| Trading Metrics calculated at close of trading on 18-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2011 |
18-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
11,643.35 |
11,396.17 |
-247.18 |
-2.1% |
11,104.56 |
| High |
11,643.35 |
11,652.74 |
9.39 |
0.1% |
11,646.83 |
| Low |
11,378.35 |
11,296.12 |
-82.23 |
-0.7% |
11,104.56 |
| Close |
11,397.00 |
11,577.05 |
180.05 |
1.6% |
11,644.49 |
| Range |
265.00 |
356.62 |
91.62 |
34.6% |
542.27 |
| ATR |
249.26 |
256.93 |
7.67 |
3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,578.50 |
12,434.39 |
11,773.19 |
|
| R3 |
12,221.88 |
12,077.77 |
11,675.12 |
|
| R2 |
11,865.26 |
11,865.26 |
11,642.43 |
|
| R1 |
11,721.15 |
11,721.15 |
11,609.74 |
11,793.21 |
| PP |
11,508.64 |
11,508.64 |
11,508.64 |
11,544.66 |
| S1 |
11,364.53 |
11,364.53 |
11,544.36 |
11,436.59 |
| S2 |
11,152.02 |
11,152.02 |
11,511.67 |
|
| S3 |
10,795.40 |
11,007.91 |
11,478.98 |
|
| S4 |
10,438.78 |
10,651.29 |
11,380.91 |
|
|
| 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 |
11,652.74 |
11,296.12 |
356.62 |
3.1% |
227.62 |
2.0% |
79% |
True |
True |
|
| 10 |
11,652.74 |
10,738.10 |
914.64 |
7.9% |
221.67 |
1.9% |
92% |
True |
False |
|
| 20 |
11,652.74 |
10,404.49 |
1,248.25 |
10.8% |
273.36 |
2.4% |
94% |
True |
False |
|
| 40 |
11,716.84 |
10,404.49 |
1,312.35 |
11.3% |
262.81 |
2.3% |
89% |
False |
False |
|
| 60 |
12,593.40 |
10,404.49 |
2,188.91 |
18.9% |
283.70 |
2.5% |
54% |
False |
False |
|
| 80 |
12,753.89 |
10,404.49 |
2,349.40 |
20.3% |
248.31 |
2.1% |
50% |
False |
False |
|
| 100 |
12,753.89 |
10,404.49 |
2,349.40 |
20.3% |
226.51 |
2.0% |
50% |
False |
False |
|
| 120 |
12,876.00 |
10,404.49 |
2,471.51 |
21.3% |
210.70 |
1.8% |
47% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,168.38 |
|
2.618 |
12,586.37 |
|
1.618 |
12,229.75 |
|
1.000 |
12,009.36 |
|
0.618 |
11,873.13 |
|
HIGH |
11,652.74 |
|
0.618 |
11,516.51 |
|
0.500 |
11,474.43 |
|
0.382 |
11,432.35 |
|
LOW |
11,296.12 |
|
0.618 |
11,075.73 |
|
1.000 |
10,939.50 |
|
1.618 |
10,719.11 |
|
2.618 |
10,362.49 |
|
4.250 |
9,780.49 |
|
|
| Fisher Pivots for day following 18-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,542.84 |
11,542.84 |
| PP |
11,508.64 |
11,508.64 |
| S1 |
11,474.43 |
11,474.43 |
|