| Trading Metrics calculated at close of trading on 28-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2011 |
28-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,392.0 |
2,493.0 |
101.0 |
4.2% |
2,351.0 |
| High |
2,509.0 |
2,502.0 |
-7.0 |
-0.3% |
2,509.0 |
| Low |
2,389.0 |
2,442.0 |
53.0 |
2.2% |
2,308.0 |
| Close |
2,498.0 |
2,462.0 |
-36.0 |
-1.4% |
2,462.0 |
| Range |
120.0 |
60.0 |
-60.0 |
-50.0% |
201.0 |
| ATR |
79.2 |
77.8 |
-1.4 |
-1.7% |
0.0 |
| Volume |
2,201,207 |
1,334,699 |
-866,508 |
-39.4% |
6,998,569 |
|
| Daily Pivots for day following 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,648.7 |
2,615.3 |
2,495.0 |
|
| R3 |
2,588.7 |
2,555.3 |
2,478.5 |
|
| R2 |
2,528.7 |
2,528.7 |
2,473.0 |
|
| R1 |
2,495.3 |
2,495.3 |
2,467.5 |
2,482.0 |
| PP |
2,468.7 |
2,468.7 |
2,468.7 |
2,462.0 |
| S1 |
2,435.3 |
2,435.3 |
2,456.5 |
2,422.0 |
| S2 |
2,408.7 |
2,408.7 |
2,451.0 |
|
| S3 |
2,348.7 |
2,375.3 |
2,445.5 |
|
| S4 |
2,288.7 |
2,315.3 |
2,429.0 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,029.3 |
2,946.7 |
2,572.6 |
|
| R3 |
2,828.3 |
2,745.7 |
2,517.3 |
|
| R2 |
2,627.3 |
2,627.3 |
2,498.9 |
|
| R1 |
2,544.7 |
2,544.7 |
2,480.4 |
2,586.0 |
| PP |
2,426.3 |
2,426.3 |
2,426.3 |
2,447.0 |
| S1 |
2,343.7 |
2,343.7 |
2,443.6 |
2,385.0 |
| S2 |
2,225.3 |
2,225.3 |
2,425.2 |
|
| S3 |
2,024.3 |
2,142.7 |
2,406.7 |
|
| S4 |
1,823.3 |
1,941.7 |
2,351.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,509.0 |
2,308.0 |
201.0 |
8.2% |
70.6 |
2.9% |
77% |
False |
False |
1,399,713 |
| 10 |
2,509.0 |
2,255.0 |
254.0 |
10.3% |
70.8 |
2.9% |
81% |
False |
False |
1,432,293 |
| 20 |
2,509.0 |
2,045.0 |
464.0 |
18.8% |
70.1 |
2.8% |
90% |
False |
False |
1,482,248 |
| 40 |
2,509.0 |
1,924.0 |
585.0 |
23.8% |
75.9 |
3.1% |
92% |
False |
False |
1,387,640 |
| 60 |
2,509.0 |
1,924.0 |
585.0 |
23.8% |
85.4 |
3.5% |
92% |
False |
False |
931,479 |
| 80 |
2,852.0 |
1,924.0 |
928.0 |
37.7% |
79.9 |
3.2% |
58% |
False |
False |
699,411 |
| 100 |
2,887.0 |
1,924.0 |
963.0 |
39.1% |
73.2 |
3.0% |
56% |
False |
False |
561,801 |
| 120 |
2,902.0 |
1,924.0 |
978.0 |
39.7% |
67.6 |
2.7% |
55% |
False |
False |
468,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,757.0 |
|
2.618 |
2,659.1 |
|
1.618 |
2,599.1 |
|
1.000 |
2,562.0 |
|
0.618 |
2,539.1 |
|
HIGH |
2,502.0 |
|
0.618 |
2,479.1 |
|
0.500 |
2,472.0 |
|
0.382 |
2,464.9 |
|
LOW |
2,442.0 |
|
0.618 |
2,404.9 |
|
1.000 |
2,382.0 |
|
1.618 |
2,344.9 |
|
2.618 |
2,284.9 |
|
4.250 |
2,187.0 |
|
|
| Fisher Pivots for day following 28-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,472.0 |
2,444.2 |
| PP |
2,468.7 |
2,426.3 |
| S1 |
2,465.3 |
2,408.5 |
|