| 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 |
11,824 |
11,668 |
-156 |
-1.3% |
11,559 |
| High |
11,882 |
11,833 |
-49 |
-0.4% |
11,763 |
| Low |
11,623 |
11,632 |
9 |
0.1% |
11,219 |
| Close |
11,662 |
11,802 |
140 |
1.2% |
11,757 |
| Range |
259 |
201 |
-58 |
-22.4% |
544 |
| ATR |
275 |
269 |
-5 |
-1.9% |
0 |
| Volume |
147,788 |
141,154 |
-6,634 |
-4.5% |
672,224 |
|
| Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,359 |
12,281 |
11,913 |
|
| R3 |
12,158 |
12,080 |
11,857 |
|
| R2 |
11,957 |
11,957 |
11,839 |
|
| R1 |
11,879 |
11,879 |
11,821 |
11,918 |
| PP |
11,756 |
11,756 |
11,756 |
11,775 |
| S1 |
11,678 |
11,678 |
11,784 |
11,717 |
| S2 |
11,555 |
11,555 |
11,765 |
|
| S3 |
11,354 |
11,477 |
11,747 |
|
| S4 |
11,153 |
11,276 |
11,692 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,212 |
13,028 |
12,056 |
|
| R3 |
12,668 |
12,484 |
11,907 |
|
| R2 |
12,124 |
12,124 |
11,857 |
|
| R1 |
11,940 |
11,940 |
11,807 |
12,032 |
| PP |
11,580 |
11,580 |
11,580 |
11,626 |
| S1 |
11,396 |
11,396 |
11,707 |
11,488 |
| S2 |
11,036 |
11,036 |
11,657 |
|
| S3 |
10,492 |
10,852 |
11,608 |
|
| S4 |
9,948 |
10,308 |
11,458 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,882 |
11,330 |
552 |
4.7% |
231 |
2.0% |
86% |
False |
False |
130,703 |
| 10 |
11,882 |
11,219 |
663 |
5.6% |
245 |
2.1% |
88% |
False |
False |
129,031 |
| 20 |
11,882 |
10,328 |
1,554 |
13.2% |
266 |
2.3% |
95% |
False |
False |
138,235 |
| 40 |
11,882 |
10,328 |
1,554 |
13.2% |
286 |
2.4% |
95% |
False |
False |
122,526 |
| 60 |
11,882 |
10,328 |
1,554 |
13.2% |
314 |
2.7% |
95% |
False |
False |
81,776 |
| 80 |
12,675 |
10,328 |
2,347 |
19.9% |
280 |
2.4% |
63% |
False |
False |
61,354 |
| 100 |
12,675 |
10,328 |
2,347 |
19.9% |
246 |
2.1% |
63% |
False |
False |
49,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,687 |
|
2.618 |
12,359 |
|
1.618 |
12,158 |
|
1.000 |
12,034 |
|
0.618 |
11,957 |
|
HIGH |
11,833 |
|
0.618 |
11,756 |
|
0.500 |
11,733 |
|
0.382 |
11,709 |
|
LOW |
11,632 |
|
0.618 |
11,508 |
|
1.000 |
11,431 |
|
1.618 |
11,307 |
|
2.618 |
11,106 |
|
4.250 |
10,778 |
|
|
| Fisher Pivots for day following 26-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,779 |
11,786 |
| PP |
11,756 |
11,769 |
| S1 |
11,733 |
11,753 |
|