| Trading Metrics calculated at close of trading on 19-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2011 |
19-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,275.0 |
2,318.0 |
43.0 |
1.9% |
2,273.0 |
| High |
2,339.0 |
2,332.0 |
-7.0 |
-0.3% |
2,372.0 |
| Low |
2,258.0 |
2,290.0 |
32.0 |
1.4% |
2,255.0 |
| Close |
2,291.0 |
2,315.0 |
24.0 |
1.0% |
2,337.0 |
| Range |
81.0 |
42.0 |
-39.0 |
-48.1% |
117.0 |
| ATR |
79.5 |
76.8 |
-2.7 |
-3.4% |
0.0 |
| Volume |
20,345 |
266 |
-20,079 |
-98.7% |
66,252 |
|
| Daily Pivots for day following 19-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,438.3 |
2,418.7 |
2,338.1 |
|
| R3 |
2,396.3 |
2,376.7 |
2,326.6 |
|
| R2 |
2,354.3 |
2,354.3 |
2,322.7 |
|
| R1 |
2,334.7 |
2,334.7 |
2,318.9 |
2,323.5 |
| PP |
2,312.3 |
2,312.3 |
2,312.3 |
2,306.8 |
| S1 |
2,292.7 |
2,292.7 |
2,311.2 |
2,281.5 |
| S2 |
2,270.3 |
2,270.3 |
2,307.3 |
|
| S3 |
2,228.3 |
2,250.7 |
2,303.5 |
|
| S4 |
2,186.3 |
2,208.7 |
2,291.9 |
|
|
| 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 |
5.3% |
67.2 |
2.9% |
46% |
False |
False |
9,018 |
| 10 |
2,381.0 |
2,174.0 |
207.0 |
8.9% |
65.3 |
2.8% |
68% |
False |
False |
11,011 |
| 20 |
2,381.0 |
1,927.0 |
454.0 |
19.6% |
72.0 |
3.1% |
85% |
False |
False |
6,569 |
| 40 |
2,381.0 |
1,927.0 |
454.0 |
19.6% |
72.1 |
3.1% |
85% |
False |
False |
12,541 |
| 60 |
2,702.0 |
1,927.0 |
775.0 |
33.5% |
79.7 |
3.4% |
50% |
False |
False |
8,644 |
| 80 |
2,890.0 |
1,927.0 |
963.0 |
41.6% |
69.5 |
3.0% |
40% |
False |
False |
6,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,510.5 |
|
2.618 |
2,442.0 |
|
1.618 |
2,400.0 |
|
1.000 |
2,374.0 |
|
0.618 |
2,358.0 |
|
HIGH |
2,332.0 |
|
0.618 |
2,316.0 |
|
0.500 |
2,311.0 |
|
0.382 |
2,306.0 |
|
LOW |
2,290.0 |
|
0.618 |
2,264.0 |
|
1.000 |
2,248.0 |
|
1.618 |
2,222.0 |
|
2.618 |
2,180.0 |
|
4.250 |
2,111.5 |
|
|
| Fisher Pivots for day following 19-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,313.7 |
2,319.5 |
| PP |
2,312.3 |
2,318.0 |
| S1 |
2,311.0 |
2,316.5 |
|