| Trading Metrics calculated at close of trading on 14-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2011 |
14-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,352.0 |
2,341.0 |
-11.0 |
-0.5% |
2,286.0 |
| High |
2,377.0 |
2,372.0 |
-5.0 |
-0.2% |
2,377.0 |
| Low |
2,310.0 |
2,312.0 |
2.0 |
0.1% |
2,258.0 |
| Close |
2,345.0 |
2,361.0 |
16.0 |
0.7% |
2,361.0 |
| Range |
67.0 |
60.0 |
-7.0 |
-10.4% |
119.0 |
| ATR |
81.4 |
79.9 |
-1.5 |
-1.9% |
0.0 |
| Volume |
1,520,059 |
1,290,322 |
-229,737 |
-15.1% |
6,982,760 |
|
| Daily Pivots for day following 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,528.3 |
2,504.7 |
2,394.0 |
|
| R3 |
2,468.3 |
2,444.7 |
2,377.5 |
|
| R2 |
2,408.3 |
2,408.3 |
2,372.0 |
|
| R1 |
2,384.7 |
2,384.7 |
2,366.5 |
2,396.5 |
| PP |
2,348.3 |
2,348.3 |
2,348.3 |
2,354.3 |
| S1 |
2,324.7 |
2,324.7 |
2,355.5 |
2,336.5 |
| S2 |
2,288.3 |
2,288.3 |
2,350.0 |
|
| S3 |
2,228.3 |
2,264.7 |
2,344.5 |
|
| S4 |
2,168.3 |
2,204.7 |
2,328.0 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,689.0 |
2,644.0 |
2,426.5 |
|
| R3 |
2,570.0 |
2,525.0 |
2,393.7 |
|
| R2 |
2,451.0 |
2,451.0 |
2,382.8 |
|
| R1 |
2,406.0 |
2,406.0 |
2,371.9 |
2,428.5 |
| PP |
2,332.0 |
2,332.0 |
2,332.0 |
2,343.3 |
| S1 |
2,287.0 |
2,287.0 |
2,350.1 |
2,309.5 |
| S2 |
2,213.0 |
2,213.0 |
2,339.2 |
|
| S3 |
2,094.0 |
2,168.0 |
2,328.3 |
|
| S4 |
1,975.0 |
2,049.0 |
2,295.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,377.0 |
2,258.0 |
119.0 |
5.0% |
65.0 |
2.8% |
87% |
False |
False |
1,396,552 |
| 10 |
2,377.0 |
2,045.0 |
332.0 |
14.1% |
69.4 |
2.9% |
95% |
False |
False |
1,532,203 |
| 20 |
2,377.0 |
1,924.0 |
453.0 |
19.2% |
75.6 |
3.2% |
96% |
False |
False |
1,578,705 |
| 40 |
2,377.0 |
1,924.0 |
453.0 |
19.2% |
75.9 |
3.2% |
96% |
False |
False |
1,034,614 |
| 60 |
2,790.0 |
1,924.0 |
866.0 |
36.7% |
85.5 |
3.6% |
50% |
False |
False |
693,409 |
| 80 |
2,887.0 |
1,924.0 |
963.0 |
40.8% |
76.6 |
3.2% |
45% |
False |
False |
521,865 |
| 100 |
2,887.0 |
1,924.0 |
963.0 |
40.8% |
70.0 |
3.0% |
45% |
False |
False |
419,105 |
| 120 |
2,969.0 |
1,924.0 |
1,045.0 |
44.3% |
64.9 |
2.8% |
42% |
False |
False |
349,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,627.0 |
|
2.618 |
2,529.1 |
|
1.618 |
2,469.1 |
|
1.000 |
2,432.0 |
|
0.618 |
2,409.1 |
|
HIGH |
2,372.0 |
|
0.618 |
2,349.1 |
|
0.500 |
2,342.0 |
|
0.382 |
2,334.9 |
|
LOW |
2,312.0 |
|
0.618 |
2,274.9 |
|
1.000 |
2,252.0 |
|
1.618 |
2,214.9 |
|
2.618 |
2,154.9 |
|
4.250 |
2,057.0 |
|
|
| Fisher Pivots for day following 14-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,354.7 |
2,350.7 |
| PP |
2,348.3 |
2,340.3 |
| S1 |
2,342.0 |
2,330.0 |
|