| Trading Metrics calculated at close of trading on 17-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2011 |
17-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,339.0 |
2,360.0 |
21.0 |
0.9% |
2,273.0 |
| High |
2,364.0 |
2,381.0 |
17.0 |
0.7% |
2,372.0 |
| Low |
2,313.0 |
2,282.0 |
-31.0 |
-1.3% |
2,255.0 |
| Close |
2,337.0 |
2,304.0 |
-33.0 |
-1.4% |
2,337.0 |
| Range |
51.0 |
99.0 |
48.0 |
94.1% |
117.0 |
| ATR |
77.9 |
79.4 |
1.5 |
1.9% |
0.0 |
| Volume |
660 |
20,442 |
19,782 |
2,997.3% |
66,252 |
|
| Daily Pivots for day following 17-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,619.3 |
2,560.7 |
2,358.5 |
|
| R3 |
2,520.3 |
2,461.7 |
2,331.2 |
|
| R2 |
2,421.3 |
2,421.3 |
2,322.2 |
|
| R1 |
2,362.7 |
2,362.7 |
2,313.1 |
2,342.5 |
| PP |
2,322.3 |
2,322.3 |
2,322.3 |
2,312.3 |
| S1 |
2,263.7 |
2,263.7 |
2,294.9 |
2,243.5 |
| S2 |
2,223.3 |
2,223.3 |
2,285.9 |
|
| S3 |
2,124.3 |
2,164.7 |
2,276.8 |
|
| S4 |
2,025.3 |
2,065.7 |
2,249.6 |
|
|
| 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 |
2,381.0 |
2,270.0 |
111.0 |
4.8% |
68.4 |
3.0% |
31% |
True |
False |
17,157 |
| 10 |
2,381.0 |
2,043.0 |
338.0 |
14.7% |
69.5 |
3.0% |
77% |
True |
False |
9,094 |
| 20 |
2,381.0 |
1,927.0 |
454.0 |
19.7% |
73.5 |
3.2% |
83% |
True |
False |
5,820 |
| 40 |
2,381.0 |
1,927.0 |
454.0 |
19.7% |
72.3 |
3.1% |
83% |
True |
False |
12,093 |
| 60 |
2,754.0 |
1,927.0 |
827.0 |
35.9% |
79.3 |
3.4% |
46% |
False |
False |
8,321 |
| 80 |
2,890.0 |
1,927.0 |
963.0 |
41.8% |
69.2 |
3.0% |
39% |
False |
False |
6,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,801.8 |
|
2.618 |
2,640.2 |
|
1.618 |
2,541.2 |
|
1.000 |
2,480.0 |
|
0.618 |
2,442.2 |
|
HIGH |
2,381.0 |
|
0.618 |
2,343.2 |
|
0.500 |
2,331.5 |
|
0.382 |
2,319.8 |
|
LOW |
2,282.0 |
|
0.618 |
2,220.8 |
|
1.000 |
2,183.0 |
|
1.618 |
2,121.8 |
|
2.618 |
2,022.8 |
|
4.250 |
1,861.3 |
|
|
| Fisher Pivots for day following 17-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,331.5 |
2,331.5 |
| PP |
2,322.3 |
2,322.3 |
| S1 |
2,313.2 |
2,313.2 |
|