| Trading Metrics calculated at close of trading on 20-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2011 |
20-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,318.0 |
2,280.0 |
-38.0 |
-1.6% |
2,273.0 |
| High |
2,332.0 |
2,309.0 |
-23.0 |
-1.0% |
2,372.0 |
| Low |
2,290.0 |
2,256.0 |
-34.0 |
-1.5% |
2,255.0 |
| Close |
2,315.0 |
2,261.0 |
-54.0 |
-2.3% |
2,337.0 |
| Range |
42.0 |
53.0 |
11.0 |
26.2% |
117.0 |
| ATR |
76.8 |
75.6 |
-1.3 |
-1.7% |
0.0 |
| Volume |
266 |
756 |
490 |
184.2% |
66,252 |
|
| Daily Pivots for day following 20-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,434.3 |
2,400.7 |
2,290.2 |
|
| R3 |
2,381.3 |
2,347.7 |
2,275.6 |
|
| R2 |
2,328.3 |
2,328.3 |
2,270.7 |
|
| R1 |
2,294.7 |
2,294.7 |
2,265.9 |
2,285.0 |
| PP |
2,275.3 |
2,275.3 |
2,275.3 |
2,270.5 |
| S1 |
2,241.7 |
2,241.7 |
2,256.1 |
2,232.0 |
| S2 |
2,222.3 |
2,222.3 |
2,251.3 |
|
| S3 |
2,169.3 |
2,188.7 |
2,246.4 |
|
| S4 |
2,116.3 |
2,135.7 |
2,231.9 |
|
|
| 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 |
2,256.0 |
125.0 |
5.5% |
65.2 |
2.9% |
4% |
False |
True |
8,493 |
| 10 |
2,381.0 |
2,224.0 |
157.0 |
6.9% |
63.1 |
2.8% |
24% |
False |
False |
10,826 |
| 20 |
2,381.0 |
1,927.0 |
454.0 |
20.1% |
70.8 |
3.1% |
74% |
False |
False |
6,459 |
| 40 |
2,381.0 |
1,927.0 |
454.0 |
20.1% |
71.5 |
3.2% |
74% |
False |
False |
12,521 |
| 60 |
2,702.0 |
1,927.0 |
775.0 |
34.3% |
79.9 |
3.5% |
43% |
False |
False |
8,652 |
| 80 |
2,890.0 |
1,927.0 |
963.0 |
42.6% |
69.5 |
3.1% |
35% |
False |
False |
6,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,534.3 |
|
2.618 |
2,447.8 |
|
1.618 |
2,394.8 |
|
1.000 |
2,362.0 |
|
0.618 |
2,341.8 |
|
HIGH |
2,309.0 |
|
0.618 |
2,288.8 |
|
0.500 |
2,282.5 |
|
0.382 |
2,276.2 |
|
LOW |
2,256.0 |
|
0.618 |
2,223.2 |
|
1.000 |
2,203.0 |
|
1.618 |
2,170.2 |
|
2.618 |
2,117.2 |
|
4.250 |
2,030.8 |
|
|
| Fisher Pivots for day following 20-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,282.5 |
2,297.5 |
| PP |
2,275.3 |
2,285.3 |
| S1 |
2,268.2 |
2,273.2 |
|