| Trading Metrics calculated at close of trading on 26-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2011 |
26-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,346.0 |
2,332.0 |
-14.0 |
-0.6% |
2,369.0 |
| High |
2,368.0 |
2,373.0 |
5.0 |
0.2% |
2,388.0 |
| Low |
2,312.0 |
2,308.0 |
-4.0 |
-0.2% |
2,255.0 |
| Close |
2,324.0 |
2,351.0 |
27.0 |
1.2% |
2,335.0 |
| Range |
56.0 |
65.0 |
9.0 |
16.1% |
133.0 |
| ATR |
73.8 |
73.1 |
-0.6 |
-0.8% |
0.0 |
| Volume |
1,273,074 |
1,181,338 |
-91,736 |
-7.2% |
7,324,367 |
|
| Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,539.0 |
2,510.0 |
2,386.8 |
|
| R3 |
2,474.0 |
2,445.0 |
2,368.9 |
|
| R2 |
2,409.0 |
2,409.0 |
2,362.9 |
|
| R1 |
2,380.0 |
2,380.0 |
2,357.0 |
2,394.5 |
| PP |
2,344.0 |
2,344.0 |
2,344.0 |
2,351.3 |
| S1 |
2,315.0 |
2,315.0 |
2,345.0 |
2,329.5 |
| S2 |
2,279.0 |
2,279.0 |
2,339.1 |
|
| S3 |
2,214.0 |
2,250.0 |
2,333.1 |
|
| S4 |
2,149.0 |
2,185.0 |
2,315.3 |
|
|
| 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 |
2,373.0 |
2,255.0 |
118.0 |
5.0% |
59.6 |
2.5% |
81% |
True |
False |
1,326,418 |
| 10 |
2,388.0 |
2,255.0 |
133.0 |
5.7% |
65.5 |
2.8% |
72% |
False |
False |
1,359,741 |
| 20 |
2,388.0 |
2,045.0 |
343.0 |
14.6% |
67.6 |
2.9% |
89% |
False |
False |
1,450,396 |
| 40 |
2,388.0 |
1,924.0 |
464.0 |
19.7% |
74.7 |
3.2% |
92% |
False |
False |
1,300,858 |
| 60 |
2,543.0 |
1,924.0 |
619.0 |
26.3% |
86.6 |
3.7% |
69% |
False |
False |
873,043 |
| 80 |
2,872.0 |
1,924.0 |
948.0 |
40.3% |
78.8 |
3.4% |
45% |
False |
False |
655,250 |
| 100 |
2,887.0 |
1,924.0 |
963.0 |
41.0% |
72.3 |
3.1% |
44% |
False |
False |
526,567 |
| 120 |
2,925.0 |
1,924.0 |
1,001.0 |
42.6% |
66.8 |
2.8% |
43% |
False |
False |
439,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,649.3 |
|
2.618 |
2,543.2 |
|
1.618 |
2,478.2 |
|
1.000 |
2,438.0 |
|
0.618 |
2,413.2 |
|
HIGH |
2,373.0 |
|
0.618 |
2,348.2 |
|
0.500 |
2,340.5 |
|
0.382 |
2,332.8 |
|
LOW |
2,308.0 |
|
0.618 |
2,267.8 |
|
1.000 |
2,243.0 |
|
1.618 |
2,202.8 |
|
2.618 |
2,137.8 |
|
4.250 |
2,031.8 |
|
|
| Fisher Pivots for day following 26-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,347.5 |
2,347.5 |
| PP |
2,344.0 |
2,344.0 |
| S1 |
2,340.5 |
2,340.5 |
|