| Trading Metrics calculated at close of trading on 28-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2011 |
28-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,329.75 |
2,393.75 |
64.00 |
2.7% |
2,326.75 |
| High |
2,408.75 |
2,401.75 |
-7.00 |
-0.3% |
2,408.75 |
| Low |
2,329.00 |
2,378.50 |
49.50 |
2.1% |
2,287.00 |
| Close |
2,393.75 |
2,396.50 |
2.75 |
0.1% |
2,396.50 |
| Range |
79.75 |
23.25 |
-56.50 |
-70.8% |
121.75 |
| ATR |
65.58 |
62.55 |
-3.02 |
-4.6% |
0.00 |
| Volume |
329,377 |
213,787 |
-115,590 |
-35.1% |
1,432,293 |
|
| Daily Pivots for day following 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,462.00 |
2,452.50 |
2,409.25 |
|
| R3 |
2,438.75 |
2,429.25 |
2,403.00 |
|
| R2 |
2,415.50 |
2,415.50 |
2,400.75 |
|
| R1 |
2,406.00 |
2,406.00 |
2,398.75 |
2,410.75 |
| PP |
2,392.25 |
2,392.25 |
2,392.25 |
2,394.50 |
| S1 |
2,382.75 |
2,382.75 |
2,394.25 |
2,387.50 |
| S2 |
2,369.00 |
2,369.00 |
2,392.25 |
|
| S3 |
2,345.75 |
2,359.50 |
2,390.00 |
|
| S4 |
2,322.50 |
2,336.25 |
2,383.75 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,729.25 |
2,684.75 |
2,463.50 |
|
| R3 |
2,607.50 |
2,563.00 |
2,430.00 |
|
| R2 |
2,485.75 |
2,485.75 |
2,418.75 |
|
| R1 |
2,441.25 |
2,441.25 |
2,407.75 |
2,463.50 |
| PP |
2,364.00 |
2,364.00 |
2,364.00 |
2,375.25 |
| S1 |
2,319.50 |
2,319.50 |
2,385.25 |
2,341.75 |
| S2 |
2,242.25 |
2,242.25 |
2,374.25 |
|
| S3 |
2,120.50 |
2,197.75 |
2,363.00 |
|
| S4 |
1,998.75 |
2,076.00 |
2,329.50 |
|
|
| 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% |
60.50 |
2.5% |
90% |
False |
False |
286,458 |
| 10 |
2,408.75 |
2,268.50 |
140.25 |
5.9% |
61.75 |
2.6% |
91% |
False |
False |
306,931 |
| 20 |
2,408.75 |
2,035.75 |
373.00 |
15.6% |
62.00 |
2.6% |
97% |
False |
False |
328,177 |
| 40 |
2,408.75 |
2,035.75 |
373.00 |
15.6% |
64.75 |
2.7% |
97% |
False |
False |
316,590 |
| 60 |
2,408.75 |
1,964.00 |
444.75 |
18.6% |
69.75 |
2.9% |
97% |
False |
False |
211,281 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
19.4% |
64.75 |
2.7% |
93% |
False |
False |
158,571 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
19.4% |
57.75 |
2.4% |
93% |
False |
False |
126,867 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
19.4% |
48.75 |
2.0% |
93% |
False |
False |
105,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,500.50 |
|
2.618 |
2,462.50 |
|
1.618 |
2,439.25 |
|
1.000 |
2,425.00 |
|
0.618 |
2,416.00 |
|
HIGH |
2,401.75 |
|
0.618 |
2,392.75 |
|
0.500 |
2,390.00 |
|
0.382 |
2,387.50 |
|
LOW |
2,378.50 |
|
0.618 |
2,364.25 |
|
1.000 |
2,355.25 |
|
1.618 |
2,341.00 |
|
2.618 |
2,317.75 |
|
4.250 |
2,279.75 |
|
|
| Fisher Pivots for day following 28-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,394.50 |
2,380.25 |
| PP |
2,392.25 |
2,364.00 |
| S1 |
2,390.00 |
2,348.00 |
|