| Trading Metrics calculated at close of trading on 18-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2011 |
18-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,367.25 |
2,321.00 |
-46.25 |
-2.0% |
2,206.00 |
| High |
2,388.50 |
2,371.50 |
-17.00 |
-0.7% |
2,369.00 |
| Low |
2,317.00 |
2,304.75 |
-12.25 |
-0.5% |
2,203.00 |
| Close |
2,321.00 |
2,363.75 |
42.75 |
1.8% |
2,367.25 |
| Range |
71.50 |
66.75 |
-4.75 |
-6.6% |
166.00 |
| ATR |
64.96 |
65.09 |
0.13 |
0.2% |
0.00 |
| Volume |
314,777 |
381,902 |
67,125 |
21.3% |
1,359,745 |
|
| Daily Pivots for day following 18-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,547.00 |
2,522.00 |
2,400.50 |
|
| R3 |
2,480.25 |
2,455.25 |
2,382.00 |
|
| R2 |
2,413.50 |
2,413.50 |
2,376.00 |
|
| R1 |
2,388.50 |
2,388.50 |
2,369.75 |
2,401.00 |
| PP |
2,346.75 |
2,346.75 |
2,346.75 |
2,353.00 |
| S1 |
2,321.75 |
2,321.75 |
2,357.75 |
2,334.25 |
| S2 |
2,280.00 |
2,280.00 |
2,351.50 |
|
| S3 |
2,213.25 |
2,255.00 |
2,345.50 |
|
| S4 |
2,146.50 |
2,188.25 |
2,327.00 |
|
|
| 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 |
2,274.50 |
114.00 |
4.8% |
57.50 |
2.4% |
78% |
False |
False |
318,341 |
| 10 |
2,388.50 |
2,099.25 |
289.25 |
12.2% |
58.75 |
2.5% |
91% |
False |
False |
319,943 |
| 20 |
2,388.50 |
2,035.75 |
352.75 |
14.9% |
70.00 |
3.0% |
93% |
False |
False |
369,157 |
| 40 |
2,388.50 |
2,032.50 |
356.00 |
15.1% |
64.75 |
2.7% |
93% |
False |
False |
257,421 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
19.7% |
70.25 |
3.0% |
86% |
False |
False |
171,776 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
19.7% |
62.50 |
2.6% |
86% |
False |
False |
128,922 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
19.7% |
53.50 |
2.3% |
86% |
False |
False |
103,141 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
19.7% |
44.75 |
1.9% |
86% |
False |
False |
85,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,655.25 |
|
2.618 |
2,546.25 |
|
1.618 |
2,479.50 |
|
1.000 |
2,438.25 |
|
0.618 |
2,412.75 |
|
HIGH |
2,371.50 |
|
0.618 |
2,346.00 |
|
0.500 |
2,338.00 |
|
0.382 |
2,330.25 |
|
LOW |
2,304.75 |
|
0.618 |
2,263.50 |
|
1.000 |
2,238.00 |
|
1.618 |
2,196.75 |
|
2.618 |
2,130.00 |
|
4.250 |
2,021.00 |
|
|
| Fisher Pivots for day following 18-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,355.25 |
2,358.00 |
| PP |
2,346.75 |
2,352.25 |
| S1 |
2,338.00 |
2,346.50 |
|