| Trading Metrics calculated at close of trading on 24-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2011 |
24-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,285.0 |
2,348.0 |
63.0 |
2.8% |
2,360.0 |
| High |
2,330.0 |
2,361.0 |
31.0 |
1.3% |
2,381.0 |
| Low |
2,271.0 |
2,314.0 |
43.0 |
1.9% |
2,256.0 |
| Close |
2,322.0 |
2,359.0 |
37.0 |
1.6% |
2,322.0 |
| Range |
59.0 |
47.0 |
-12.0 |
-20.3% |
125.0 |
| ATR |
75.1 |
73.1 |
-2.0 |
-2.7% |
0.0 |
| Volume |
954 |
1,142 |
188 |
19.7% |
42,763 |
|
| Daily Pivots for day following 24-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,485.7 |
2,469.3 |
2,384.9 |
|
| R3 |
2,438.7 |
2,422.3 |
2,371.9 |
|
| R2 |
2,391.7 |
2,391.7 |
2,367.6 |
|
| R1 |
2,375.3 |
2,375.3 |
2,363.3 |
2,383.5 |
| PP |
2,344.7 |
2,344.7 |
2,344.7 |
2,348.8 |
| S1 |
2,328.3 |
2,328.3 |
2,354.7 |
2,336.5 |
| S2 |
2,297.7 |
2,297.7 |
2,350.4 |
|
| S3 |
2,250.7 |
2,281.3 |
2,346.1 |
|
| S4 |
2,203.7 |
2,234.3 |
2,333.2 |
|
|
| 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 |
2,361.0 |
2,256.0 |
105.0 |
4.5% |
56.4 |
2.4% |
98% |
True |
False |
4,692 |
| 10 |
2,381.0 |
2,256.0 |
125.0 |
5.3% |
62.4 |
2.6% |
82% |
False |
False |
10,925 |
| 20 |
2,381.0 |
2,043.0 |
338.0 |
14.3% |
64.6 |
2.7% |
93% |
False |
False |
6,510 |
| 40 |
2,381.0 |
1,927.0 |
454.0 |
19.2% |
71.3 |
3.0% |
95% |
False |
False |
12,512 |
| 60 |
2,590.0 |
1,927.0 |
663.0 |
28.1% |
78.8 |
3.3% |
65% |
False |
False |
8,678 |
| 80 |
2,869.0 |
1,927.0 |
942.0 |
39.9% |
70.1 |
3.0% |
46% |
False |
False |
6,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,560.8 |
|
2.618 |
2,484.0 |
|
1.618 |
2,437.0 |
|
1.000 |
2,408.0 |
|
0.618 |
2,390.0 |
|
HIGH |
2,361.0 |
|
0.618 |
2,343.0 |
|
0.500 |
2,337.5 |
|
0.382 |
2,332.0 |
|
LOW |
2,314.0 |
|
0.618 |
2,285.0 |
|
1.000 |
2,267.0 |
|
1.618 |
2,238.0 |
|
2.618 |
2,191.0 |
|
4.250 |
2,114.3 |
|
|
| Fisher Pivots for day following 24-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,351.8 |
2,342.2 |
| PP |
2,344.7 |
2,325.3 |
| S1 |
2,337.5 |
2,308.5 |
|