| Trading Metrics calculated at close of trading on 25-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2011 |
25-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,326.75 |
2,375.00 |
48.25 |
2.1% |
2,367.25 |
| High |
2,385.75 |
2,386.75 |
1.00 |
0.0% |
2,388.50 |
| Low |
2,320.25 |
2,316.00 |
-4.25 |
-0.2% |
2,268.50 |
| Close |
2,374.75 |
2,321.75 |
-53.00 |
-2.2% |
2,334.25 |
| Range |
65.50 |
70.75 |
5.25 |
8.0% |
120.00 |
| ATR |
63.88 |
64.37 |
0.49 |
0.8% |
0.00 |
| Volume |
241,760 |
325,017 |
83,257 |
34.4% |
1,637,020 |
|
| Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,553.75 |
2,508.50 |
2,360.75 |
|
| R3 |
2,483.00 |
2,437.75 |
2,341.25 |
|
| R2 |
2,412.25 |
2,412.25 |
2,334.75 |
|
| R1 |
2,367.00 |
2,367.00 |
2,328.25 |
2,354.25 |
| PP |
2,341.50 |
2,341.50 |
2,341.50 |
2,335.00 |
| S1 |
2,296.25 |
2,296.25 |
2,315.25 |
2,283.50 |
| S2 |
2,270.75 |
2,270.75 |
2,308.75 |
|
| S3 |
2,200.00 |
2,225.50 |
2,302.25 |
|
| S4 |
2,129.25 |
2,154.75 |
2,282.75 |
|
|
| 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 |
2,386.75 |
2,268.50 |
118.25 |
5.1% |
62.50 |
2.7% |
45% |
True |
False |
301,423 |
| 10 |
2,388.50 |
2,268.50 |
120.00 |
5.2% |
60.00 |
2.6% |
44% |
False |
False |
309,882 |
| 20 |
2,388.50 |
2,035.75 |
352.75 |
15.2% |
66.25 |
2.8% |
81% |
False |
False |
340,774 |
| 40 |
2,388.50 |
2,035.75 |
352.75 |
15.2% |
64.25 |
2.8% |
81% |
False |
False |
295,041 |
| 60 |
2,388.50 |
1,964.00 |
424.50 |
18.3% |
71.25 |
3.1% |
84% |
False |
False |
196,880 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
20.0% |
63.75 |
2.7% |
77% |
False |
False |
147,754 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
20.0% |
56.25 |
2.4% |
77% |
False |
False |
118,212 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
20.0% |
47.25 |
2.0% |
77% |
False |
False |
98,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,687.50 |
|
2.618 |
2,572.00 |
|
1.618 |
2,501.25 |
|
1.000 |
2,457.50 |
|
0.618 |
2,430.50 |
|
HIGH |
2,386.75 |
|
0.618 |
2,359.75 |
|
0.500 |
2,351.50 |
|
0.382 |
2,343.00 |
|
LOW |
2,316.00 |
|
0.618 |
2,272.25 |
|
1.000 |
2,245.25 |
|
1.618 |
2,201.50 |
|
2.618 |
2,130.75 |
|
4.250 |
2,015.25 |
|
|
| Fisher Pivots for day following 25-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,351.50 |
2,341.50 |
| PP |
2,341.50 |
2,334.75 |
| S1 |
2,331.50 |
2,328.25 |
|