| Trading Metrics calculated at close of trading on 21-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2011 |
21-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,286.0 |
2,295.0 |
9.0 |
0.4% |
2,369.0 |
| High |
2,318.0 |
2,335.0 |
17.0 |
0.7% |
2,388.0 |
| Low |
2,255.0 |
2,273.0 |
18.0 |
0.8% |
2,255.0 |
| Close |
2,280.0 |
2,335.0 |
55.0 |
2.4% |
2,335.0 |
| Range |
63.0 |
62.0 |
-1.0 |
-1.6% |
133.0 |
| ATR |
78.1 |
76.9 |
-1.1 |
-1.5% |
0.0 |
| Volume |
1,700,457 |
1,468,972 |
-231,485 |
-13.6% |
7,324,367 |
|
| Daily Pivots for day following 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,500.3 |
2,479.7 |
2,369.1 |
|
| R3 |
2,438.3 |
2,417.7 |
2,352.1 |
|
| R2 |
2,376.3 |
2,376.3 |
2,346.4 |
|
| R1 |
2,355.7 |
2,355.7 |
2,340.7 |
2,366.0 |
| PP |
2,314.3 |
2,314.3 |
2,314.3 |
2,319.5 |
| S1 |
2,293.7 |
2,293.7 |
2,329.3 |
2,304.0 |
| S2 |
2,252.3 |
2,252.3 |
2,323.6 |
|
| S3 |
2,190.3 |
2,231.7 |
2,318.0 |
|
| S4 |
2,128.3 |
2,169.7 |
2,300.9 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,725.0 |
2,663.0 |
2,408.2 |
|
| R3 |
2,592.0 |
2,530.0 |
2,371.6 |
|
| R2 |
2,459.0 |
2,459.0 |
2,359.4 |
|
| R1 |
2,397.0 |
2,397.0 |
2,347.2 |
2,361.5 |
| PP |
2,326.0 |
2,326.0 |
2,326.0 |
2,308.3 |
| S1 |
2,264.0 |
2,264.0 |
2,322.8 |
2,228.5 |
| S2 |
2,193.0 |
2,193.0 |
2,310.6 |
|
| S3 |
2,060.0 |
2,131.0 |
2,298.4 |
|
| S4 |
1,927.0 |
1,998.0 |
2,261.9 |
|
|
| 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 |
5.7% |
71.0 |
3.0% |
60% |
False |
False |
1,464,873 |
| 10 |
2,388.0 |
2,255.0 |
133.0 |
5.7% |
68.0 |
2.9% |
60% |
False |
False |
1,430,712 |
| 20 |
2,388.0 |
1,965.0 |
423.0 |
18.1% |
74.0 |
3.2% |
87% |
False |
False |
1,544,886 |
| 40 |
2,388.0 |
1,924.0 |
464.0 |
19.9% |
74.8 |
3.2% |
89% |
False |
False |
1,214,622 |
| 60 |
2,705.0 |
1,924.0 |
781.0 |
33.4% |
88.1 |
3.8% |
53% |
False |
False |
815,448 |
| 80 |
2,887.0 |
1,924.0 |
963.0 |
41.2% |
77.8 |
3.3% |
43% |
False |
False |
611,979 |
| 100 |
2,887.0 |
1,924.0 |
963.0 |
41.2% |
71.7 |
3.1% |
43% |
False |
False |
492,035 |
| 120 |
2,925.0 |
1,924.0 |
1,001.0 |
42.9% |
66.5 |
2.8% |
41% |
False |
False |
410,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,598.5 |
|
2.618 |
2,497.3 |
|
1.618 |
2,435.3 |
|
1.000 |
2,397.0 |
|
0.618 |
2,373.3 |
|
HIGH |
2,335.0 |
|
0.618 |
2,311.3 |
|
0.500 |
2,304.0 |
|
0.382 |
2,296.7 |
|
LOW |
2,273.0 |
|
0.618 |
2,234.7 |
|
1.000 |
2,211.0 |
|
1.618 |
2,172.7 |
|
2.618 |
2,110.7 |
|
4.250 |
2,009.5 |
|
|
| Fisher Pivots for day following 21-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,324.7 |
2,322.3 |
| PP |
2,314.3 |
2,309.7 |
| S1 |
2,304.0 |
2,297.0 |
|