| 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 |
1,656.1 |
1,705.2 |
49.1 |
3.0% |
1,685.7 |
| High |
1,711.6 |
1,730.0 |
18.4 |
1.1% |
1,698.4 |
| Low |
1,646.8 |
1,700.0 |
53.2 |
3.2% |
1,607.3 |
| Close |
1,702.4 |
1,725.5 |
23.1 |
1.4% |
1,638.0 |
| Range |
64.8 |
30.0 |
-34.8 |
-53.7% |
91.1 |
| ATR |
44.8 |
43.8 |
-1.1 |
-2.4% |
0.0 |
| Volume |
2,098 |
4,329 |
2,231 |
106.3% |
17,884 |
|
| Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,808.5 |
1,797.0 |
1,742.0 |
|
| R3 |
1,778.5 |
1,767.0 |
1,733.8 |
|
| R2 |
1,748.5 |
1,748.5 |
1,731.0 |
|
| R1 |
1,737.0 |
1,737.0 |
1,728.3 |
1,742.8 |
| PP |
1,718.5 |
1,718.5 |
1,718.5 |
1,721.4 |
| S1 |
1,707.0 |
1,707.0 |
1,722.8 |
1,712.8 |
| S2 |
1,688.5 |
1,688.5 |
1,720.0 |
|
| S3 |
1,658.5 |
1,677.0 |
1,717.3 |
|
| S4 |
1,628.5 |
1,647.0 |
1,709.0 |
|
|
| 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 |
1,730.0 |
1,607.3 |
122.7 |
7.1% |
39.1 |
2.3% |
96% |
True |
False |
2,990 |
| 10 |
1,730.0 |
1,607.3 |
122.7 |
7.1% |
34.8 |
2.0% |
96% |
True |
False |
3,188 |
| 20 |
1,730.0 |
1,587.3 |
142.7 |
8.3% |
38.3 |
2.2% |
97% |
True |
False |
3,417 |
| 40 |
1,925.1 |
1,543.3 |
381.8 |
22.1% |
48.8 |
2.8% |
48% |
False |
False |
3,559 |
| 60 |
1,925.1 |
1,543.3 |
381.8 |
22.1% |
49.5 |
2.9% |
48% |
False |
False |
3,804 |
| 80 |
1,925.1 |
1,517.1 |
408.0 |
23.6% |
41.8 |
2.4% |
51% |
False |
False |
3,030 |
| 100 |
1,925.1 |
1,482.6 |
442.5 |
25.6% |
36.2 |
2.1% |
55% |
False |
False |
2,468 |
| 120 |
1,925.1 |
1,477.1 |
448.0 |
26.0% |
32.7 |
1.9% |
55% |
False |
False |
2,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,857.5 |
|
2.618 |
1,808.5 |
|
1.618 |
1,778.5 |
|
1.000 |
1,760.0 |
|
0.618 |
1,748.5 |
|
HIGH |
1,730.0 |
|
0.618 |
1,718.5 |
|
0.500 |
1,715.0 |
|
0.382 |
1,711.5 |
|
LOW |
1,700.0 |
|
0.618 |
1,681.5 |
|
1.000 |
1,670.0 |
|
1.618 |
1,651.5 |
|
2.618 |
1,621.5 |
|
4.250 |
1,572.5 |
|
|
| Fisher Pivots for day following 26-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,722.0 |
1,711.8 |
| PP |
1,718.5 |
1,698.2 |
| S1 |
1,715.0 |
1,684.5 |
|