| Trading Metrics calculated at close of trading on 14-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2011 |
14-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,344.0 |
2,339.0 |
-5.0 |
-0.2% |
2,273.0 |
| High |
2,372.0 |
2,364.0 |
-8.0 |
-0.3% |
2,372.0 |
| Low |
2,309.0 |
2,313.0 |
4.0 |
0.2% |
2,255.0 |
| Close |
2,313.0 |
2,337.0 |
24.0 |
1.0% |
2,337.0 |
| Range |
63.0 |
51.0 |
-12.0 |
-19.0% |
117.0 |
| ATR |
80.0 |
77.9 |
-2.1 |
-2.6% |
0.0 |
| Volume |
3,379 |
660 |
-2,719 |
-80.5% |
66,252 |
|
| Daily Pivots for day following 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,491.0 |
2,465.0 |
2,365.1 |
|
| R3 |
2,440.0 |
2,414.0 |
2,351.0 |
|
| R2 |
2,389.0 |
2,389.0 |
2,346.4 |
|
| R1 |
2,363.0 |
2,363.0 |
2,341.7 |
2,350.5 |
| PP |
2,338.0 |
2,338.0 |
2,338.0 |
2,331.8 |
| S1 |
2,312.0 |
2,312.0 |
2,332.3 |
2,299.5 |
| S2 |
2,287.0 |
2,287.0 |
2,327.7 |
|
| S3 |
2,236.0 |
2,261.0 |
2,323.0 |
|
| S4 |
2,185.0 |
2,210.0 |
2,309.0 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,672.3 |
2,621.7 |
2,401.4 |
|
| R3 |
2,555.3 |
2,504.7 |
2,369.2 |
|
| R2 |
2,438.3 |
2,438.3 |
2,358.5 |
|
| R1 |
2,387.7 |
2,387.7 |
2,347.7 |
2,413.0 |
| PP |
2,321.3 |
2,321.3 |
2,321.3 |
2,334.0 |
| S1 |
2,270.7 |
2,270.7 |
2,326.3 |
2,296.0 |
| S2 |
2,204.3 |
2,204.3 |
2,315.6 |
|
| S3 |
2,087.3 |
2,153.7 |
2,304.8 |
|
| S4 |
1,970.3 |
2,036.7 |
2,272.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,372.0 |
2,255.0 |
117.0 |
5.0% |
61.2 |
2.6% |
70% |
False |
False |
13,250 |
| 10 |
2,372.0 |
2,043.0 |
329.0 |
14.1% |
65.2 |
2.8% |
89% |
False |
False |
7,125 |
| 20 |
2,372.0 |
1,927.0 |
445.0 |
19.0% |
70.1 |
3.0% |
92% |
False |
False |
4,802 |
| 40 |
2,372.0 |
1,927.0 |
445.0 |
19.0% |
72.3 |
3.1% |
92% |
False |
False |
11,607 |
| 60 |
2,754.0 |
1,927.0 |
827.0 |
35.4% |
77.8 |
3.3% |
50% |
False |
False |
7,983 |
| 80 |
2,890.0 |
1,927.0 |
963.0 |
41.2% |
68.4 |
2.9% |
43% |
False |
False |
6,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,580.8 |
|
2.618 |
2,497.5 |
|
1.618 |
2,446.5 |
|
1.000 |
2,415.0 |
|
0.618 |
2,395.5 |
|
HIGH |
2,364.0 |
|
0.618 |
2,344.5 |
|
0.500 |
2,338.5 |
|
0.382 |
2,332.5 |
|
LOW |
2,313.0 |
|
0.618 |
2,281.5 |
|
1.000 |
2,262.0 |
|
1.618 |
2,230.5 |
|
2.618 |
2,179.5 |
|
4.250 |
2,096.3 |
|
|
| Fisher Pivots for day following 14-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,338.5 |
2,333.5 |
| PP |
2,338.0 |
2,330.0 |
| S1 |
2,337.5 |
2,326.5 |
|