| Trading Metrics calculated at close of trading on 27-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2011 |
27-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1,705.2 |
1,720.9 |
15.7 |
0.9% |
1,685.7 |
| High |
1,730.0 |
1,753.4 |
23.4 |
1.4% |
1,698.4 |
| Low |
1,700.0 |
1,710.0 |
10.0 |
0.6% |
1,607.3 |
| Close |
1,725.5 |
1,749.8 |
24.3 |
1.4% |
1,638.0 |
| Range |
30.0 |
43.4 |
13.4 |
44.7% |
91.1 |
| ATR |
43.8 |
43.7 |
0.0 |
-0.1% |
0.0 |
| Volume |
4,329 |
4,890 |
561 |
13.0% |
17,884 |
|
| Daily Pivots for day following 27-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,867.9 |
1,852.3 |
1,773.7 |
|
| R3 |
1,824.5 |
1,808.9 |
1,761.7 |
|
| R2 |
1,781.1 |
1,781.1 |
1,757.8 |
|
| R1 |
1,765.5 |
1,765.5 |
1,753.8 |
1,773.3 |
| PP |
1,737.7 |
1,737.7 |
1,737.7 |
1,741.7 |
| S1 |
1,722.1 |
1,722.1 |
1,745.8 |
1,729.9 |
| S2 |
1,694.3 |
1,694.3 |
1,741.8 |
|
| S3 |
1,650.9 |
1,678.7 |
1,737.9 |
|
| S4 |
1,607.5 |
1,635.3 |
1,725.9 |
|
|
| 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 |
1,753.4 |
1,616.0 |
137.4 |
7.9% |
39.8 |
2.3% |
97% |
True |
False |
3,261 |
| 10 |
1,753.4 |
1,607.3 |
146.1 |
8.3% |
36.2 |
2.1% |
98% |
True |
False |
3,402 |
| 20 |
1,753.4 |
1,599.4 |
154.0 |
8.8% |
37.9 |
2.2% |
98% |
True |
False |
3,488 |
| 40 |
1,925.1 |
1,543.3 |
381.8 |
21.8% |
49.2 |
2.8% |
54% |
False |
False |
3,656 |
| 60 |
1,925.1 |
1,543.3 |
381.8 |
21.8% |
49.9 |
2.9% |
54% |
False |
False |
3,771 |
| 80 |
1,925.1 |
1,526.1 |
399.0 |
22.8% |
42.1 |
2.4% |
56% |
False |
False |
3,070 |
| 100 |
1,925.1 |
1,482.6 |
442.5 |
25.3% |
36.5 |
2.1% |
60% |
False |
False |
2,516 |
| 120 |
1,925.1 |
1,477.1 |
448.0 |
25.6% |
32.8 |
1.9% |
61% |
False |
False |
2,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,937.9 |
|
2.618 |
1,867.0 |
|
1.618 |
1,823.6 |
|
1.000 |
1,796.8 |
|
0.618 |
1,780.2 |
|
HIGH |
1,753.4 |
|
0.618 |
1,736.8 |
|
0.500 |
1,731.7 |
|
0.382 |
1,726.6 |
|
LOW |
1,710.0 |
|
0.618 |
1,683.2 |
|
1.000 |
1,666.6 |
|
1.618 |
1,639.8 |
|
2.618 |
1,596.4 |
|
4.250 |
1,525.6 |
|
|
| Fisher Pivots for day following 27-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,743.8 |
1,733.2 |
| PP |
1,737.7 |
1,716.7 |
| S1 |
1,731.7 |
1,700.1 |
|