| 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 |
2,295.0 |
2,351.0 |
56.0 |
2.4% |
2,369.0 |
| High |
2,335.0 |
2,367.0 |
32.0 |
1.4% |
2,388.0 |
| Low |
2,273.0 |
2,315.0 |
42.0 |
1.8% |
2,255.0 |
| Close |
2,335.0 |
2,361.0 |
26.0 |
1.1% |
2,335.0 |
| Range |
62.0 |
52.0 |
-10.0 |
-16.1% |
133.0 |
| ATR |
76.9 |
75.1 |
-1.8 |
-2.3% |
0.0 |
| Volume |
1,468,972 |
1,008,251 |
-460,721 |
-31.4% |
7,324,367 |
|
| Daily Pivots for day following 24-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,503.7 |
2,484.3 |
2,389.6 |
|
| R3 |
2,451.7 |
2,432.3 |
2,375.3 |
|
| R2 |
2,399.7 |
2,399.7 |
2,370.5 |
|
| R1 |
2,380.3 |
2,380.3 |
2,365.8 |
2,390.0 |
| PP |
2,347.7 |
2,347.7 |
2,347.7 |
2,352.5 |
| S1 |
2,328.3 |
2,328.3 |
2,356.2 |
2,338.0 |
| S2 |
2,295.7 |
2,295.7 |
2,351.5 |
|
| S3 |
2,243.7 |
2,276.3 |
2,346.7 |
|
| S4 |
2,191.7 |
2,224.3 |
2,332.4 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,725.0 |
2,663.0 |
2,408.2 |
|
| R3 |
2,592.0 |
2,530.0 |
2,371.6 |
|
| R2 |
2,459.0 |
2,459.0 |
2,359.4 |
|
| R1 |
2,397.0 |
2,397.0 |
2,347.2 |
2,361.5 |
| PP |
2,326.0 |
2,326.0 |
2,326.0 |
2,308.3 |
| S1 |
2,264.0 |
2,264.0 |
2,322.8 |
2,228.5 |
| S2 |
2,193.0 |
2,193.0 |
2,310.6 |
|
| S3 |
2,060.0 |
2,131.0 |
2,298.4 |
|
| S4 |
1,927.0 |
1,998.0 |
2,261.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,367.0 |
2,255.0 |
112.0 |
4.7% |
61.2 |
2.6% |
95% |
True |
False |
1,362,513 |
| 10 |
2,388.0 |
2,255.0 |
133.0 |
5.6% |
67.0 |
2.8% |
80% |
False |
False |
1,420,244 |
| 20 |
2,388.0 |
2,045.0 |
343.0 |
14.5% |
69.5 |
2.9% |
92% |
False |
False |
1,493,922 |
| 40 |
2,388.0 |
1,924.0 |
464.0 |
19.7% |
74.0 |
3.1% |
94% |
False |
False |
1,239,755 |
| 60 |
2,705.0 |
1,924.0 |
781.0 |
33.1% |
88.1 |
3.7% |
56% |
False |
False |
832,247 |
| 80 |
2,874.0 |
1,924.0 |
950.0 |
40.2% |
77.8 |
3.3% |
46% |
False |
False |
624,573 |
| 100 |
2,887.0 |
1,924.0 |
963.0 |
40.8% |
71.7 |
3.0% |
45% |
False |
False |
502,098 |
| 120 |
2,925.0 |
1,924.0 |
1,001.0 |
42.4% |
66.5 |
2.8% |
44% |
False |
False |
418,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,588.0 |
|
2.618 |
2,503.1 |
|
1.618 |
2,451.1 |
|
1.000 |
2,419.0 |
|
0.618 |
2,399.1 |
|
HIGH |
2,367.0 |
|
0.618 |
2,347.1 |
|
0.500 |
2,341.0 |
|
0.382 |
2,334.9 |
|
LOW |
2,315.0 |
|
0.618 |
2,282.9 |
|
1.000 |
2,263.0 |
|
1.618 |
2,230.9 |
|
2.618 |
2,178.9 |
|
4.250 |
2,094.0 |
|
|
| Fisher Pivots for day following 24-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,354.3 |
2,344.3 |
| PP |
2,347.7 |
2,327.7 |
| S1 |
2,341.0 |
2,311.0 |
|