| 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 |
2,322.0 |
2,386.0 |
64.0 |
2.8% |
2,360.0 |
| High |
2,363.0 |
2,503.0 |
140.0 |
5.9% |
2,381.0 |
| Low |
2,302.0 |
2,383.0 |
81.0 |
3.5% |
2,256.0 |
| Close |
2,320.0 |
2,462.0 |
142.0 |
6.1% |
2,322.0 |
| Range |
61.0 |
120.0 |
59.0 |
96.7% |
125.0 |
| ATR |
70.4 |
78.5 |
8.0 |
11.4% |
0.0 |
| Volume |
29,949 |
24,738 |
-5,211 |
-17.4% |
42,763 |
|
| Daily Pivots for day following 27-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,809.3 |
2,755.7 |
2,528.0 |
|
| R3 |
2,689.3 |
2,635.7 |
2,495.0 |
|
| R2 |
2,569.3 |
2,569.3 |
2,484.0 |
|
| R1 |
2,515.7 |
2,515.7 |
2,473.0 |
2,542.5 |
| PP |
2,449.3 |
2,449.3 |
2,449.3 |
2,462.8 |
| S1 |
2,395.7 |
2,395.7 |
2,451.0 |
2,422.5 |
| S2 |
2,329.3 |
2,329.3 |
2,440.0 |
|
| S3 |
2,209.3 |
2,275.7 |
2,429.0 |
|
| S4 |
2,089.3 |
2,155.7 |
2,396.0 |
|
|
| 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 |
2,503.0 |
2,271.0 |
232.0 |
9.4% |
66.6 |
2.7% |
82% |
True |
False |
11,633 |
| 10 |
2,503.0 |
2,256.0 |
247.0 |
10.0% |
65.9 |
2.7% |
83% |
True |
False |
10,063 |
| 20 |
2,503.0 |
2,043.0 |
460.0 |
18.7% |
65.5 |
2.7% |
91% |
True |
False |
8,566 |
| 40 |
2,503.0 |
1,927.0 |
576.0 |
23.4% |
72.6 |
2.9% |
93% |
True |
False |
13,745 |
| 60 |
2,503.0 |
1,927.0 |
576.0 |
23.4% |
77.5 |
3.1% |
93% |
True |
False |
9,575 |
| 80 |
2,858.0 |
1,927.0 |
931.0 |
37.8% |
72.2 |
2.9% |
57% |
False |
False |
7,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,013.0 |
|
2.618 |
2,817.2 |
|
1.618 |
2,697.2 |
|
1.000 |
2,623.0 |
|
0.618 |
2,577.2 |
|
HIGH |
2,503.0 |
|
0.618 |
2,457.2 |
|
0.500 |
2,443.0 |
|
0.382 |
2,428.8 |
|
LOW |
2,383.0 |
|
0.618 |
2,308.8 |
|
1.000 |
2,263.0 |
|
1.618 |
2,188.8 |
|
2.618 |
2,068.8 |
|
4.250 |
1,873.0 |
|
|
| Fisher Pivots for day following 27-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,455.7 |
2,442.2 |
| PP |
2,449.3 |
2,422.3 |
| S1 |
2,443.0 |
2,402.5 |
|