| 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 |
2,351.0 |
2,346.0 |
-5.0 |
-0.2% |
2,369.0 |
| High |
2,367.0 |
2,368.0 |
1.0 |
0.0% |
2,388.0 |
| Low |
2,315.0 |
2,312.0 |
-3.0 |
-0.1% |
2,255.0 |
| Close |
2,361.0 |
2,324.0 |
-37.0 |
-1.6% |
2,335.0 |
| Range |
52.0 |
56.0 |
4.0 |
7.7% |
133.0 |
| ATR |
75.1 |
73.8 |
-1.4 |
-1.8% |
0.0 |
| Volume |
1,008,251 |
1,273,074 |
264,823 |
26.3% |
7,324,367 |
|
| Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,502.7 |
2,469.3 |
2,354.8 |
|
| R3 |
2,446.7 |
2,413.3 |
2,339.4 |
|
| R2 |
2,390.7 |
2,390.7 |
2,334.3 |
|
| R1 |
2,357.3 |
2,357.3 |
2,329.1 |
2,346.0 |
| PP |
2,334.7 |
2,334.7 |
2,334.7 |
2,329.0 |
| S1 |
2,301.3 |
2,301.3 |
2,318.9 |
2,290.0 |
| S2 |
2,278.7 |
2,278.7 |
2,313.7 |
|
| S3 |
2,222.7 |
2,245.3 |
2,308.6 |
|
| S4 |
2,166.7 |
2,189.3 |
2,293.2 |
|
|
| 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 |
2,368.0 |
2,255.0 |
113.0 |
4.9% |
55.8 |
2.4% |
61% |
True |
False |
1,320,788 |
| 10 |
2,388.0 |
2,255.0 |
133.0 |
5.7% |
68.4 |
2.9% |
52% |
False |
False |
1,415,859 |
| 20 |
2,388.0 |
2,045.0 |
343.0 |
14.8% |
68.3 |
2.9% |
81% |
False |
False |
1,466,657 |
| 40 |
2,388.0 |
1,924.0 |
464.0 |
20.0% |
74.3 |
3.2% |
86% |
False |
False |
1,271,534 |
| 60 |
2,584.0 |
1,924.0 |
660.0 |
28.4% |
86.8 |
3.7% |
61% |
False |
False |
853,459 |
| 80 |
2,872.0 |
1,924.0 |
948.0 |
40.8% |
78.3 |
3.4% |
42% |
False |
False |
640,485 |
| 100 |
2,887.0 |
1,924.0 |
963.0 |
41.4% |
71.9 |
3.1% |
42% |
False |
False |
514,782 |
| 120 |
2,925.0 |
1,924.0 |
1,001.0 |
43.1% |
66.6 |
2.9% |
40% |
False |
False |
429,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,606.0 |
|
2.618 |
2,514.6 |
|
1.618 |
2,458.6 |
|
1.000 |
2,424.0 |
|
0.618 |
2,402.6 |
|
HIGH |
2,368.0 |
|
0.618 |
2,346.6 |
|
0.500 |
2,340.0 |
|
0.382 |
2,333.4 |
|
LOW |
2,312.0 |
|
0.618 |
2,277.4 |
|
1.000 |
2,256.0 |
|
1.618 |
2,221.4 |
|
2.618 |
2,165.4 |
|
4.250 |
2,074.0 |
|
|
| Fisher Pivots for day following 25-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,340.0 |
2,322.8 |
| PP |
2,334.7 |
2,321.7 |
| S1 |
2,329.3 |
2,320.5 |
|