| Trading Metrics calculated at close of trading on 17-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2011 |
17-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
5,971.0 |
6,047.5 |
76.5 |
1.3% |
5,744.5 |
| High |
6,054.0 |
6,100.5 |
46.5 |
0.8% |
6,057.0 |
| Low |
5,910.0 |
5,836.5 |
-73.5 |
-1.2% |
5,675.0 |
| Close |
5,979.5 |
5,882.0 |
-97.5 |
-1.6% |
5,979.5 |
| Range |
144.0 |
264.0 |
120.0 |
83.3% |
382.0 |
| ATR |
210.2 |
214.0 |
3.8 |
1.8% |
0.0 |
| Volume |
639 |
839 |
200 |
31.3% |
2,637 |
|
| Daily Pivots for day following 17-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,731.7 |
6,570.8 |
6,027.2 |
|
| R3 |
6,467.7 |
6,306.8 |
5,954.6 |
|
| R2 |
6,203.7 |
6,203.7 |
5,930.4 |
|
| R1 |
6,042.8 |
6,042.8 |
5,906.2 |
5,991.3 |
| PP |
5,939.7 |
5,939.7 |
5,939.7 |
5,913.9 |
| S1 |
5,778.8 |
5,778.8 |
5,857.8 |
5,727.3 |
| S2 |
5,675.7 |
5,675.7 |
5,833.6 |
|
| S3 |
5,411.7 |
5,514.8 |
5,809.4 |
|
| S4 |
5,147.7 |
5,250.8 |
5,736.8 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,049.8 |
6,896.7 |
6,189.6 |
|
| R3 |
6,667.8 |
6,514.7 |
6,084.6 |
|
| R2 |
6,285.8 |
6,285.8 |
6,049.5 |
|
| R1 |
6,132.7 |
6,132.7 |
6,014.5 |
6,209.3 |
| PP |
5,903.8 |
5,903.8 |
5,903.8 |
5,942.1 |
| S1 |
5,750.7 |
5,750.7 |
5,944.5 |
5,827.3 |
| S2 |
5,521.8 |
5,521.8 |
5,909.5 |
|
| S3 |
5,139.8 |
5,368.7 |
5,874.5 |
|
| S4 |
4,757.8 |
4,986.7 |
5,769.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,100.5 |
5,797.5 |
303.0 |
5.2% |
178.6 |
3.0% |
28% |
True |
False |
602 |
| 10 |
6,100.5 |
5,147.5 |
953.0 |
16.2% |
186.8 |
3.2% |
77% |
True |
False |
631 |
| 20 |
6,100.5 |
5,001.0 |
1,099.5 |
18.7% |
198.7 |
3.4% |
80% |
True |
False |
526 |
| 40 |
6,100.5 |
4,988.0 |
1,112.5 |
18.9% |
190.3 |
3.2% |
80% |
True |
False |
2,228 |
| 60 |
7,454.0 |
4,988.0 |
2,466.0 |
41.9% |
212.3 |
3.6% |
36% |
False |
False |
1,539 |
| 80 |
7,570.5 |
4,988.0 |
2,582.5 |
43.9% |
176.0 |
3.0% |
35% |
False |
False |
1,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,222.5 |
|
2.618 |
6,791.7 |
|
1.618 |
6,527.7 |
|
1.000 |
6,364.5 |
|
0.618 |
6,263.7 |
|
HIGH |
6,100.5 |
|
0.618 |
5,999.7 |
|
0.500 |
5,968.5 |
|
0.382 |
5,937.3 |
|
LOW |
5,836.5 |
|
0.618 |
5,673.3 |
|
1.000 |
5,572.5 |
|
1.618 |
5,409.3 |
|
2.618 |
5,145.3 |
|
4.250 |
4,714.5 |
|
|
| Fisher Pivots for day following 17-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,968.5 |
5,968.5 |
| PP |
5,939.7 |
5,939.7 |
| S1 |
5,910.8 |
5,910.8 |
|