| Trading Metrics calculated at close of trading on 19-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2011 |
19-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,321.00 |
2,365.25 |
44.25 |
1.9% |
2,206.00 |
| High |
2,371.50 |
2,368.25 |
-3.25 |
-0.1% |
2,369.00 |
| Low |
2,304.75 |
2,305.75 |
1.00 |
0.0% |
2,203.00 |
| Close |
2,363.75 |
2,318.00 |
-45.75 |
-1.9% |
2,367.25 |
| Range |
66.75 |
62.50 |
-4.25 |
-6.4% |
166.00 |
| ATR |
65.09 |
64.90 |
-0.18 |
-0.3% |
0.00 |
| Volume |
381,902 |
332,866 |
-49,036 |
-12.8% |
1,359,745 |
|
| Daily Pivots for day following 19-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,518.25 |
2,480.50 |
2,352.50 |
|
| R3 |
2,455.75 |
2,418.00 |
2,335.25 |
|
| R2 |
2,393.25 |
2,393.25 |
2,329.50 |
|
| R1 |
2,355.50 |
2,355.50 |
2,323.75 |
2,343.00 |
| PP |
2,330.75 |
2,330.75 |
2,330.75 |
2,324.50 |
| S1 |
2,293.00 |
2,293.00 |
2,312.25 |
2,280.50 |
| S2 |
2,268.25 |
2,268.25 |
2,306.50 |
|
| S3 |
2,205.75 |
2,230.50 |
2,300.75 |
|
| S4 |
2,143.25 |
2,168.00 |
2,283.50 |
|
|
| 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 |
2,289.00 |
99.50 |
4.3% |
59.25 |
2.6% |
29% |
False |
False |
323,941 |
| 10 |
2,388.50 |
2,148.50 |
240.00 |
10.4% |
56.75 |
2.4% |
71% |
False |
False |
312,997 |
| 20 |
2,388.50 |
2,035.75 |
352.75 |
15.2% |
69.50 |
3.0% |
80% |
False |
False |
368,125 |
| 40 |
2,388.50 |
2,035.75 |
352.75 |
15.2% |
64.00 |
2.8% |
80% |
False |
False |
265,735 |
| 60 |
2,420.50 |
1,964.00 |
456.50 |
19.7% |
70.75 |
3.1% |
78% |
False |
False |
177,320 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
20.1% |
62.25 |
2.7% |
76% |
False |
False |
133,082 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
20.1% |
54.00 |
2.3% |
76% |
False |
False |
106,470 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
20.1% |
45.25 |
2.0% |
76% |
False |
False |
88,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,634.00 |
|
2.618 |
2,532.00 |
|
1.618 |
2,469.50 |
|
1.000 |
2,430.75 |
|
0.618 |
2,407.00 |
|
HIGH |
2,368.25 |
|
0.618 |
2,344.50 |
|
0.500 |
2,337.00 |
|
0.382 |
2,329.50 |
|
LOW |
2,305.75 |
|
0.618 |
2,267.00 |
|
1.000 |
2,243.25 |
|
1.618 |
2,204.50 |
|
2.618 |
2,142.00 |
|
4.250 |
2,040.00 |
|
|
| Fisher Pivots for day following 19-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,337.00 |
2,346.50 |
| PP |
2,330.75 |
2,337.00 |
| S1 |
2,324.25 |
2,327.50 |
|