| Trading Metrics calculated at close of trading on 27-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2011 |
27-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,323.25 |
2,329.75 |
6.50 |
0.3% |
2,367.25 |
| High |
2,350.25 |
2,408.75 |
58.50 |
2.5% |
2,388.50 |
| Low |
2,287.00 |
2,329.00 |
42.00 |
1.8% |
2,268.50 |
| Close |
2,326.50 |
2,393.75 |
67.25 |
2.9% |
2,334.25 |
| Range |
63.25 |
79.75 |
16.50 |
26.1% |
120.00 |
| ATR |
64.29 |
65.58 |
1.28 |
2.0% |
0.00 |
| Volume |
322,352 |
329,377 |
7,025 |
2.2% |
1,637,020 |
|
| Daily Pivots for day following 27-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,616.50 |
2,584.75 |
2,437.50 |
|
| R3 |
2,536.75 |
2,505.00 |
2,415.75 |
|
| R2 |
2,457.00 |
2,457.00 |
2,408.25 |
|
| R1 |
2,425.25 |
2,425.25 |
2,401.00 |
2,441.00 |
| PP |
2,377.25 |
2,377.25 |
2,377.25 |
2,385.00 |
| S1 |
2,345.50 |
2,345.50 |
2,386.50 |
2,361.50 |
| S2 |
2,297.50 |
2,297.50 |
2,379.25 |
|
| S3 |
2,217.75 |
2,265.75 |
2,371.75 |
|
| S4 |
2,138.00 |
2,186.00 |
2,350.00 |
|
|
| 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 |
2,408.75 |
2,287.00 |
121.75 |
5.1% |
65.75 |
2.7% |
88% |
True |
False |
295,645 |
| 10 |
2,408.75 |
2,268.50 |
140.25 |
5.9% |
64.25 |
2.7% |
89% |
True |
False |
312,996 |
| 20 |
2,408.75 |
2,035.75 |
373.00 |
15.6% |
64.75 |
2.7% |
96% |
True |
False |
336,821 |
| 40 |
2,408.75 |
2,035.75 |
373.00 |
15.6% |
65.50 |
2.7% |
96% |
True |
False |
311,272 |
| 60 |
2,408.75 |
1,964.00 |
444.75 |
18.6% |
71.50 |
3.0% |
97% |
True |
False |
207,729 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
19.4% |
65.00 |
2.7% |
92% |
False |
False |
155,900 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
19.4% |
57.50 |
2.4% |
92% |
False |
False |
124,729 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
19.4% |
48.50 |
2.0% |
92% |
False |
False |
103,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,747.75 |
|
2.618 |
2,617.50 |
|
1.618 |
2,537.75 |
|
1.000 |
2,488.50 |
|
0.618 |
2,458.00 |
|
HIGH |
2,408.75 |
|
0.618 |
2,378.25 |
|
0.500 |
2,369.00 |
|
0.382 |
2,359.50 |
|
LOW |
2,329.00 |
|
0.618 |
2,279.75 |
|
1.000 |
2,249.25 |
|
1.618 |
2,200.00 |
|
2.618 |
2,120.25 |
|
4.250 |
1,990.00 |
|
|
| Fisher Pivots for day following 27-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,385.50 |
2,378.50 |
| PP |
2,377.25 |
2,363.25 |
| S1 |
2,369.00 |
2,348.00 |
|