| Trading Metrics calculated at close of trading on 20-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2011 |
20-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
11,577.54 |
11,502.13 |
-75.41 |
-0.7% |
11,104.56 |
| High |
11,633.70 |
11,581.25 |
-52.45 |
-0.5% |
11,646.83 |
| Low |
11,469.17 |
11,391.14 |
-78.03 |
-0.7% |
11,104.56 |
| Close |
11,504.62 |
11,541.78 |
37.16 |
0.3% |
11,644.49 |
| Range |
164.53 |
190.11 |
25.58 |
15.5% |
542.27 |
| ATR |
250.33 |
246.03 |
-4.30 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,075.05 |
11,998.53 |
11,646.34 |
|
| R3 |
11,884.94 |
11,808.42 |
11,594.06 |
|
| R2 |
11,694.83 |
11,694.83 |
11,576.63 |
|
| R1 |
11,618.31 |
11,618.31 |
11,559.21 |
11,656.57 |
| PP |
11,504.72 |
11,504.72 |
11,504.72 |
11,523.86 |
| S1 |
11,428.20 |
11,428.20 |
11,524.35 |
11,466.46 |
| S2 |
11,314.61 |
11,314.61 |
11,506.93 |
|
| S3 |
11,124.50 |
11,238.09 |
11,489.50 |
|
| S4 |
10,934.39 |
11,047.98 |
11,437.22 |
|
|
| 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% |
228.89 |
2.0% |
69% |
False |
False |
|
| 10 |
11,652.74 |
11,051.13 |
601.61 |
5.2% |
208.46 |
1.8% |
82% |
False |
False |
|
| 20 |
11,652.74 |
10,404.49 |
1,248.25 |
10.8% |
248.32 |
2.2% |
91% |
False |
False |
|
| 40 |
11,716.84 |
10,404.49 |
1,312.35 |
11.4% |
258.15 |
2.2% |
87% |
False |
False |
|
| 60 |
12,384.90 |
10,404.49 |
1,980.41 |
17.2% |
284.39 |
2.5% |
57% |
False |
False |
|
| 80 |
12,753.89 |
10,404.49 |
2,349.40 |
20.4% |
248.83 |
2.2% |
48% |
False |
False |
|
| 100 |
12,753.89 |
10,404.49 |
2,349.40 |
20.4% |
227.88 |
2.0% |
48% |
False |
False |
|
| 120 |
12,840.66 |
10,404.49 |
2,436.17 |
21.1% |
212.21 |
1.8% |
47% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,389.22 |
|
2.618 |
12,078.96 |
|
1.618 |
11,888.85 |
|
1.000 |
11,771.36 |
|
0.618 |
11,698.74 |
|
HIGH |
11,581.25 |
|
0.618 |
11,508.63 |
|
0.500 |
11,486.20 |
|
0.382 |
11,463.76 |
|
LOW |
11,391.14 |
|
0.618 |
11,273.65 |
|
1.000 |
11,201.03 |
|
1.618 |
11,083.54 |
|
2.618 |
10,893.43 |
|
4.250 |
10,583.17 |
|
|
| Fisher Pivots for day following 20-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,523.25 |
11,519.33 |
| PP |
11,504.72 |
11,496.88 |
| S1 |
11,486.20 |
11,474.43 |
|