| Trading Metrics calculated at close of trading on 28-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2011 |
28-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,386.0 |
2,488.0 |
102.0 |
4.3% |
2,348.0 |
| High |
2,503.0 |
2,493.0 |
-10.0 |
-0.4% |
2,503.0 |
| Low |
2,383.0 |
2,440.0 |
57.0 |
2.4% |
2,302.0 |
| Close |
2,462.0 |
2,450.0 |
-12.0 |
-0.5% |
2,450.0 |
| Range |
120.0 |
53.0 |
-67.0 |
-55.8% |
201.0 |
| ATR |
78.5 |
76.6 |
-1.8 |
-2.3% |
0.0 |
| Volume |
24,738 |
466 |
-24,272 |
-98.1% |
57,677 |
|
| Daily Pivots for day following 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,620.0 |
2,588.0 |
2,479.2 |
|
| R3 |
2,567.0 |
2,535.0 |
2,464.6 |
|
| R2 |
2,514.0 |
2,514.0 |
2,459.7 |
|
| R1 |
2,482.0 |
2,482.0 |
2,454.9 |
2,471.5 |
| PP |
2,461.0 |
2,461.0 |
2,461.0 |
2,455.8 |
| S1 |
2,429.0 |
2,429.0 |
2,445.1 |
2,418.5 |
| S2 |
2,408.0 |
2,408.0 |
2,440.3 |
|
| S3 |
2,355.0 |
2,376.0 |
2,435.4 |
|
| S4 |
2,302.0 |
2,323.0 |
2,420.9 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,021.3 |
2,936.7 |
2,560.6 |
|
| R3 |
2,820.3 |
2,735.7 |
2,505.3 |
|
| R2 |
2,619.3 |
2,619.3 |
2,486.9 |
|
| R1 |
2,534.7 |
2,534.7 |
2,468.4 |
2,577.0 |
| PP |
2,418.3 |
2,418.3 |
2,418.3 |
2,439.5 |
| S1 |
2,333.7 |
2,333.7 |
2,431.6 |
2,376.0 |
| S2 |
2,217.3 |
2,217.3 |
2,413.2 |
|
| S3 |
2,016.3 |
2,132.7 |
2,394.7 |
|
| S4 |
1,815.3 |
1,931.7 |
2,339.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,503.0 |
2,302.0 |
201.0 |
8.2% |
65.4 |
2.7% |
74% |
False |
False |
11,535 |
| 10 |
2,503.0 |
2,256.0 |
247.0 |
10.1% |
66.1 |
2.7% |
79% |
False |
False |
10,044 |
| 20 |
2,503.0 |
2,043.0 |
460.0 |
18.8% |
65.7 |
2.7% |
88% |
False |
False |
8,584 |
| 40 |
2,503.0 |
1,927.0 |
576.0 |
23.5% |
72.0 |
2.9% |
91% |
False |
False |
13,474 |
| 60 |
2,503.0 |
1,927.0 |
576.0 |
23.5% |
76.4 |
3.1% |
91% |
False |
False |
9,548 |
| 80 |
2,788.0 |
1,927.0 |
861.0 |
35.1% |
71.9 |
2.9% |
61% |
False |
False |
7,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,718.3 |
|
2.618 |
2,631.8 |
|
1.618 |
2,578.8 |
|
1.000 |
2,546.0 |
|
0.618 |
2,525.8 |
|
HIGH |
2,493.0 |
|
0.618 |
2,472.8 |
|
0.500 |
2,466.5 |
|
0.382 |
2,460.2 |
|
LOW |
2,440.0 |
|
0.618 |
2,407.2 |
|
1.000 |
2,387.0 |
|
1.618 |
2,354.2 |
|
2.618 |
2,301.2 |
|
4.250 |
2,214.8 |
|
|
| Fisher Pivots for day following 28-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,466.5 |
2,434.2 |
| PP |
2,461.0 |
2,418.3 |
| S1 |
2,455.5 |
2,402.5 |
|