| 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 |
5,949.0 |
5,831.0 |
-118.0 |
-2.0% |
5,744.5 |
| High |
5,992.0 |
5,926.0 |
-66.0 |
-1.1% |
6,057.0 |
| Low |
5,861.5 |
5,770.0 |
-91.5 |
-1.6% |
5,675.0 |
| Close |
5,932.5 |
5,796.0 |
-136.5 |
-2.3% |
5,979.5 |
| Range |
130.5 |
156.0 |
25.5 |
19.5% |
382.0 |
| ATR |
208.7 |
205.4 |
-3.3 |
-1.6% |
0.0 |
| Volume |
196 |
1,123 |
927 |
473.0% |
2,637 |
|
| Daily Pivots for day following 20-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,298.7 |
6,203.3 |
5,881.8 |
|
| R3 |
6,142.7 |
6,047.3 |
5,838.9 |
|
| R2 |
5,986.7 |
5,986.7 |
5,824.6 |
|
| R1 |
5,891.3 |
5,891.3 |
5,810.3 |
5,861.0 |
| PP |
5,830.7 |
5,830.7 |
5,830.7 |
5,815.5 |
| S1 |
5,735.3 |
5,735.3 |
5,781.7 |
5,705.0 |
| S2 |
5,674.7 |
5,674.7 |
5,767.4 |
|
| S3 |
5,518.7 |
5,579.3 |
5,753.1 |
|
| S4 |
5,362.7 |
5,423.3 |
5,710.2 |
|
|
| 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 |
5,770.0 |
330.5 |
5.7% |
183.6 |
3.2% |
8% |
False |
True |
650 |
| 10 |
6,100.5 |
5,631.0 |
469.5 |
8.1% |
175.5 |
3.0% |
35% |
False |
False |
555 |
| 20 |
6,100.5 |
5,001.0 |
1,099.5 |
19.0% |
193.1 |
3.3% |
72% |
False |
False |
574 |
| 40 |
6,100.5 |
4,988.0 |
1,112.5 |
19.2% |
185.9 |
3.2% |
73% |
False |
False |
2,265 |
| 60 |
7,350.0 |
4,988.0 |
2,362.0 |
40.8% |
216.7 |
3.7% |
34% |
False |
False |
1,567 |
| 80 |
7,570.5 |
4,988.0 |
2,582.5 |
44.6% |
179.3 |
3.1% |
31% |
False |
False |
1,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,589.0 |
|
2.618 |
6,334.4 |
|
1.618 |
6,178.4 |
|
1.000 |
6,082.0 |
|
0.618 |
6,022.4 |
|
HIGH |
5,926.0 |
|
0.618 |
5,866.4 |
|
0.500 |
5,848.0 |
|
0.382 |
5,829.6 |
|
LOW |
5,770.0 |
|
0.618 |
5,673.6 |
|
1.000 |
5,614.0 |
|
1.618 |
5,517.6 |
|
2.618 |
5,361.6 |
|
4.250 |
5,107.0 |
|
|
| Fisher Pivots for day following 20-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,848.0 |
5,884.5 |
| PP |
5,830.7 |
5,855.0 |
| S1 |
5,813.3 |
5,825.5 |
|