| 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 |
2,343.0 |
2,322.0 |
-21.0 |
-0.9% |
2,360.0 |
| High |
2,360.0 |
2,363.0 |
3.0 |
0.1% |
2,381.0 |
| Low |
2,314.0 |
2,302.0 |
-12.0 |
-0.5% |
2,256.0 |
| Close |
2,328.0 |
2,320.0 |
-8.0 |
-0.3% |
2,322.0 |
| Range |
46.0 |
61.0 |
15.0 |
32.6% |
125.0 |
| ATR |
71.1 |
70.4 |
-0.7 |
-1.0% |
0.0 |
| Volume |
1,382 |
29,949 |
28,567 |
2,067.1% |
42,763 |
|
| Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,511.3 |
2,476.7 |
2,353.6 |
|
| R3 |
2,450.3 |
2,415.7 |
2,336.8 |
|
| R2 |
2,389.3 |
2,389.3 |
2,331.2 |
|
| R1 |
2,354.7 |
2,354.7 |
2,325.6 |
2,341.5 |
| PP |
2,328.3 |
2,328.3 |
2,328.3 |
2,321.8 |
| S1 |
2,293.7 |
2,293.7 |
2,314.4 |
2,280.5 |
| S2 |
2,267.3 |
2,267.3 |
2,308.8 |
|
| S3 |
2,206.3 |
2,232.7 |
2,303.2 |
|
| S4 |
2,145.3 |
2,171.7 |
2,286.5 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,694.7 |
2,633.3 |
2,390.8 |
|
| R3 |
2,569.7 |
2,508.3 |
2,356.4 |
|
| R2 |
2,444.7 |
2,444.7 |
2,344.9 |
|
| R1 |
2,383.3 |
2,383.3 |
2,333.5 |
2,351.5 |
| PP |
2,319.7 |
2,319.7 |
2,319.7 |
2,303.8 |
| S1 |
2,258.3 |
2,258.3 |
2,310.5 |
2,226.5 |
| S2 |
2,194.7 |
2,194.7 |
2,299.1 |
|
| S3 |
2,069.7 |
2,133.3 |
2,287.6 |
|
| S4 |
1,944.7 |
2,008.3 |
2,253.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,363.0 |
2,256.0 |
107.0 |
4.6% |
53.2 |
2.3% |
60% |
True |
False |
6,836 |
| 10 |
2,381.0 |
2,256.0 |
125.0 |
5.4% |
60.2 |
2.6% |
51% |
False |
False |
7,927 |
| 20 |
2,381.0 |
2,043.0 |
338.0 |
14.6% |
62.9 |
2.7% |
82% |
False |
False |
7,339 |
| 40 |
2,381.0 |
1,927.0 |
454.0 |
19.6% |
71.1 |
3.1% |
87% |
False |
False |
13,241 |
| 60 |
2,531.0 |
1,927.0 |
604.0 |
26.0% |
78.0 |
3.4% |
65% |
False |
False |
9,167 |
| 80 |
2,869.0 |
1,927.0 |
942.0 |
40.6% |
71.0 |
3.1% |
42% |
False |
False |
7,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,622.3 |
|
2.618 |
2,522.7 |
|
1.618 |
2,461.7 |
|
1.000 |
2,424.0 |
|
0.618 |
2,400.7 |
|
HIGH |
2,363.0 |
|
0.618 |
2,339.7 |
|
0.500 |
2,332.5 |
|
0.382 |
2,325.3 |
|
LOW |
2,302.0 |
|
0.618 |
2,264.3 |
|
1.000 |
2,241.0 |
|
1.618 |
2,203.3 |
|
2.618 |
2,142.3 |
|
4.250 |
2,042.8 |
|
|
| Fisher Pivots for day following 26-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,332.5 |
2,332.5 |
| PP |
2,328.3 |
2,328.3 |
| S1 |
2,324.2 |
2,324.2 |
|