| Trading Metrics calculated at close of trading on 26-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2011 |
26-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
6,040.0 |
6,052.5 |
12.5 |
0.2% |
6,047.5 |
| High |
6,183.5 |
6,165.0 |
-18.5 |
-0.3% |
6,100.5 |
| Low |
6,020.5 |
5,979.0 |
-41.5 |
-0.7% |
5,770.0 |
| Close |
6,066.0 |
6,030.0 |
-36.0 |
-0.6% |
5,988.5 |
| Range |
163.0 |
186.0 |
23.0 |
14.1% |
330.5 |
| ATR |
197.8 |
197.0 |
-0.8 |
-0.4% |
0.0 |
| Volume |
328 |
283 |
-45 |
-13.7% |
2,988 |
|
| Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,616.0 |
6,509.0 |
6,132.3 |
|
| R3 |
6,430.0 |
6,323.0 |
6,081.2 |
|
| R2 |
6,244.0 |
6,244.0 |
6,064.1 |
|
| R1 |
6,137.0 |
6,137.0 |
6,047.1 |
6,097.5 |
| PP |
6,058.0 |
6,058.0 |
6,058.0 |
6,038.3 |
| S1 |
5,951.0 |
5,951.0 |
6,013.0 |
5,911.5 |
| S2 |
5,872.0 |
5,872.0 |
5,995.9 |
|
| S3 |
5,686.0 |
5,765.0 |
5,978.9 |
|
| S4 |
5,500.0 |
5,579.0 |
5,927.7 |
|
|
| 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 |
6.9% |
169.7 |
2.8% |
63% |
False |
False |
608 |
| 10 |
6,183.5 |
5,770.0 |
413.5 |
6.9% |
176.5 |
2.9% |
63% |
False |
False |
544 |
| 20 |
6,183.5 |
5,147.5 |
1,036.0 |
17.2% |
179.1 |
3.0% |
85% |
False |
False |
579 |
| 40 |
6,183.5 |
4,988.0 |
1,195.5 |
19.8% |
191.2 |
3.2% |
87% |
False |
False |
2,297 |
| 60 |
6,802.5 |
4,988.0 |
1,814.5 |
30.1% |
214.7 |
3.6% |
57% |
False |
False |
1,588 |
| 80 |
7,570.5 |
4,988.0 |
2,582.5 |
42.8% |
186.3 |
3.1% |
40% |
False |
False |
1,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,955.5 |
|
2.618 |
6,651.9 |
|
1.618 |
6,465.9 |
|
1.000 |
6,351.0 |
|
0.618 |
6,279.9 |
|
HIGH |
6,165.0 |
|
0.618 |
6,093.9 |
|
0.500 |
6,072.0 |
|
0.382 |
6,050.1 |
|
LOW |
5,979.0 |
|
0.618 |
5,864.1 |
|
1.000 |
5,793.0 |
|
1.618 |
5,678.1 |
|
2.618 |
5,492.1 |
|
4.250 |
5,188.5 |
|
|
| Fisher Pivots for day following 26-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
6,072.0 |
6,074.3 |
| PP |
6,058.0 |
6,059.5 |
| S1 |
6,044.0 |
6,044.8 |
|