| Trading Metrics calculated at close of trading on 20-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2011 |
20-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,325.0 |
2,286.0 |
-39.0 |
-1.7% |
2,286.0 |
| High |
2,339.0 |
2,318.0 |
-21.0 |
-0.9% |
2,377.0 |
| Low |
2,293.0 |
2,255.0 |
-38.0 |
-1.7% |
2,258.0 |
| Close |
2,321.0 |
2,280.0 |
-41.0 |
-1.8% |
2,361.0 |
| Range |
46.0 |
63.0 |
17.0 |
37.0% |
119.0 |
| ATR |
79.0 |
78.1 |
-0.9 |
-1.2% |
0.0 |
| Volume |
1,153,188 |
1,700,457 |
547,269 |
47.5% |
6,982,760 |
|
| Daily Pivots for day following 20-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,473.3 |
2,439.7 |
2,314.7 |
|
| R3 |
2,410.3 |
2,376.7 |
2,297.3 |
|
| R2 |
2,347.3 |
2,347.3 |
2,291.6 |
|
| R1 |
2,313.7 |
2,313.7 |
2,285.8 |
2,299.0 |
| PP |
2,284.3 |
2,284.3 |
2,284.3 |
2,277.0 |
| S1 |
2,250.7 |
2,250.7 |
2,274.2 |
2,236.0 |
| S2 |
2,221.3 |
2,221.3 |
2,268.5 |
|
| S3 |
2,158.3 |
2,187.7 |
2,262.7 |
|
| S4 |
2,095.3 |
2,124.7 |
2,245.4 |
|
|
| 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 |
2,255.0 |
133.0 |
5.8% |
70.6 |
3.1% |
19% |
False |
True |
1,429,143 |
| 10 |
2,388.0 |
2,228.0 |
160.0 |
7.0% |
67.4 |
3.0% |
33% |
False |
False |
1,423,965 |
| 20 |
2,388.0 |
1,924.0 |
464.0 |
20.4% |
76.1 |
3.3% |
77% |
False |
False |
1,569,571 |
| 40 |
2,388.0 |
1,924.0 |
464.0 |
20.4% |
75.3 |
3.3% |
77% |
False |
False |
1,178,106 |
| 60 |
2,705.0 |
1,924.0 |
781.0 |
34.3% |
87.7 |
3.8% |
46% |
False |
False |
790,973 |
| 80 |
2,887.0 |
1,924.0 |
963.0 |
42.2% |
77.7 |
3.4% |
37% |
False |
False |
594,075 |
| 100 |
2,887.0 |
1,924.0 |
963.0 |
42.2% |
71.4 |
3.1% |
37% |
False |
False |
477,612 |
| 120 |
2,925.0 |
1,924.0 |
1,001.0 |
43.9% |
66.3 |
2.9% |
36% |
False |
False |
398,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,585.8 |
|
2.618 |
2,482.9 |
|
1.618 |
2,419.9 |
|
1.000 |
2,381.0 |
|
0.618 |
2,356.9 |
|
HIGH |
2,318.0 |
|
0.618 |
2,293.9 |
|
0.500 |
2,286.5 |
|
0.382 |
2,279.1 |
|
LOW |
2,255.0 |
|
0.618 |
2,216.1 |
|
1.000 |
2,192.0 |
|
1.618 |
2,153.1 |
|
2.618 |
2,090.1 |
|
4.250 |
1,987.3 |
|
|
| Fisher Pivots for day following 20-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,286.5 |
2,300.0 |
| PP |
2,284.3 |
2,293.3 |
| S1 |
2,282.2 |
2,286.7 |
|