| Trading Metrics calculated at close of trading on 25-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2011 |
25-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1,643.2 |
1,656.1 |
12.9 |
0.8% |
1,685.7 |
| High |
1,664.3 |
1,711.6 |
47.3 |
2.8% |
1,698.4 |
| Low |
1,639.0 |
1,646.8 |
7.8 |
0.5% |
1,607.3 |
| Close |
1,654.3 |
1,702.4 |
48.1 |
2.9% |
1,638.0 |
| Range |
25.3 |
64.8 |
39.5 |
156.1% |
91.1 |
| ATR |
43.3 |
44.8 |
1.5 |
3.6% |
0.0 |
| Volume |
1,396 |
2,098 |
702 |
50.3% |
17,884 |
|
| Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,881.3 |
1,856.7 |
1,738.0 |
|
| R3 |
1,816.5 |
1,791.9 |
1,720.2 |
|
| R2 |
1,751.7 |
1,751.7 |
1,714.3 |
|
| R1 |
1,727.1 |
1,727.1 |
1,708.3 |
1,739.4 |
| PP |
1,686.9 |
1,686.9 |
1,686.9 |
1,693.1 |
| S1 |
1,662.3 |
1,662.3 |
1,696.5 |
1,674.6 |
| S2 |
1,622.1 |
1,622.1 |
1,690.5 |
|
| S3 |
1,557.3 |
1,597.5 |
1,684.6 |
|
| S4 |
1,492.5 |
1,532.7 |
1,666.8 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,921.2 |
1,870.7 |
1,688.1 |
|
| R3 |
1,830.1 |
1,779.6 |
1,663.1 |
|
| R2 |
1,739.0 |
1,739.0 |
1,654.7 |
|
| R1 |
1,688.5 |
1,688.5 |
1,646.4 |
1,668.2 |
| PP |
1,647.9 |
1,647.9 |
1,647.9 |
1,637.8 |
| S1 |
1,597.4 |
1,597.4 |
1,629.6 |
1,577.1 |
| S2 |
1,556.8 |
1,556.8 |
1,621.3 |
|
| S3 |
1,465.7 |
1,506.3 |
1,612.9 |
|
| S4 |
1,374.6 |
1,415.2 |
1,587.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,711.6 |
1,607.3 |
104.3 |
6.1% |
38.1 |
2.2% |
91% |
True |
False |
3,513 |
| 10 |
1,711.6 |
1,607.3 |
104.3 |
6.1% |
34.9 |
2.1% |
91% |
True |
False |
3,039 |
| 20 |
1,711.6 |
1,587.3 |
124.3 |
7.3% |
40.0 |
2.4% |
93% |
True |
False |
3,361 |
| 40 |
1,925.1 |
1,543.3 |
381.8 |
22.4% |
49.4 |
2.9% |
42% |
False |
False |
3,474 |
| 60 |
1,925.1 |
1,543.3 |
381.8 |
22.4% |
49.7 |
2.9% |
42% |
False |
False |
3,742 |
| 80 |
1,925.1 |
1,491.3 |
433.8 |
25.5% |
41.8 |
2.5% |
49% |
False |
False |
2,979 |
| 100 |
1,925.1 |
1,482.6 |
442.5 |
26.0% |
36.0 |
2.1% |
50% |
False |
False |
2,425 |
| 120 |
1,925.1 |
1,477.1 |
448.0 |
26.3% |
32.6 |
1.9% |
50% |
False |
False |
2,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,987.0 |
|
2.618 |
1,881.2 |
|
1.618 |
1,816.4 |
|
1.000 |
1,776.4 |
|
0.618 |
1,751.6 |
|
HIGH |
1,711.6 |
|
0.618 |
1,686.8 |
|
0.500 |
1,679.2 |
|
0.382 |
1,671.6 |
|
LOW |
1,646.8 |
|
0.618 |
1,606.8 |
|
1.000 |
1,582.0 |
|
1.618 |
1,542.0 |
|
2.618 |
1,477.2 |
|
4.250 |
1,371.4 |
|
|
| Fisher Pivots for day following 25-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,694.7 |
1,689.5 |
| PP |
1,686.9 |
1,676.7 |
| S1 |
1,679.2 |
1,663.8 |
|