| Trading Metrics calculated at close of trading on 19-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2011 |
19-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,285.0 |
2,325.0 |
40.0 |
1.8% |
2,286.0 |
| High |
2,345.0 |
2,339.0 |
-6.0 |
-0.3% |
2,377.0 |
| Low |
2,262.0 |
2,293.0 |
31.0 |
1.4% |
2,258.0 |
| Close |
2,331.0 |
2,321.0 |
-10.0 |
-0.4% |
2,361.0 |
| Range |
83.0 |
46.0 |
-37.0 |
-44.6% |
119.0 |
| ATR |
81.5 |
79.0 |
-2.5 |
-3.1% |
0.0 |
| Volume |
1,481,701 |
1,153,188 |
-328,513 |
-22.2% |
6,982,760 |
|
| Daily Pivots for day following 19-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,455.7 |
2,434.3 |
2,346.3 |
|
| R3 |
2,409.7 |
2,388.3 |
2,333.7 |
|
| R2 |
2,363.7 |
2,363.7 |
2,329.4 |
|
| R1 |
2,342.3 |
2,342.3 |
2,325.2 |
2,330.0 |
| PP |
2,317.7 |
2,317.7 |
2,317.7 |
2,311.5 |
| S1 |
2,296.3 |
2,296.3 |
2,316.8 |
2,284.0 |
| S2 |
2,271.7 |
2,271.7 |
2,312.6 |
|
| S3 |
2,225.7 |
2,250.3 |
2,308.4 |
|
| S4 |
2,179.7 |
2,204.3 |
2,295.7 |
|
|
| 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% |
71.4 |
3.1% |
47% |
False |
False |
1,393,063 |
| 10 |
2,388.0 |
2,178.0 |
210.0 |
9.0% |
68.9 |
3.0% |
68% |
False |
False |
1,453,524 |
| 20 |
2,388.0 |
1,924.0 |
464.0 |
20.0% |
77.0 |
3.3% |
86% |
False |
False |
1,588,312 |
| 40 |
2,388.0 |
1,924.0 |
464.0 |
20.0% |
75.5 |
3.3% |
86% |
False |
False |
1,135,660 |
| 60 |
2,723.0 |
1,924.0 |
799.0 |
34.4% |
87.8 |
3.8% |
50% |
False |
False |
762,643 |
| 80 |
2,887.0 |
1,924.0 |
963.0 |
41.5% |
77.6 |
3.3% |
41% |
False |
False |
573,689 |
| 100 |
2,887.0 |
1,924.0 |
963.0 |
41.5% |
71.5 |
3.1% |
41% |
False |
False |
460,621 |
| 120 |
2,954.0 |
1,924.0 |
1,030.0 |
44.4% |
66.3 |
2.9% |
39% |
False |
False |
383,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,534.5 |
|
2.618 |
2,459.4 |
|
1.618 |
2,413.4 |
|
1.000 |
2,385.0 |
|
0.618 |
2,367.4 |
|
HIGH |
2,339.0 |
|
0.618 |
2,321.4 |
|
0.500 |
2,316.0 |
|
0.382 |
2,310.6 |
|
LOW |
2,293.0 |
|
0.618 |
2,264.6 |
|
1.000 |
2,247.0 |
|
1.618 |
2,218.6 |
|
2.618 |
2,172.6 |
|
4.250 |
2,097.5 |
|
|
| Fisher Pivots for day following 19-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,319.3 |
2,325.0 |
| PP |
2,317.7 |
2,323.7 |
| S1 |
2,316.0 |
2,322.3 |
|