| Trading Metrics calculated at close of trading on 17-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2011 |
17-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,326.25 |
2,367.25 |
41.00 |
1.8% |
2,206.00 |
| High |
2,369.00 |
2,388.50 |
19.50 |
0.8% |
2,369.00 |
| Low |
2,320.25 |
2,317.00 |
-3.25 |
-0.1% |
2,203.00 |
| Close |
2,367.25 |
2,321.00 |
-46.25 |
-2.0% |
2,367.25 |
| Range |
48.75 |
71.50 |
22.75 |
46.7% |
166.00 |
| ATR |
64.45 |
64.96 |
0.50 |
0.8% |
0.00 |
| Volume |
274,440 |
314,777 |
40,337 |
14.7% |
1,359,745 |
|
| Daily Pivots for day following 17-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,556.75 |
2,510.25 |
2,360.25 |
|
| R3 |
2,485.25 |
2,438.75 |
2,340.75 |
|
| R2 |
2,413.75 |
2,413.75 |
2,334.00 |
|
| R1 |
2,367.25 |
2,367.25 |
2,327.50 |
2,354.75 |
| PP |
2,342.25 |
2,342.25 |
2,342.25 |
2,336.00 |
| S1 |
2,295.75 |
2,295.75 |
2,314.50 |
2,283.25 |
| S2 |
2,270.75 |
2,270.75 |
2,308.00 |
|
| S3 |
2,199.25 |
2,224.25 |
2,301.25 |
|
| S4 |
2,127.75 |
2,152.75 |
2,281.75 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,811.00 |
2,755.25 |
2,458.50 |
|
| R3 |
2,645.00 |
2,589.25 |
2,413.00 |
|
| R2 |
2,479.00 |
2,479.00 |
2,397.75 |
|
| R1 |
2,423.25 |
2,423.25 |
2,382.50 |
2,451.00 |
| PP |
2,313.00 |
2,313.00 |
2,313.00 |
2,327.00 |
| S1 |
2,257.25 |
2,257.25 |
2,352.00 |
2,285.00 |
| S2 |
2,147.00 |
2,147.00 |
2,336.75 |
|
| S3 |
1,981.00 |
2,091.25 |
2,321.50 |
|
| S4 |
1,815.00 |
1,925.25 |
2,276.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,388.50 |
2,262.25 |
126.25 |
5.4% |
51.00 |
2.2% |
47% |
True |
False |
290,252 |
| 10 |
2,388.50 |
2,035.75 |
352.75 |
15.2% |
61.25 |
2.6% |
81% |
True |
False |
335,524 |
| 20 |
2,388.50 |
2,035.75 |
352.75 |
15.2% |
69.00 |
3.0% |
81% |
True |
False |
366,351 |
| 40 |
2,388.50 |
2,019.25 |
369.25 |
15.9% |
64.50 |
2.8% |
82% |
True |
False |
247,908 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
20.1% |
70.00 |
3.0% |
77% |
False |
False |
165,454 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
20.1% |
62.25 |
2.7% |
77% |
False |
False |
124,149 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
20.1% |
52.75 |
2.3% |
77% |
False |
False |
99,322 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
20.1% |
44.25 |
1.9% |
77% |
False |
False |
82,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,692.50 |
|
2.618 |
2,575.75 |
|
1.618 |
2,504.25 |
|
1.000 |
2,460.00 |
|
0.618 |
2,432.75 |
|
HIGH |
2,388.50 |
|
0.618 |
2,361.25 |
|
0.500 |
2,352.75 |
|
0.382 |
2,344.25 |
|
LOW |
2,317.00 |
|
0.618 |
2,272.75 |
|
1.000 |
2,245.50 |
|
1.618 |
2,201.25 |
|
2.618 |
2,129.75 |
|
4.250 |
2,013.00 |
|
|
| Fisher Pivots for day following 17-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,352.75 |
2,338.75 |
| PP |
2,342.25 |
2,332.75 |
| S1 |
2,331.50 |
2,327.00 |
|