| Trading Metrics calculated at close of trading on 18-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2011 |
18-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,369.0 |
2,285.0 |
-84.0 |
-3.5% |
2,286.0 |
| High |
2,388.0 |
2,345.0 |
-43.0 |
-1.8% |
2,377.0 |
| Low |
2,287.0 |
2,262.0 |
-25.0 |
-1.1% |
2,258.0 |
| Close |
2,294.0 |
2,331.0 |
37.0 |
1.6% |
2,361.0 |
| Range |
101.0 |
83.0 |
-18.0 |
-17.8% |
119.0 |
| ATR |
81.4 |
81.5 |
0.1 |
0.1% |
0.0 |
| Volume |
1,520,049 |
1,481,701 |
-38,348 |
-2.5% |
6,982,760 |
|
| Daily Pivots for day following 18-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,561.7 |
2,529.3 |
2,376.7 |
|
| R3 |
2,478.7 |
2,446.3 |
2,353.8 |
|
| R2 |
2,395.7 |
2,395.7 |
2,346.2 |
|
| R1 |
2,363.3 |
2,363.3 |
2,338.6 |
2,379.5 |
| PP |
2,312.7 |
2,312.7 |
2,312.7 |
2,320.8 |
| S1 |
2,280.3 |
2,280.3 |
2,323.4 |
2,296.5 |
| S2 |
2,229.7 |
2,229.7 |
2,315.8 |
|
| S3 |
2,146.7 |
2,197.3 |
2,308.2 |
|
| S4 |
2,063.7 |
2,114.3 |
2,285.4 |
|
|
| 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 |
2,262.0 |
126.0 |
5.4% |
81.0 |
3.5% |
55% |
False |
True |
1,510,930 |
| 10 |
2,388.0 |
2,105.0 |
283.0 |
12.1% |
72.8 |
3.1% |
80% |
False |
False |
1,505,256 |
| 20 |
2,388.0 |
1,924.0 |
464.0 |
19.9% |
79.2 |
3.4% |
88% |
False |
False |
1,596,247 |
| 40 |
2,388.0 |
1,924.0 |
464.0 |
19.9% |
75.9 |
3.3% |
88% |
False |
False |
1,107,008 |
| 60 |
2,755.0 |
1,924.0 |
831.0 |
35.6% |
87.6 |
3.8% |
49% |
False |
False |
743,429 |
| 80 |
2,887.0 |
1,924.0 |
963.0 |
41.3% |
77.6 |
3.3% |
42% |
False |
False |
559,281 |
| 100 |
2,887.0 |
1,924.0 |
963.0 |
41.3% |
71.4 |
3.1% |
42% |
False |
False |
449,102 |
| 120 |
2,954.0 |
1,924.0 |
1,030.0 |
44.2% |
66.1 |
2.8% |
40% |
False |
False |
374,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,697.8 |
|
2.618 |
2,562.3 |
|
1.618 |
2,479.3 |
|
1.000 |
2,428.0 |
|
0.618 |
2,396.3 |
|
HIGH |
2,345.0 |
|
0.618 |
2,313.3 |
|
0.500 |
2,303.5 |
|
0.382 |
2,293.7 |
|
LOW |
2,262.0 |
|
0.618 |
2,210.7 |
|
1.000 |
2,179.0 |
|
1.618 |
2,127.7 |
|
2.618 |
2,044.7 |
|
4.250 |
1,909.3 |
|
|
| Fisher Pivots for day following 18-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,321.8 |
2,329.0 |
| PP |
2,312.7 |
2,327.0 |
| S1 |
2,303.5 |
2,325.0 |
|