| 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 |
8,745 |
8,845 |
100 |
1.1% |
8,900 |
| High |
8,860 |
8,870 |
10 |
0.1% |
8,960 |
| Low |
8,745 |
8,680 |
-65 |
-0.7% |
8,650 |
| Close |
8,840 |
8,710 |
-130 |
-1.5% |
8,750 |
| Range |
115 |
190 |
75 |
65.2% |
310 |
| ATR |
163 |
165 |
2 |
1.2% |
0 |
| Volume |
4,650 |
7,361 |
2,711 |
58.3% |
31,745 |
|
| Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,323 |
9,207 |
8,815 |
|
| R3 |
9,133 |
9,017 |
8,762 |
|
| R2 |
8,943 |
8,943 |
8,745 |
|
| R1 |
8,827 |
8,827 |
8,728 |
8,790 |
| PP |
8,753 |
8,753 |
8,753 |
8,735 |
| S1 |
8,637 |
8,637 |
8,693 |
8,600 |
| S2 |
8,563 |
8,563 |
8,675 |
|
| S3 |
8,373 |
8,447 |
8,658 |
|
| S4 |
8,183 |
8,257 |
8,606 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,717 |
9,543 |
8,921 |
|
| R3 |
9,407 |
9,233 |
8,835 |
|
| R2 |
9,097 |
9,097 |
8,807 |
|
| R1 |
8,923 |
8,923 |
8,779 |
8,855 |
| PP |
8,787 |
8,787 |
8,787 |
8,753 |
| S1 |
8,613 |
8,613 |
8,722 |
8,545 |
| S2 |
8,477 |
8,477 |
8,693 |
|
| S3 |
8,167 |
8,303 |
8,665 |
|
| S4 |
7,857 |
7,993 |
8,580 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,885 |
8,650 |
235 |
2.7% |
142 |
1.6% |
26% |
False |
False |
5,683 |
| 10 |
8,960 |
8,650 |
310 |
3.6% |
155 |
1.8% |
19% |
False |
False |
6,339 |
| 20 |
8,960 |
8,345 |
615 |
7.1% |
165 |
1.9% |
59% |
False |
False |
6,748 |
| 40 |
9,045 |
8,280 |
765 |
8.8% |
174 |
2.0% |
56% |
False |
False |
7,727 |
| 60 |
9,950 |
8,280 |
1,670 |
19.2% |
175 |
2.0% |
26% |
False |
False |
5,171 |
| 80 |
10,120 |
8,280 |
1,840 |
21.1% |
132 |
1.5% |
23% |
False |
False |
3,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,678 |
|
2.618 |
9,368 |
|
1.618 |
9,178 |
|
1.000 |
9,060 |
|
0.618 |
8,988 |
|
HIGH |
8,870 |
|
0.618 |
8,798 |
|
0.500 |
8,775 |
|
0.382 |
8,753 |
|
LOW |
8,680 |
|
0.618 |
8,563 |
|
1.000 |
8,490 |
|
1.618 |
8,373 |
|
2.618 |
8,183 |
|
4.250 |
7,873 |
|
|
| Fisher Pivots for day following 25-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
8,775 |
8,770 |
| PP |
8,753 |
8,750 |
| S1 |
8,732 |
8,730 |
|