| Trading Metrics calculated at close of trading on 24-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2011 |
24-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
5,838.5 |
6,050.0 |
211.5 |
3.6% |
6,047.5 |
| High |
6,013.0 |
6,090.5 |
77.5 |
1.3% |
6,100.5 |
| Low |
5,795.0 |
5,965.0 |
170.0 |
2.9% |
5,770.0 |
| Close |
5,988.5 |
6,081.5 |
93.0 |
1.6% |
5,988.5 |
| Range |
218.0 |
125.5 |
-92.5 |
-42.4% |
330.5 |
| ATR |
206.3 |
200.5 |
-5.8 |
-2.8% |
0.0 |
| Volume |
376 |
934 |
558 |
148.4% |
2,988 |
|
| Daily Pivots for day following 24-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,422.2 |
6,377.3 |
6,150.5 |
|
| R3 |
6,296.7 |
6,251.8 |
6,116.0 |
|
| R2 |
6,171.2 |
6,171.2 |
6,104.5 |
|
| R1 |
6,126.3 |
6,126.3 |
6,093.0 |
6,148.8 |
| PP |
6,045.7 |
6,045.7 |
6,045.7 |
6,056.9 |
| S1 |
6,000.8 |
6,000.8 |
6,070.0 |
6,023.3 |
| S2 |
5,920.2 |
5,920.2 |
6,058.5 |
|
| S3 |
5,794.7 |
5,875.3 |
6,047.0 |
|
| S4 |
5,669.2 |
5,749.8 |
6,012.5 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,944.5 |
6,797.0 |
6,170.3 |
|
| R3 |
6,614.0 |
6,466.5 |
6,079.4 |
|
| R2 |
6,283.5 |
6,283.5 |
6,049.1 |
|
| R1 |
6,136.0 |
6,136.0 |
6,018.8 |
6,044.5 |
| PP |
5,953.0 |
5,953.0 |
5,953.0 |
5,907.3 |
| S1 |
5,805.5 |
5,805.5 |
5,958.2 |
5,714.0 |
| S2 |
5,622.5 |
5,622.5 |
5,927.9 |
|
| S3 |
5,292.0 |
5,475.0 |
5,897.6 |
|
| S4 |
4,961.5 |
5,144.5 |
5,806.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,090.5 |
5,770.0 |
320.5 |
5.3% |
170.7 |
2.8% |
97% |
True |
False |
616 |
| 10 |
6,100.5 |
5,770.0 |
330.5 |
5.4% |
174.7 |
2.9% |
94% |
False |
False |
609 |
| 20 |
6,100.5 |
5,147.5 |
953.0 |
15.7% |
181.3 |
3.0% |
98% |
False |
False |
612 |
| 40 |
6,100.5 |
4,988.0 |
1,112.5 |
18.3% |
188.5 |
3.1% |
98% |
False |
False |
2,297 |
| 60 |
7,025.0 |
4,988.0 |
2,037.0 |
33.5% |
215.0 |
3.5% |
54% |
False |
False |
1,587 |
| 80 |
7,570.5 |
4,988.0 |
2,582.5 |
42.5% |
182.4 |
3.0% |
42% |
False |
False |
1,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,623.9 |
|
2.618 |
6,419.1 |
|
1.618 |
6,293.6 |
|
1.000 |
6,216.0 |
|
0.618 |
6,168.1 |
|
HIGH |
6,090.5 |
|
0.618 |
6,042.6 |
|
0.500 |
6,027.8 |
|
0.382 |
6,012.9 |
|
LOW |
5,965.0 |
|
0.618 |
5,887.4 |
|
1.000 |
5,839.5 |
|
1.618 |
5,761.9 |
|
2.618 |
5,636.4 |
|
4.250 |
5,431.6 |
|
|
| Fisher Pivots for day following 24-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
6,063.6 |
6,031.1 |
| PP |
6,045.7 |
5,980.7 |
| S1 |
6,027.8 |
5,930.3 |
|