| Trading Metrics calculated at close of trading on 20-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2011 |
20-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,365.25 |
2,316.25 |
-49.00 |
-2.1% |
2,206.00 |
| High |
2,368.25 |
2,332.75 |
-35.50 |
-1.5% |
2,369.00 |
| Low |
2,305.75 |
2,268.50 |
-37.25 |
-1.6% |
2,203.00 |
| Close |
2,318.00 |
2,301.00 |
-17.00 |
-0.7% |
2,367.25 |
| Range |
62.50 |
64.25 |
1.75 |
2.8% |
166.00 |
| ATR |
64.90 |
64.85 |
-0.05 |
-0.1% |
0.00 |
| Volume |
332,866 |
347,756 |
14,890 |
4.5% |
1,359,745 |
|
| Daily Pivots for day following 20-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,493.50 |
2,461.50 |
2,336.25 |
|
| R3 |
2,429.25 |
2,397.25 |
2,318.75 |
|
| R2 |
2,365.00 |
2,365.00 |
2,312.75 |
|
| R1 |
2,333.00 |
2,333.00 |
2,307.00 |
2,317.00 |
| PP |
2,300.75 |
2,300.75 |
2,300.75 |
2,292.75 |
| S1 |
2,268.75 |
2,268.75 |
2,295.00 |
2,252.50 |
| S2 |
2,236.50 |
2,236.50 |
2,289.25 |
|
| S3 |
2,172.25 |
2,204.50 |
2,283.25 |
|
| S4 |
2,108.00 |
2,140.25 |
2,265.75 |
|
|
| 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 |
2,268.50 |
120.00 |
5.2% |
62.75 |
2.7% |
27% |
False |
True |
330,348 |
| 10 |
2,388.50 |
2,183.75 |
204.75 |
8.9% |
56.50 |
2.5% |
57% |
False |
False |
309,120 |
| 20 |
2,388.50 |
2,035.75 |
352.75 |
15.3% |
67.50 |
2.9% |
75% |
False |
False |
356,455 |
| 40 |
2,388.50 |
2,035.75 |
352.75 |
15.3% |
64.25 |
2.8% |
75% |
False |
False |
274,395 |
| 60 |
2,392.75 |
1,964.00 |
428.75 |
18.6% |
70.75 |
3.1% |
79% |
False |
False |
183,112 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
20.2% |
62.50 |
2.7% |
72% |
False |
False |
137,428 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
20.2% |
54.50 |
2.4% |
72% |
False |
False |
109,947 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
20.2% |
45.75 |
2.0% |
72% |
False |
False |
91,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,605.75 |
|
2.618 |
2,501.00 |
|
1.618 |
2,436.75 |
|
1.000 |
2,397.00 |
|
0.618 |
2,372.50 |
|
HIGH |
2,332.75 |
|
0.618 |
2,308.25 |
|
0.500 |
2,300.50 |
|
0.382 |
2,293.00 |
|
LOW |
2,268.50 |
|
0.618 |
2,228.75 |
|
1.000 |
2,204.25 |
|
1.618 |
2,164.50 |
|
2.618 |
2,100.25 |
|
4.250 |
1,995.50 |
|
|
| Fisher Pivots for day following 20-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,301.00 |
2,320.00 |
| PP |
2,300.75 |
2,313.75 |
| S1 |
2,300.50 |
2,307.25 |
|