| Trading Metrics calculated at close of trading on 26-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2011 |
26-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,375.00 |
2,323.25 |
-51.75 |
-2.2% |
2,367.25 |
| High |
2,386.75 |
2,350.25 |
-36.50 |
-1.5% |
2,388.50 |
| Low |
2,316.00 |
2,287.00 |
-29.00 |
-1.3% |
2,268.50 |
| Close |
2,321.75 |
2,326.50 |
4.75 |
0.2% |
2,334.25 |
| Range |
70.75 |
63.25 |
-7.50 |
-10.6% |
120.00 |
| ATR |
64.37 |
64.29 |
-0.08 |
-0.1% |
0.00 |
| Volume |
325,017 |
322,352 |
-2,665 |
-0.8% |
1,637,020 |
|
| Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,511.00 |
2,482.00 |
2,361.25 |
|
| R3 |
2,447.75 |
2,418.75 |
2,344.00 |
|
| R2 |
2,384.50 |
2,384.50 |
2,338.00 |
|
| R1 |
2,355.50 |
2,355.50 |
2,332.25 |
2,370.00 |
| PP |
2,321.25 |
2,321.25 |
2,321.25 |
2,328.50 |
| S1 |
2,292.25 |
2,292.25 |
2,320.75 |
2,306.75 |
| S2 |
2,258.00 |
2,258.00 |
2,315.00 |
|
| S3 |
2,194.75 |
2,229.00 |
2,309.00 |
|
| S4 |
2,131.50 |
2,165.75 |
2,291.75 |
|
|
| 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% |
62.75 |
2.7% |
49% |
False |
False |
299,320 |
| 10 |
2,388.50 |
2,268.50 |
120.00 |
5.2% |
61.00 |
2.6% |
48% |
False |
False |
311,631 |
| 20 |
2,388.50 |
2,035.75 |
352.75 |
15.2% |
66.25 |
2.8% |
82% |
False |
False |
340,608 |
| 40 |
2,388.50 |
2,035.75 |
352.75 |
15.2% |
64.50 |
2.8% |
82% |
False |
False |
303,073 |
| 60 |
2,388.50 |
1,964.00 |
424.50 |
18.2% |
71.00 |
3.1% |
85% |
False |
False |
202,247 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
20.0% |
64.25 |
2.8% |
78% |
False |
False |
151,783 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
20.0% |
56.75 |
2.4% |
78% |
False |
False |
121,435 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
20.0% |
47.75 |
2.1% |
78% |
False |
False |
101,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,619.00 |
|
2.618 |
2,515.75 |
|
1.618 |
2,452.50 |
|
1.000 |
2,413.50 |
|
0.618 |
2,389.25 |
|
HIGH |
2,350.25 |
|
0.618 |
2,326.00 |
|
0.500 |
2,318.50 |
|
0.382 |
2,311.25 |
|
LOW |
2,287.00 |
|
0.618 |
2,248.00 |
|
1.000 |
2,223.75 |
|
1.618 |
2,184.75 |
|
2.618 |
2,121.50 |
|
4.250 |
2,018.25 |
|
|
| Fisher Pivots for day following 26-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,324.00 |
2,337.00 |
| PP |
2,321.25 |
2,333.50 |
| S1 |
2,318.50 |
2,330.00 |
|