| Trading Metrics calculated at close of trading on 18-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2011 |
18-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
11,559 |
11,295 |
-264 |
-2.3% |
11,080 |
| High |
11,658 |
11,590 |
-68 |
-0.6% |
11,589 |
| Low |
11,295 |
11,219 |
-76 |
-0.7% |
11,080 |
| Close |
11,301 |
11,526 |
225 |
2.0% |
11,566 |
| Range |
363 |
371 |
8 |
2.2% |
509 |
| ATR |
290 |
296 |
6 |
2.0% |
0 |
| Volume |
116,582 |
155,436 |
38,854 |
33.3% |
542,844 |
|
| Daily Pivots for day following 18-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,558 |
12,413 |
11,730 |
|
| R3 |
12,187 |
12,042 |
11,628 |
|
| R2 |
11,816 |
11,816 |
11,594 |
|
| R1 |
11,671 |
11,671 |
11,560 |
11,744 |
| PP |
11,445 |
11,445 |
11,445 |
11,481 |
| S1 |
11,300 |
11,300 |
11,492 |
11,373 |
| S2 |
11,074 |
11,074 |
11,458 |
|
| S3 |
10,703 |
10,929 |
11,424 |
|
| S4 |
10,332 |
10,558 |
11,322 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,939 |
12,761 |
11,846 |
|
| R3 |
12,430 |
12,252 |
11,706 |
|
| R2 |
11,921 |
11,921 |
11,659 |
|
| R1 |
11,743 |
11,743 |
11,613 |
11,832 |
| PP |
11,412 |
11,412 |
11,412 |
11,456 |
| S1 |
11,234 |
11,234 |
11,519 |
11,323 |
| S2 |
10,903 |
10,903 |
11,473 |
|
| S3 |
10,394 |
10,725 |
11,426 |
|
| S4 |
9,885 |
10,216 |
11,286 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,658 |
11,219 |
439 |
3.8% |
286 |
2.5% |
70% |
False |
True |
122,883 |
| 10 |
11,658 |
10,619 |
1,039 |
9.0% |
255 |
2.2% |
87% |
False |
False |
127,363 |
| 20 |
11,658 |
10,328 |
1,330 |
11.5% |
317 |
2.7% |
90% |
False |
False |
150,208 |
| 40 |
11,658 |
10,328 |
1,330 |
11.5% |
295 |
2.6% |
90% |
False |
False |
102,773 |
| 60 |
12,526 |
10,328 |
2,198 |
19.1% |
315 |
2.7% |
55% |
False |
False |
68,590 |
| 80 |
12,675 |
10,328 |
2,347 |
20.4% |
275 |
2.4% |
51% |
False |
False |
51,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,167 |
|
2.618 |
12,561 |
|
1.618 |
12,190 |
|
1.000 |
11,961 |
|
0.618 |
11,819 |
|
HIGH |
11,590 |
|
0.618 |
11,448 |
|
0.500 |
11,405 |
|
0.382 |
11,361 |
|
LOW |
11,219 |
|
0.618 |
10,990 |
|
1.000 |
10,848 |
|
1.618 |
10,619 |
|
2.618 |
10,248 |
|
4.250 |
9,642 |
|
|
| Fisher Pivots for day following 18-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,486 |
11,497 |
| PP |
11,445 |
11,468 |
| S1 |
11,405 |
11,439 |
|