.8% |
1,696.8 |
| Low |
1,612.8 |
1,636.6 |
23.8 |
1.5% |
1,604.7 |
| Close |
1,636.1 |
1,652.3 |
16.2 |
1.0% |
1,636.1 |
| Range |
37.0 |
26.7 |
-10.3 |
-27.8% |
92.1 |
| ATR |
46.4 |
45.0 |
-1.4 |
-3.0% |
0.0 |
| Volume |
114,264 |
102,408 |
-11,856 |
-10.4% |
679,730 |
|
| Daily Pivots for day following 24-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,730.8 |
1,718.3 |
1,667.0 |
|
| R3 |
1,704.1 |
1,691.6 |
1,659.6 |
|
| R2 |
1,677.4 |
1,677.4 |
1,657.2 |
|
| R1 |
1,664.9 |
1,664.9 |
1,654.7 |
1,671.2 |
| PP |
1,650.7 |
1,650.7 |
1,650.7 |
1,653.9 |
| S1 |
1,638.2 |
1,638.2 |
1,649.9 |
1,644.5 |
| S2 |
1,624.0 |
1,624.0 |
1,647.4 |
|
| S3 |
1,597.3 |
1,611.5 |
1,645.0 |
|
| S4 |
1,570.6 |
1,584.8 |
1,637.6 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,922.2 |
1,871.2 |
1,686.8 |
|
| R3 |
1,830.1 |
1,779.1 |
1,661.4 |
|
| R2 |
1,738.0 |
1,738.0 |
1,653.0 |
|
| R1 |
1,687.0 |
1,687.0 |
1,644.5 |
1,666.5 |
| PP |
1,645.9 |
1,645.9 |
1,645.9 |
1,635.6 |
| S1 |
1,594.9 |
1,594.9 |
1,627.7 |
1,574.4 |
| S2 |
1,553.8 |
1,553.8 |
1,619.2 |
|
| S3 |
1,461.7 |
1,502.8 |
1,610.8 |
|
| S4 |
1,369.6 |
1,410.7 |
1,585.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,678.2 |
1,604.7 |
73.5 |
4.4% |
36.3 |
2.2% |
65% |
False |
False |
135,181 |
| 10 |
1,696.8 |
1,604.7 |
92.1 |
5.6% |
33.1 |
2.0% |
52% |
False |
False |
119,251 |
| 20 |
1,696.8 |
1,585.0 |
111.8 |
6.8% |
42.0 |
2.5% |
60% |
False |
False |
135,844 |
| 40 |
1,923.7 |
1,535.0 |
388.7 |
23.5% |
51.8 |
3.1% |
30% |
False |
False |
177,762 |
| 60 |
1,923.7 |
1,535.0 |
388.7 |
23.5% |
51.6 |
3.1% |
30% |
False |
False |
198,756 |
| 80 |
1,923.7 |
1,481.0 |
442.7 |
26.8% |
43.9 |
2.7% |
39% |
False |
False |
159,527 |
| 100 |
1,923.7 |
1,481.0 |
442.7 |
26.8% |
38.5 |
2.3% |
39% |
False |
False |
128,646 |
| 120 |
1,923.7 |
1,465.9 |
457.8 |
27.7% |
35.8 |
2.2% |
41% |
False |
False |
108,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,776.8 |
|
2.618 |
1,733.2 |
|
1.618 |
1,706.5 |
|
1.000 |
1,690.0 |
|
0.618 |
1,679.8 |
|
HIGH |
1,663.3 |
|
0.618 |
1,653.1 |
|
0.500 |
1,650.0 |
|
0.382 |
1,646.8 |
|
LOW |
1,636.6 |
|
0.618 |
1,620.1 |
|
1.000 |
1,609.9 |
|
1.618 |
1,593.4 |
|
2.618 |
1,566.7 |
|
4.250 |
1,523.1 |
|
|
| Fisher Pivots for day following 24-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,651.5 |
1,646.2 |
| PP |
1,650.7 |
1,640.1 |
| S1 |
1,650.0 |
1,634.0 |
|