| 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 |
6,047.5 |
5,825.5 |
-222.0 |
-3.7% |
5,744.5 |
| High |
6,100.5 |
5,999.0 |
-101.5 |
-1.7% |
6,057.0 |
| Low |
5,836.5 |
5,775.5 |
-61.0 |
-1.0% |
5,675.0 |
| Close |
5,882.0 |
5,887.0 |
5.0 |
0.1% |
5,979.5 |
| Range |
264.0 |
223.5 |
-40.5 |
-15.3% |
382.0 |
| ATR |
214.0 |
214.7 |
0.7 |
0.3% |
0.0 |
| Volume |
839 |
454 |
-385 |
-45.9% |
2,637 |
|
| Daily Pivots for day following 18-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,557.7 |
6,445.8 |
6,009.9 |
|
| R3 |
6,334.2 |
6,222.3 |
5,948.5 |
|
| R2 |
6,110.7 |
6,110.7 |
5,928.0 |
|
| R1 |
5,998.8 |
5,998.8 |
5,907.5 |
6,054.8 |
| PP |
5,887.2 |
5,887.2 |
5,887.2 |
5,915.1 |
| S1 |
5,775.3 |
5,775.3 |
5,866.5 |
5,831.3 |
| S2 |
5,663.7 |
5,663.7 |
5,846.0 |
|
| S3 |
5,440.2 |
5,551.8 |
5,825.5 |
|
| S4 |
5,216.7 |
5,328.3 |
5,764.1 |
|
|
| 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 |
5,775.5 |
325.0 |
5.5% |
202.8 |
3.4% |
34% |
False |
True |
641 |
| 10 |
6,100.5 |
5,288.0 |
812.5 |
13.8% |
192.2 |
3.3% |
74% |
False |
False |
616 |
| 20 |
6,100.5 |
5,001.0 |
1,099.5 |
18.7% |
199.4 |
3.4% |
81% |
False |
False |
535 |
| 40 |
6,100.5 |
4,988.0 |
1,112.5 |
18.9% |
191.7 |
3.3% |
81% |
False |
False |
2,236 |
| 60 |
7,414.5 |
4,988.0 |
2,426.5 |
41.2% |
215.0 |
3.7% |
37% |
False |
False |
1,546 |
| 80 |
7,570.5 |
4,988.0 |
2,582.5 |
43.9% |
177.4 |
3.0% |
35% |
False |
False |
1,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,948.9 |
|
2.618 |
6,584.1 |
|
1.618 |
6,360.6 |
|
1.000 |
6,222.5 |
|
0.618 |
6,137.1 |
|
HIGH |
5,999.0 |
|
0.618 |
5,913.6 |
|
0.500 |
5,887.3 |
|
0.382 |
5,860.9 |
|
LOW |
5,775.5 |
|
0.618 |
5,637.4 |
|
1.000 |
5,552.0 |
|
1.618 |
5,413.9 |
|
2.618 |
5,190.4 |
|
4.250 |
4,825.6 |
|
|
| Fisher Pivots for day following 18-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,887.3 |
5,938.0 |
| PP |
5,887.2 |
5,921.0 |
| S1 |
5,887.1 |
5,904.0 |
|