| Trading Metrics calculated at close of trading on 14-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2011 |
14-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
11,518.09 |
11,478.97 |
-39.12 |
-0.3% |
11,104.56 |
| High |
11,518.09 |
11,646.83 |
128.74 |
1.1% |
11,646.83 |
| Low |
11,377.82 |
11,478.66 |
100.84 |
0.9% |
11,104.56 |
| Close |
11,478.13 |
11,644.49 |
166.36 |
1.4% |
11,644.49 |
| Range |
140.27 |
168.17 |
27.90 |
19.9% |
542.27 |
| ATR |
254.06 |
247.96 |
-6.10 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,094.50 |
12,037.67 |
11,736.98 |
|
| R3 |
11,926.33 |
11,869.50 |
11,690.74 |
|
| R2 |
11,758.16 |
11,758.16 |
11,675.32 |
|
| R1 |
11,701.33 |
11,701.33 |
11,659.91 |
11,729.75 |
| PP |
11,589.99 |
11,589.99 |
11,589.99 |
11,604.20 |
| S1 |
11,533.16 |
11,533.16 |
11,629.07 |
11,561.58 |
| S2 |
11,421.82 |
11,421.82 |
11,613.66 |
|
| S3 |
11,253.65 |
11,364.99 |
11,598.24 |
|
| S4 |
11,085.48 |
11,196.82 |
11,552.00 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,092.10 |
12,910.57 |
11,942.74 |
|
| R3 |
12,549.83 |
12,368.30 |
11,793.61 |
|
| R2 |
12,007.56 |
12,007.56 |
11,743.91 |
|
| R1 |
11,826.03 |
11,826.03 |
11,694.20 |
11,916.80 |
| PP |
11,465.29 |
11,465.29 |
11,465.29 |
11,510.68 |
| S1 |
11,283.76 |
11,283.76 |
11,594.78 |
11,374.53 |
| S2 |
10,923.02 |
10,923.02 |
11,545.07 |
|
| S3 |
10,380.75 |
10,741.49 |
11,495.37 |
|
| S4 |
9,838.48 |
10,199.22 |
11,346.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,646.83 |
11,104.56 |
542.27 |
4.7% |
185.48 |
1.6% |
100% |
True |
False |
|
| 10 |
11,646.83 |
10,404.49 |
1,242.34 |
10.7% |
234.19 |
2.0% |
100% |
True |
False |
|
| 20 |
11,646.83 |
10,404.49 |
1,242.34 |
10.7% |
263.67 |
2.3% |
100% |
True |
False |
|
| 40 |
11,716.84 |
10,404.49 |
1,312.35 |
11.3% |
259.39 |
2.2% |
94% |
False |
False |
|
| 60 |
12,740.87 |
10,404.49 |
2,336.38 |
20.1% |
277.35 |
2.4% |
53% |
False |
False |
|
| 80 |
12,753.89 |
10,404.49 |
2,349.40 |
20.2% |
245.11 |
2.1% |
53% |
False |
False |
|
| 100 |
12,753.89 |
10,404.49 |
2,349.40 |
20.2% |
222.83 |
1.9% |
53% |
False |
False |
|
| 120 |
12,876.00 |
10,404.49 |
2,471.51 |
21.2% |
207.36 |
1.8% |
50% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,361.55 |
|
2.618 |
12,087.10 |
|
1.618 |
11,918.93 |
|
1.000 |
11,815.00 |
|
0.618 |
11,750.76 |
|
HIGH |
11,646.83 |
|
0.618 |
11,582.59 |
|
0.500 |
11,562.75 |
|
0.382 |
11,542.90 |
|
LOW |
11,478.66 |
|
0.618 |
11,374.73 |
|
1.000 |
11,310.49 |
|
1.618 |
11,206.56 |
|
2.618 |
11,038.39 |
|
4.250 |
10,763.94 |
|
|
| Fisher Pivots for day following 14-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,617.24 |
11,600.44 |
| PP |
11,589.99 |
11,556.38 |
| S1 |
11,562.75 |
11,512.33 |
|