| Trading Metrics calculated at close of trading on 27-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2011 |
27-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
6,052.5 |
6,198.5 |
146.0 |
2.4% |
6,047.5 |
| High |
6,165.0 |
6,456.0 |
291.0 |
4.7% |
6,100.5 |
| Low |
5,979.0 |
6,198.5 |
219.5 |
3.7% |
5,770.0 |
| Close |
6,030.0 |
6,346.5 |
316.5 |
5.2% |
5,988.5 |
| Range |
186.0 |
257.5 |
71.5 |
38.4% |
330.5 |
| ATR |
197.0 |
213.4 |
16.4 |
8.3% |
0.0 |
| Volume |
283 |
1,082 |
799 |
282.3% |
2,988 |
|
| Daily Pivots for day following 27-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,106.2 |
6,983.8 |
6,488.1 |
|
| R3 |
6,848.7 |
6,726.3 |
6,417.3 |
|
| R2 |
6,591.2 |
6,591.2 |
6,393.7 |
|
| R1 |
6,468.8 |
6,468.8 |
6,370.1 |
6,530.0 |
| PP |
6,333.7 |
6,333.7 |
6,333.7 |
6,364.3 |
| S1 |
6,211.3 |
6,211.3 |
6,322.9 |
6,272.5 |
| S2 |
6,076.2 |
6,076.2 |
6,299.3 |
|
| S3 |
5,818.7 |
5,953.8 |
6,275.7 |
|
| S4 |
5,561.2 |
5,696.3 |
6,204.9 |
|
|
| 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 |
6,456.0 |
5,795.0 |
661.0 |
10.4% |
190.0 |
3.0% |
83% |
True |
False |
600 |
| 10 |
6,456.0 |
5,770.0 |
686.0 |
10.8% |
186.8 |
2.9% |
84% |
True |
False |
625 |
| 20 |
6,456.0 |
5,147.5 |
1,308.5 |
20.6% |
183.5 |
2.9% |
92% |
True |
False |
620 |
| 40 |
6,456.0 |
4,988.0 |
1,468.0 |
23.1% |
194.6 |
3.1% |
93% |
True |
False |
2,320 |
| 60 |
6,487.0 |
4,988.0 |
1,499.0 |
23.6% |
211.1 |
3.3% |
91% |
False |
False |
1,601 |
| 80 |
7,520.0 |
4,988.0 |
2,532.0 |
39.9% |
189.3 |
3.0% |
54% |
False |
False |
1,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,550.4 |
|
2.618 |
7,130.1 |
|
1.618 |
6,872.6 |
|
1.000 |
6,713.5 |
|
0.618 |
6,615.1 |
|
HIGH |
6,456.0 |
|
0.618 |
6,357.6 |
|
0.500 |
6,327.3 |
|
0.382 |
6,296.9 |
|
LOW |
6,198.5 |
|
0.618 |
6,039.4 |
|
1.000 |
5,941.0 |
|
1.618 |
5,781.9 |
|
2.618 |
5,524.4 |
|
4.250 |
5,104.1 |
|
|
| Fisher Pivots for day following 27-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
6,340.1 |
6,303.5 |
| PP |
6,333.7 |
6,260.5 |
| S1 |
6,327.3 |
6,217.5 |
|