| Trading Metrics calculated at close of trading on 21-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2011 |
21-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,316.25 |
2,297.00 |
-19.25 |
-0.8% |
2,367.25 |
| High |
2,332.75 |
2,345.50 |
12.75 |
0.5% |
2,388.50 |
| Low |
2,268.50 |
2,296.00 |
27.50 |
1.2% |
2,268.50 |
| Close |
2,301.00 |
2,334.25 |
33.25 |
1.4% |
2,334.25 |
| Range |
64.25 |
49.50 |
-14.75 |
-23.0% |
120.00 |
| ATR |
64.85 |
63.76 |
-1.10 |
-1.7% |
0.00 |
| Volume |
347,756 |
259,719 |
-88,037 |
-25.3% |
1,637,020 |
|
| Daily Pivots for day following 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,473.75 |
2,453.50 |
2,361.50 |
|
| R3 |
2,424.25 |
2,404.00 |
2,347.75 |
|
| R2 |
2,374.75 |
2,374.75 |
2,343.25 |
|
| R1 |
2,354.50 |
2,354.50 |
2,338.75 |
2,364.50 |
| PP |
2,325.25 |
2,325.25 |
2,325.25 |
2,330.25 |
| S1 |
2,305.00 |
2,305.00 |
2,329.75 |
2,315.00 |
| S2 |
2,275.75 |
2,275.75 |
2,325.25 |
|
| S3 |
2,226.25 |
2,255.50 |
2,320.75 |
|
| S4 |
2,176.75 |
2,206.00 |
2,307.00 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,690.50 |
2,632.25 |
2,400.25 |
|
| R3 |
2,570.50 |
2,512.25 |
2,367.25 |
|
| R2 |
2,450.50 |
2,450.50 |
2,356.25 |
|
| R1 |
2,392.25 |
2,392.25 |
2,345.25 |
2,361.50 |
| PP |
2,330.50 |
2,330.50 |
2,330.50 |
2,315.00 |
| S1 |
2,272.25 |
2,272.25 |
2,323.25 |
2,241.50 |
| S2 |
2,210.50 |
2,210.50 |
2,312.25 |
|
| S3 |
2,090.50 |
2,152.25 |
2,301.25 |
|
| S4 |
1,970.50 |
2,032.25 |
2,268.25 |
|
|
| 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 |
5.1% |
63.00 |
2.7% |
55% |
False |
False |
327,404 |
| 10 |
2,388.50 |
2,203.00 |
185.50 |
7.9% |
57.25 |
2.5% |
71% |
False |
False |
299,676 |
| 20 |
2,388.50 |
2,035.75 |
352.75 |
15.1% |
66.00 |
2.8% |
85% |
False |
False |
349,519 |
| 40 |
2,388.50 |
2,035.75 |
352.75 |
15.1% |
64.25 |
2.8% |
85% |
False |
False |
280,882 |
| 60 |
2,389.25 |
1,964.00 |
425.25 |
18.2% |
71.00 |
3.0% |
87% |
False |
False |
187,439 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
19.9% |
63.00 |
2.7% |
80% |
False |
False |
140,674 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
19.9% |
55.00 |
2.4% |
80% |
False |
False |
112,544 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
19.9% |
46.25 |
2.0% |
80% |
False |
False |
93,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,556.00 |
|
2.618 |
2,475.00 |
|
1.618 |
2,425.50 |
|
1.000 |
2,395.00 |
|
0.618 |
2,376.00 |
|
HIGH |
2,345.50 |
|
0.618 |
2,326.50 |
|
0.500 |
2,320.75 |
|
0.382 |
2,315.00 |
|
LOW |
2,296.00 |
|
0.618 |
2,265.50 |
|
1.000 |
2,246.50 |
|
1.618 |
2,216.00 |
|
2.618 |
2,166.50 |
|
4.250 |
2,085.50 |
|
|
| Fisher Pivots for day following 21-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,329.75 |
2,329.00 |
| PP |
2,325.25 |
2,323.75 |
| S1 |
2,320.75 |
2,318.50 |
|