| Trading Metrics calculated at close of trading on 21-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2011 |
21-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,280.0 |
2,285.0 |
5.0 |
0.2% |
2,360.0 |
| High |
2,309.0 |
2,330.0 |
21.0 |
0.9% |
2,381.0 |
| Low |
2,256.0 |
2,271.0 |
15.0 |
0.7% |
2,256.0 |
| Close |
2,261.0 |
2,322.0 |
61.0 |
2.7% |
2,322.0 |
| Range |
53.0 |
59.0 |
6.0 |
11.3% |
125.0 |
| ATR |
75.6 |
75.1 |
-0.5 |
-0.6% |
0.0 |
| Volume |
756 |
954 |
198 |
26.2% |
42,763 |
|
| Daily Pivots for day following 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,484.7 |
2,462.3 |
2,354.5 |
|
| R3 |
2,425.7 |
2,403.3 |
2,338.2 |
|
| R2 |
2,366.7 |
2,366.7 |
2,332.8 |
|
| R1 |
2,344.3 |
2,344.3 |
2,327.4 |
2,355.5 |
| PP |
2,307.7 |
2,307.7 |
2,307.7 |
2,313.3 |
| S1 |
2,285.3 |
2,285.3 |
2,316.6 |
2,296.5 |
| S2 |
2,248.7 |
2,248.7 |
2,311.2 |
|
| S3 |
2,189.7 |
2,226.3 |
2,305.8 |
|
| S4 |
2,130.7 |
2,167.3 |
2,289.6 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,694.7 |
2,633.3 |
2,390.8 |
|
| R3 |
2,569.7 |
2,508.3 |
2,356.4 |
|
| R2 |
2,444.7 |
2,444.7 |
2,344.9 |
|
| R1 |
2,383.3 |
2,383.3 |
2,333.5 |
2,351.5 |
| PP |
2,319.7 |
2,319.7 |
2,319.7 |
2,303.8 |
| S1 |
2,258.3 |
2,258.3 |
2,310.5 |
2,226.5 |
| S2 |
2,194.7 |
2,194.7 |
2,299.1 |
|
| S3 |
2,069.7 |
2,133.3 |
2,287.6 |
|
| S4 |
1,944.7 |
2,008.3 |
2,253.3 |
|
|
| 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 |
5.4% |
66.8 |
2.9% |
53% |
False |
False |
8,552 |
| 10 |
2,381.0 |
2,255.0 |
126.0 |
5.4% |
64.0 |
2.8% |
53% |
False |
False |
10,901 |
| 20 |
2,381.0 |
1,965.0 |
416.0 |
17.9% |
69.1 |
3.0% |
86% |
False |
False |
6,474 |
| 40 |
2,381.0 |
1,927.0 |
454.0 |
19.6% |
71.1 |
3.1% |
87% |
False |
False |
12,507 |
| 60 |
2,702.0 |
1,927.0 |
775.0 |
33.4% |
80.2 |
3.5% |
51% |
False |
False |
8,663 |
| 80 |
2,874.0 |
1,927.0 |
947.0 |
40.8% |
69.6 |
3.0% |
42% |
False |
False |
6,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,580.8 |
|
2.618 |
2,484.5 |
|
1.618 |
2,425.5 |
|
1.000 |
2,389.0 |
|
0.618 |
2,366.5 |
|
HIGH |
2,330.0 |
|
0.618 |
2,307.5 |
|
0.500 |
2,300.5 |
|
0.382 |
2,293.5 |
|
LOW |
2,271.0 |
|
0.618 |
2,234.5 |
|
1.000 |
2,212.0 |
|
1.618 |
2,175.5 |
|
2.618 |
2,116.5 |
|
4.250 |
2,020.3 |
|
|
| Fisher Pivots for day following 21-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,314.8 |
2,312.7 |
| PP |
2,307.7 |
2,303.3 |
| S1 |
2,300.5 |
2,294.0 |
|