| Trading Metrics calculated at close of trading on 17-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2011 |
17-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,341.0 |
2,369.0 |
28.0 |
1.2% |
2,286.0 |
| High |
2,372.0 |
2,388.0 |
16.0 |
0.7% |
2,377.0 |
| Low |
2,312.0 |
2,287.0 |
-25.0 |
-1.1% |
2,258.0 |
| Close |
2,361.0 |
2,294.0 |
-67.0 |
-2.8% |
2,361.0 |
| Range |
60.0 |
101.0 |
41.0 |
68.3% |
119.0 |
| ATR |
79.9 |
81.4 |
1.5 |
1.9% |
0.0 |
| Volume |
1,290,322 |
1,520,049 |
229,727 |
17.8% |
6,982,760 |
|
| Daily Pivots for day following 17-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,626.0 |
2,561.0 |
2,349.6 |
|
| R3 |
2,525.0 |
2,460.0 |
2,321.8 |
|
| R2 |
2,424.0 |
2,424.0 |
2,312.5 |
|
| R1 |
2,359.0 |
2,359.0 |
2,303.3 |
2,341.0 |
| PP |
2,323.0 |
2,323.0 |
2,323.0 |
2,314.0 |
| S1 |
2,258.0 |
2,258.0 |
2,284.7 |
2,240.0 |
| S2 |
2,222.0 |
2,222.0 |
2,275.5 |
|
| S3 |
2,121.0 |
2,157.0 |
2,266.2 |
|
| S4 |
2,020.0 |
2,056.0 |
2,238.5 |
|
|
| 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 |
2,388.0 |
2,276.0 |
112.0 |
4.9% |
72.8 |
3.2% |
16% |
True |
False |
1,477,974 |
| 10 |
2,388.0 |
2,045.0 |
343.0 |
15.0% |
73.2 |
3.2% |
73% |
True |
False |
1,556,983 |
| 20 |
2,388.0 |
1,924.0 |
464.0 |
20.2% |
78.4 |
3.4% |
80% |
True |
False |
1,588,478 |
| 40 |
2,388.0 |
1,924.0 |
464.0 |
20.2% |
76.3 |
3.3% |
80% |
True |
False |
1,069,983 |
| 60 |
2,760.0 |
1,924.0 |
836.0 |
36.4% |
86.6 |
3.8% |
44% |
False |
False |
718,738 |
| 80 |
2,887.0 |
1,924.0 |
963.0 |
42.0% |
77.0 |
3.4% |
38% |
False |
False |
540,846 |
| 100 |
2,887.0 |
1,924.0 |
963.0 |
42.0% |
70.7 |
3.1% |
38% |
False |
False |
434,287 |
| 120 |
2,969.0 |
1,924.0 |
1,045.0 |
45.6% |
65.7 |
2.9% |
35% |
False |
False |
361,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,817.3 |
|
2.618 |
2,652.4 |
|
1.618 |
2,551.4 |
|
1.000 |
2,489.0 |
|
0.618 |
2,450.4 |
|
HIGH |
2,388.0 |
|
0.618 |
2,349.4 |
|
0.500 |
2,337.5 |
|
0.382 |
2,325.6 |
|
LOW |
2,287.0 |
|
0.618 |
2,224.6 |
|
1.000 |
2,186.0 |
|
1.618 |
2,123.6 |
|
2.618 |
2,022.6 |
|
4.250 |
1,857.8 |
|
|
| Fisher Pivots for day following 17-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,337.5 |
2,337.5 |
| PP |
2,323.0 |
2,323.0 |
| S1 |
2,308.5 |
2,308.5 |
|