| Trading Metrics calculated at close of trading on 24-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2011 |
24-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1,202.50 |
1,221.00 |
18.50 |
1.5% |
1,213.75 |
| High |
1,229.75 |
1,246.50 |
16.75 |
1.4% |
1,229.75 |
| Low |
1,202.50 |
1,221.00 |
18.50 |
1.5% |
1,179.75 |
| Close |
1,229.00 |
1,241.00 |
12.00 |
1.0% |
1,229.00 |
| Range |
27.25 |
25.50 |
-1.75 |
-6.4% |
50.00 |
| ATR |
32.36 |
31.87 |
-0.49 |
-1.5% |
0.00 |
| Volume |
1,425 |
994 |
-431 |
-30.2% |
12,452 |
|
| Daily Pivots for day following 24-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,312.75 |
1,302.25 |
1,255.00 |
|
| R3 |
1,287.25 |
1,276.75 |
1,248.00 |
|
| R2 |
1,261.75 |
1,261.75 |
1,245.75 |
|
| R1 |
1,251.25 |
1,251.25 |
1,243.25 |
1,256.50 |
| PP |
1,236.25 |
1,236.25 |
1,236.25 |
1,238.75 |
| S1 |
1,225.75 |
1,225.75 |
1,238.75 |
1,231.00 |
| S2 |
1,210.75 |
1,210.75 |
1,236.25 |
|
| S3 |
1,185.25 |
1,200.25 |
1,234.00 |
|
| S4 |
1,159.75 |
1,174.75 |
1,227.00 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,362.75 |
1,346.00 |
1,256.50 |
|
| R3 |
1,312.75 |
1,296.00 |
1,242.75 |
|
| R2 |
1,262.75 |
1,262.75 |
1,238.25 |
|
| R1 |
1,246.00 |
1,246.00 |
1,233.50 |
1,254.50 |
| PP |
1,212.75 |
1,212.75 |
1,212.75 |
1,217.00 |
| S1 |
1,196.00 |
1,196.00 |
1,224.50 |
1,204.50 |
| S2 |
1,162.75 |
1,162.75 |
1,219.75 |
|
| S3 |
1,112.75 |
1,146.00 |
1,215.25 |
|
| S4 |
1,062.75 |
1,096.00 |
1,201.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,246.50 |
1,179.75 |
66.75 |
5.4% |
29.00 |
2.3% |
92% |
True |
False |
2,405 |
| 10 |
1,246.50 |
1,175.00 |
71.50 |
5.8% |
27.50 |
2.2% |
92% |
True |
False |
2,035 |
| 20 |
1,246.50 |
1,062.00 |
184.50 |
14.9% |
32.50 |
2.6% |
97% |
True |
False |
1,983 |
| 40 |
1,246.50 |
1,062.00 |
184.50 |
14.9% |
32.50 |
2.6% |
97% |
True |
False |
1,202 |
| 60 |
1,297.75 |
1,062.00 |
235.75 |
19.0% |
36.25 |
2.9% |
76% |
False |
False |
844 |
| 80 |
1,342.75 |
1,062.00 |
280.75 |
22.6% |
31.75 |
2.6% |
64% |
False |
False |
639 |
| 100 |
1,342.75 |
1,062.00 |
280.75 |
22.6% |
27.25 |
2.2% |
64% |
False |
False |
512 |
| 120 |
1,342.75 |
1,062.00 |
280.75 |
22.6% |
23.25 |
1.9% |
64% |
False |
False |
427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,355.00 |
|
2.618 |
1,313.25 |
|
1.618 |
1,287.75 |
|
1.000 |
1,272.00 |
|
0.618 |
1,262.25 |
|
HIGH |
1,246.50 |
|
0.618 |
1,236.75 |
|
0.500 |
1,233.75 |
|
0.382 |
1,230.75 |
|
LOW |
1,221.00 |
|
0.618 |
1,205.25 |
|
1.000 |
1,195.50 |
|
1.618 |
1,179.75 |
|
2.618 |
1,154.25 |
|
4.250 |
1,112.50 |
|
|
| Fisher Pivots for day following 24-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,238.50 |
1,232.75 |
| PP |
1,236.25 |
1,224.75 |
| S1 |
1,233.75 |
1,216.50 |
|