| Trading Metrics calculated at close of trading on 24-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2011 |
24-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
11,462 |
11,717 |
255 |
2.2% |
11,559 |
| High |
11,763 |
11,882 |
119 |
1.0% |
11,763 |
| Low |
11,457 |
11,687 |
230 |
2.0% |
11,219 |
| Close |
11,757 |
11,825 |
68 |
0.6% |
11,757 |
| Range |
306 |
195 |
-111 |
-36.3% |
544 |
| ATR |
282 |
276 |
-6 |
-2.2% |
0 |
| Volume |
114,108 |
102,758 |
-11,350 |
-9.9% |
672,224 |
|
| Daily Pivots for day following 24-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,383 |
12,299 |
11,932 |
|
| R3 |
12,188 |
12,104 |
11,879 |
|
| R2 |
11,993 |
11,993 |
11,861 |
|
| R1 |
11,909 |
11,909 |
11,843 |
11,951 |
| PP |
11,798 |
11,798 |
11,798 |
11,819 |
| S1 |
11,714 |
11,714 |
11,807 |
11,756 |
| S2 |
11,603 |
11,603 |
11,789 |
|
| S3 |
11,408 |
11,519 |
11,772 |
|
| S4 |
11,213 |
11,324 |
11,718 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,212 |
13,028 |
12,056 |
|
| R3 |
12,668 |
12,484 |
11,907 |
|
| R2 |
12,124 |
12,124 |
11,857 |
|
| R1 |
11,940 |
11,940 |
11,807 |
12,032 |
| PP |
11,580 |
11,580 |
11,580 |
11,626 |
| S1 |
11,396 |
11,396 |
11,707 |
11,488 |
| S2 |
11,036 |
11,036 |
11,657 |
|
| S3 |
10,492 |
10,852 |
11,608 |
|
| S4 |
9,948 |
10,308 |
11,458 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,882 |
11,219 |
663 |
5.6% |
247 |
2.1% |
91% |
True |
False |
131,680 |
| 10 |
11,882 |
11,219 |
663 |
5.6% |
239 |
2.0% |
91% |
True |
False |
122,132 |
| 20 |
11,882 |
10,328 |
1,554 |
13.1% |
277 |
2.3% |
96% |
True |
False |
139,216 |
| 40 |
11,882 |
10,328 |
1,554 |
13.1% |
285 |
2.4% |
96% |
True |
False |
115,324 |
| 60 |
12,213 |
10,328 |
1,885 |
15.9% |
317 |
2.7% |
79% |
False |
False |
76,967 |
| 80 |
12,675 |
10,328 |
2,347 |
19.8% |
278 |
2.3% |
64% |
False |
False |
57,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,711 |
|
2.618 |
12,393 |
|
1.618 |
12,198 |
|
1.000 |
12,077 |
|
0.618 |
12,003 |
|
HIGH |
11,882 |
|
0.618 |
11,808 |
|
0.500 |
11,785 |
|
0.382 |
11,762 |
|
LOW |
11,687 |
|
0.618 |
11,567 |
|
1.000 |
11,492 |
|
1.618 |
11,372 |
|
2.618 |
11,177 |
|
4.250 |
10,858 |
|
|
| Fisher Pivots for day following 24-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,812 |
11,752 |
| PP |
11,798 |
11,679 |
| S1 |
11,785 |
11,606 |
|