| Trading Metrics calculated at close of trading on 25-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2011 |
25-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,348.0 |
2,343.0 |
-5.0 |
-0.2% |
2,360.0 |
| High |
2,361.0 |
2,360.0 |
-1.0 |
0.0% |
2,381.0 |
| Low |
2,314.0 |
2,314.0 |
0.0 |
0.0% |
2,256.0 |
| Close |
2,359.0 |
2,328.0 |
-31.0 |
-1.3% |
2,322.0 |
| Range |
47.0 |
46.0 |
-1.0 |
-2.1% |
125.0 |
| ATR |
73.1 |
71.1 |
-1.9 |
-2.6% |
0.0 |
| Volume |
1,142 |
1,382 |
240 |
21.0% |
42,763 |
|
| Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,472.0 |
2,446.0 |
2,353.3 |
|
| R3 |
2,426.0 |
2,400.0 |
2,340.7 |
|
| R2 |
2,380.0 |
2,380.0 |
2,336.4 |
|
| R1 |
2,354.0 |
2,354.0 |
2,332.2 |
2,344.0 |
| PP |
2,334.0 |
2,334.0 |
2,334.0 |
2,329.0 |
| S1 |
2,308.0 |
2,308.0 |
2,323.8 |
2,298.0 |
| S2 |
2,288.0 |
2,288.0 |
2,319.6 |
|
| S3 |
2,242.0 |
2,262.0 |
2,315.4 |
|
| S4 |
2,196.0 |
2,216.0 |
2,302.7 |
|
|
| 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% |
49.4 |
2.1% |
69% |
False |
False |
900 |
| 10 |
2,381.0 |
2,256.0 |
125.0 |
5.4% |
63.0 |
2.7% |
58% |
False |
False |
8,211 |
| 20 |
2,381.0 |
2,043.0 |
338.0 |
14.5% |
63.3 |
2.7% |
84% |
False |
False |
5,867 |
| 40 |
2,381.0 |
1,927.0 |
454.0 |
19.5% |
71.3 |
3.1% |
88% |
False |
False |
12,526 |
| 60 |
2,542.0 |
1,927.0 |
615.0 |
26.4% |
78.1 |
3.4% |
65% |
False |
False |
8,700 |
| 80 |
2,869.0 |
1,927.0 |
942.0 |
40.5% |
70.5 |
3.0% |
43% |
False |
False |
6,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,555.5 |
|
2.618 |
2,480.4 |
|
1.618 |
2,434.4 |
|
1.000 |
2,406.0 |
|
0.618 |
2,388.4 |
|
HIGH |
2,360.0 |
|
0.618 |
2,342.4 |
|
0.500 |
2,337.0 |
|
0.382 |
2,331.6 |
|
LOW |
2,314.0 |
|
0.618 |
2,285.6 |
|
1.000 |
2,268.0 |
|
1.618 |
2,239.6 |
|
2.618 |
2,193.6 |
|
4.250 |
2,118.5 |
|
|
| Fisher Pivots for day following 25-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,337.0 |
2,324.0 |
| PP |
2,334.0 |
2,320.0 |
| S1 |
2,331.0 |
2,316.0 |
|