| 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 |
2,332.0 |
2,392.0 |
60.0 |
2.6% |
2,369.0 |
| High |
2,373.0 |
2,509.0 |
136.0 |
5.7% |
2,388.0 |
| Low |
2,308.0 |
2,389.0 |
81.0 |
3.5% |
2,255.0 |
| Close |
2,351.0 |
2,498.0 |
147.0 |
6.3% |
2,335.0 |
| Range |
65.0 |
120.0 |
55.0 |
84.6% |
133.0 |
| ATR |
73.1 |
79.2 |
6.1 |
8.3% |
0.0 |
| Volume |
1,181,338 |
2,201,207 |
1,019,869 |
86.3% |
7,324,367 |
|
| Daily Pivots for day following 27-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,825.3 |
2,781.7 |
2,564.0 |
|
| R3 |
2,705.3 |
2,661.7 |
2,531.0 |
|
| R2 |
2,585.3 |
2,585.3 |
2,520.0 |
|
| R1 |
2,541.7 |
2,541.7 |
2,509.0 |
2,563.5 |
| PP |
2,465.3 |
2,465.3 |
2,465.3 |
2,476.3 |
| S1 |
2,421.7 |
2,421.7 |
2,487.0 |
2,443.5 |
| S2 |
2,345.3 |
2,345.3 |
2,476.0 |
|
| S3 |
2,225.3 |
2,301.7 |
2,465.0 |
|
| S4 |
2,105.3 |
2,181.7 |
2,432.0 |
|
|
| 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 |
2,509.0 |
2,273.0 |
236.0 |
9.4% |
71.0 |
2.8% |
95% |
True |
False |
1,426,568 |
| 10 |
2,509.0 |
2,255.0 |
254.0 |
10.2% |
70.8 |
2.8% |
96% |
True |
False |
1,427,855 |
| 20 |
2,509.0 |
2,045.0 |
464.0 |
18.6% |
69.9 |
2.8% |
98% |
True |
False |
1,488,825 |
| 40 |
2,509.0 |
1,924.0 |
585.0 |
23.4% |
75.9 |
3.0% |
98% |
True |
False |
1,354,954 |
| 60 |
2,533.0 |
1,924.0 |
609.0 |
24.4% |
87.4 |
3.5% |
94% |
False |
False |
909,600 |
| 80 |
2,872.0 |
1,924.0 |
948.0 |
38.0% |
79.7 |
3.2% |
61% |
False |
False |
682,764 |
| 100 |
2,887.0 |
1,924.0 |
963.0 |
38.6% |
73.1 |
2.9% |
60% |
False |
False |
548,525 |
| 120 |
2,902.0 |
1,924.0 |
978.0 |
39.2% |
67.5 |
2.7% |
59% |
False |
False |
457,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,019.0 |
|
2.618 |
2,823.2 |
|
1.618 |
2,703.2 |
|
1.000 |
2,629.0 |
|
0.618 |
2,583.2 |
|
HIGH |
2,509.0 |
|
0.618 |
2,463.2 |
|
0.500 |
2,449.0 |
|
0.382 |
2,434.8 |
|
LOW |
2,389.0 |
|
0.618 |
2,314.8 |
|
1.000 |
2,269.0 |
|
1.618 |
2,194.8 |
|
2.618 |
2,074.8 |
|
4.250 |
1,879.0 |
|
|
| Fisher Pivots for day following 27-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,481.7 |
2,468.2 |
| PP |
2,465.3 |
2,438.3 |
| S1 |
2,449.0 |
2,408.5 |
|