| Trading Metrics calculated at close of trading on 24-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2011 |
24-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,297.00 |
2,326.75 |
29.75 |
1.3% |
2,367.25 |
| High |
2,345.50 |
2,385.75 |
40.25 |
1.7% |
2,388.50 |
| Low |
2,296.00 |
2,320.25 |
24.25 |
1.1% |
2,268.50 |
| Close |
2,334.25 |
2,374.75 |
40.50 |
1.7% |
2,334.25 |
| Range |
49.50 |
65.50 |
16.00 |
32.3% |
120.00 |
| ATR |
63.76 |
63.88 |
0.12 |
0.2% |
0.00 |
| Volume |
259,719 |
241,760 |
-17,959 |
-6.9% |
1,637,020 |
|
| Daily Pivots for day following 24-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,556.75 |
2,531.25 |
2,410.75 |
|
| R3 |
2,491.25 |
2,465.75 |
2,392.75 |
|
| R2 |
2,425.75 |
2,425.75 |
2,386.75 |
|
| R1 |
2,400.25 |
2,400.25 |
2,380.75 |
2,413.00 |
| PP |
2,360.25 |
2,360.25 |
2,360.25 |
2,366.50 |
| S1 |
2,334.75 |
2,334.75 |
2,368.75 |
2,347.50 |
| S2 |
2,294.75 |
2,294.75 |
2,362.75 |
|
| S3 |
2,229.25 |
2,269.25 |
2,356.75 |
|
| S4 |
2,163.75 |
2,203.75 |
2,338.75 |
|
|
| 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 |
2,385.75 |
2,268.50 |
117.25 |
4.9% |
61.75 |
2.6% |
91% |
True |
False |
312,800 |
| 10 |
2,388.50 |
2,262.25 |
126.25 |
5.3% |
56.25 |
2.4% |
89% |
False |
False |
301,526 |
| 20 |
2,388.50 |
2,035.75 |
352.75 |
14.9% |
65.75 |
2.8% |
96% |
False |
False |
342,102 |
| 40 |
2,388.50 |
2,035.75 |
352.75 |
14.9% |
63.75 |
2.7% |
96% |
False |
False |
286,920 |
| 60 |
2,389.25 |
1,964.00 |
425.25 |
17.9% |
71.25 |
3.0% |
97% |
False |
False |
191,465 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
19.6% |
63.25 |
2.7% |
88% |
False |
False |
143,694 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
19.6% |
55.50 |
2.3% |
88% |
False |
False |
114,962 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
19.6% |
46.75 |
2.0% |
88% |
False |
False |
95,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,664.00 |
|
2.618 |
2,557.25 |
|
1.618 |
2,491.75 |
|
1.000 |
2,451.25 |
|
0.618 |
2,426.25 |
|
HIGH |
2,385.75 |
|
0.618 |
2,360.75 |
|
0.500 |
2,353.00 |
|
0.382 |
2,345.25 |
|
LOW |
2,320.25 |
|
0.618 |
2,279.75 |
|
1.000 |
2,254.75 |
|
1.618 |
2,214.25 |
|
2.618 |
2,148.75 |
|
4.250 |
2,042.00 |
|
|
| Fisher Pivots for day following 24-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,367.50 |
2,359.00 |
| PP |
2,360.25 |
2,343.00 |
| S1 |
2,353.00 |
2,327.00 |
|