| Trading Metrics calculated at close of trading on 18-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2011 |
18-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,360.0 |
2,275.0 |
-85.0 |
-3.6% |
2,273.0 |
| High |
2,381.0 |
2,339.0 |
-42.0 |
-1.8% |
2,372.0 |
| Low |
2,282.0 |
2,258.0 |
-24.0 |
-1.1% |
2,255.0 |
| Close |
2,304.0 |
2,291.0 |
-13.0 |
-0.6% |
2,337.0 |
| Range |
99.0 |
81.0 |
-18.0 |
-18.2% |
117.0 |
| ATR |
79.4 |
79.5 |
0.1 |
0.1% |
0.0 |
| Volume |
20,442 |
20,345 |
-97 |
-0.5% |
66,252 |
|
| Daily Pivots for day following 18-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,539.0 |
2,496.0 |
2,335.6 |
|
| R3 |
2,458.0 |
2,415.0 |
2,313.3 |
|
| R2 |
2,377.0 |
2,377.0 |
2,305.9 |
|
| R1 |
2,334.0 |
2,334.0 |
2,298.4 |
2,355.5 |
| PP |
2,296.0 |
2,296.0 |
2,296.0 |
2,306.8 |
| S1 |
2,253.0 |
2,253.0 |
2,283.6 |
2,274.5 |
| S2 |
2,215.0 |
2,215.0 |
2,276.2 |
|
| S3 |
2,134.0 |
2,172.0 |
2,268.7 |
|
| S4 |
2,053.0 |
2,091.0 |
2,246.5 |
|
|
| 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 |
2,258.0 |
123.0 |
5.4% |
76.6 |
3.3% |
27% |
False |
True |
15,522 |
| 10 |
2,381.0 |
2,099.0 |
282.0 |
12.3% |
69.4 |
3.0% |
68% |
False |
False |
11,085 |
| 20 |
2,381.0 |
1,927.0 |
454.0 |
19.8% |
74.4 |
3.2% |
80% |
False |
False |
6,697 |
| 40 |
2,381.0 |
1,927.0 |
454.0 |
19.8% |
72.8 |
3.2% |
80% |
False |
False |
12,592 |
| 60 |
2,723.0 |
1,927.0 |
796.0 |
34.7% |
80.1 |
3.5% |
46% |
False |
False |
8,658 |
| 80 |
2,890.0 |
1,927.0 |
963.0 |
42.0% |
69.6 |
3.0% |
38% |
False |
False |
6,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,683.3 |
|
2.618 |
2,551.1 |
|
1.618 |
2,470.1 |
|
1.000 |
2,420.0 |
|
0.618 |
2,389.1 |
|
HIGH |
2,339.0 |
|
0.618 |
2,308.1 |
|
0.500 |
2,298.5 |
|
0.382 |
2,288.9 |
|
LOW |
2,258.0 |
|
0.618 |
2,207.9 |
|
1.000 |
2,177.0 |
|
1.618 |
2,126.9 |
|
2.618 |
2,045.9 |
|
4.250 |
1,913.8 |
|
|
| Fisher Pivots for day following 18-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,298.5 |
2,319.5 |
| PP |
2,296.0 |
2,310.0 |
| S1 |
2,293.5 |
2,300.5 |
|