| Trading Metrics calculated at close of trading on 21-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2011 |
21-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
11,502.13 |
11,543.22 |
41.09 |
0.4% |
11,643.35 |
| High |
11,581.25 |
11,812.46 |
231.21 |
2.0% |
11,812.46 |
| Low |
11,391.14 |
11,542.84 |
151.70 |
1.3% |
11,296.12 |
| Close |
11,541.78 |
11,808.79 |
267.01 |
2.3% |
11,808.79 |
| Range |
190.11 |
269.62 |
79.51 |
41.8% |
516.34 |
| ATR |
246.03 |
247.79 |
1.76 |
0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,530.22 |
12,439.13 |
11,957.08 |
|
| R3 |
12,260.60 |
12,169.51 |
11,882.94 |
|
| R2 |
11,990.98 |
11,990.98 |
11,858.22 |
|
| R1 |
11,899.89 |
11,899.89 |
11,833.51 |
11,945.44 |
| PP |
11,721.36 |
11,721.36 |
11,721.36 |
11,744.14 |
| S1 |
11,630.27 |
11,630.27 |
11,784.07 |
11,675.82 |
| S2 |
11,451.74 |
11,451.74 |
11,759.36 |
|
| S3 |
11,182.12 |
11,360.65 |
11,734.64 |
|
| S4 |
10,912.50 |
11,091.03 |
11,660.50 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,188.14 |
13,014.81 |
12,092.78 |
|
| R3 |
12,671.80 |
12,498.47 |
11,950.78 |
|
| R2 |
12,155.46 |
12,155.46 |
11,903.45 |
|
| R1 |
11,982.13 |
11,982.13 |
11,856.12 |
12,068.80 |
| PP |
11,639.12 |
11,639.12 |
11,639.12 |
11,682.46 |
| S1 |
11,465.79 |
11,465.79 |
11,761.46 |
11,552.46 |
| S2 |
11,122.78 |
11,122.78 |
11,714.13 |
|
| S3 |
10,606.44 |
10,949.45 |
11,666.80 |
|
| S4 |
10,090.10 |
10,433.11 |
11,524.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,812.46 |
11,296.12 |
516.34 |
4.4% |
249.18 |
2.1% |
99% |
True |
False |
|
| 10 |
11,812.46 |
11,104.56 |
707.90 |
6.0% |
217.33 |
1.8% |
99% |
True |
False |
|
| 20 |
11,812.46 |
10,404.49 |
1,407.97 |
11.9% |
253.31 |
2.1% |
100% |
True |
False |
|
| 40 |
11,812.46 |
10,404.49 |
1,407.97 |
11.9% |
257.40 |
2.2% |
100% |
True |
False |
|
| 60 |
12,282.42 |
10,404.49 |
1,877.93 |
15.9% |
286.25 |
2.4% |
75% |
False |
False |
|
| 80 |
12,753.89 |
10,404.49 |
2,349.40 |
19.9% |
250.85 |
2.1% |
60% |
False |
False |
|
| 100 |
12,753.89 |
10,404.49 |
2,349.40 |
19.9% |
227.71 |
1.9% |
60% |
False |
False |
|
| 120 |
12,806.68 |
10,404.49 |
2,402.19 |
20.3% |
213.70 |
1.8% |
58% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,958.35 |
|
2.618 |
12,518.33 |
|
1.618 |
12,248.71 |
|
1.000 |
12,082.08 |
|
0.618 |
11,979.09 |
|
HIGH |
11,812.46 |
|
0.618 |
11,709.47 |
|
0.500 |
11,677.65 |
|
0.382 |
11,645.83 |
|
LOW |
11,542.84 |
|
0.618 |
11,376.21 |
|
1.000 |
11,273.22 |
|
1.618 |
11,106.59 |
|
2.618 |
10,836.97 |
|
4.250 |
10,396.96 |
|
|
| Fisher Pivots for day following 21-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,765.08 |
11,739.79 |
| PP |
11,721.36 |
11,670.80 |
| S1 |
11,677.65 |
11,601.80 |
|