| Trading Metrics calculated at close of trading on 28-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2011 |
28-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
6,198.5 |
6,417.0 |
218.5 |
3.5% |
6,050.0 |
| High |
6,456.0 |
6,453.0 |
-3.0 |
0.0% |
6,456.0 |
| Low |
6,198.5 |
6,335.0 |
136.5 |
2.2% |
5,965.0 |
| Close |
6,346.5 |
6,366.5 |
20.0 |
0.3% |
6,366.5 |
| Range |
257.5 |
118.0 |
-139.5 |
-54.2% |
491.0 |
| ATR |
213.4 |
206.5 |
-6.8 |
-3.2% |
0.0 |
| Volume |
1,082 |
271 |
-811 |
-75.0% |
2,898 |
|
| Daily Pivots for day following 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,738.8 |
6,670.7 |
6,431.4 |
|
| R3 |
6,620.8 |
6,552.7 |
6,399.0 |
|
| R2 |
6,502.8 |
6,502.8 |
6,388.1 |
|
| R1 |
6,434.7 |
6,434.7 |
6,377.3 |
6,409.8 |
| PP |
6,384.8 |
6,384.8 |
6,384.8 |
6,372.4 |
| S1 |
6,316.7 |
6,316.7 |
6,355.7 |
6,291.8 |
| S2 |
6,266.8 |
6,266.8 |
6,344.9 |
|
| S3 |
6,148.8 |
6,198.7 |
6,334.1 |
|
| S4 |
6,030.8 |
6,080.7 |
6,301.6 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,735.5 |
7,542.0 |
6,636.6 |
|
| R3 |
7,244.5 |
7,051.0 |
6,501.5 |
|
| R2 |
6,753.5 |
6,753.5 |
6,456.5 |
|
| R1 |
6,560.0 |
6,560.0 |
6,411.5 |
6,656.8 |
| PP |
6,262.5 |
6,262.5 |
6,262.5 |
6,310.9 |
| S1 |
6,069.0 |
6,069.0 |
6,321.5 |
6,165.8 |
| S2 |
5,771.5 |
5,771.5 |
6,276.5 |
|
| S3 |
5,280.5 |
5,578.0 |
6,231.5 |
|
| S4 |
4,789.5 |
5,087.0 |
6,096.5 |
|
|
| 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 |
5,965.0 |
491.0 |
7.7% |
170.0 |
2.7% |
82% |
False |
False |
579 |
| 10 |
6,456.0 |
5,770.0 |
686.0 |
10.8% |
184.2 |
2.9% |
87% |
False |
False |
588 |
| 20 |
6,456.0 |
5,147.5 |
1,308.5 |
20.6% |
180.3 |
2.8% |
93% |
False |
False |
595 |
| 40 |
6,456.0 |
4,988.0 |
1,468.0 |
23.1% |
194.2 |
3.1% |
94% |
False |
False |
2,319 |
| 60 |
6,456.0 |
4,988.0 |
1,468.0 |
23.1% |
208.0 |
3.3% |
94% |
False |
False |
1,604 |
| 80 |
7,454.0 |
4,988.0 |
2,466.0 |
38.7% |
190.5 |
3.0% |
56% |
False |
False |
1,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,954.5 |
|
2.618 |
6,761.9 |
|
1.618 |
6,643.9 |
|
1.000 |
6,571.0 |
|
0.618 |
6,525.9 |
|
HIGH |
6,453.0 |
|
0.618 |
6,407.9 |
|
0.500 |
6,394.0 |
|
0.382 |
6,380.1 |
|
LOW |
6,335.0 |
|
0.618 |
6,262.1 |
|
1.000 |
6,217.0 |
|
1.618 |
6,144.1 |
|
2.618 |
6,026.1 |
|
4.250 |
5,833.5 |
|
|
| Fisher Pivots for day following 28-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
6,394.0 |
6,316.8 |
| PP |
6,384.8 |
6,267.2 |
| S1 |
6,375.7 |
6,217.5 |
|