| Trading Metrics calculated at close of trading on 25-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2011 |
25-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
6,050.0 |
6,040.0 |
-10.0 |
-0.2% |
6,047.5 |
| High |
6,090.5 |
6,183.5 |
93.0 |
1.5% |
6,100.5 |
| Low |
5,965.0 |
6,020.5 |
55.5 |
0.9% |
5,770.0 |
| Close |
6,081.5 |
6,066.0 |
-15.5 |
-0.3% |
5,988.5 |
| Range |
125.5 |
163.0 |
37.5 |
29.9% |
330.5 |
| ATR |
200.5 |
197.8 |
-2.7 |
-1.3% |
0.0 |
| Volume |
934 |
328 |
-606 |
-64.9% |
2,988 |
|
| Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,579.0 |
6,485.5 |
6,155.7 |
|
| R3 |
6,416.0 |
6,322.5 |
6,110.8 |
|
| R2 |
6,253.0 |
6,253.0 |
6,095.9 |
|
| R1 |
6,159.5 |
6,159.5 |
6,080.9 |
6,206.3 |
| PP |
6,090.0 |
6,090.0 |
6,090.0 |
6,113.4 |
| S1 |
5,996.5 |
5,996.5 |
6,051.1 |
6,043.3 |
| S2 |
5,927.0 |
5,927.0 |
6,036.1 |
|
| S3 |
5,764.0 |
5,833.5 |
6,021.2 |
|
| S4 |
5,601.0 |
5,670.5 |
5,976.4 |
|
|
| 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 |
6,183.5 |
5,770.0 |
413.5 |
6.8% |
158.6 |
2.6% |
72% |
True |
False |
591 |
| 10 |
6,183.5 |
5,770.0 |
413.5 |
6.8% |
180.7 |
3.0% |
72% |
True |
False |
616 |
| 20 |
6,183.5 |
5,147.5 |
1,036.0 |
17.1% |
180.1 |
3.0% |
89% |
True |
False |
594 |
| 40 |
6,183.5 |
4,988.0 |
1,195.5 |
19.7% |
189.8 |
3.1% |
90% |
True |
False |
2,297 |
| 60 |
6,810.0 |
4,988.0 |
1,822.0 |
30.0% |
213.5 |
3.5% |
59% |
False |
False |
1,588 |
| 80 |
7,570.5 |
4,988.0 |
2,582.5 |
42.6% |
184.2 |
3.0% |
42% |
False |
False |
1,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,876.3 |
|
2.618 |
6,610.2 |
|
1.618 |
6,447.2 |
|
1.000 |
6,346.5 |
|
0.618 |
6,284.2 |
|
HIGH |
6,183.5 |
|
0.618 |
6,121.2 |
|
0.500 |
6,102.0 |
|
0.382 |
6,082.8 |
|
LOW |
6,020.5 |
|
0.618 |
5,919.8 |
|
1.000 |
5,857.5 |
|
1.618 |
5,756.8 |
|
2.618 |
5,593.8 |
|
4.250 |
5,327.8 |
|
|
| Fisher Pivots for day following 25-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
6,102.0 |
6,040.4 |
| PP |
6,090.0 |
6,014.8 |
| S1 |
6,078.0 |
5,989.3 |
|