| 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 |
1,219.00 |
1,235.50 |
16.50 |
1.4% |
1,213.75 |
| High |
1,236.00 |
1,283.00 |
47.00 |
3.8% |
1,229.75 |
| Low |
1,210.75 |
1,232.25 |
21.50 |
1.8% |
1,179.75 |
| Close |
1,231.50 |
1,276.50 |
45.00 |
3.7% |
1,229.00 |
| Range |
25.25 |
50.75 |
25.50 |
101.0% |
50.00 |
| ATR |
31.39 |
32.82 |
1.44 |
4.6% |
0.00 |
| Volume |
2,596 |
2,197 |
-399 |
-15.4% |
12,452 |
|
| Daily Pivots for day following 27-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,416.25 |
1,397.00 |
1,304.50 |
|
| R3 |
1,365.50 |
1,346.25 |
1,290.50 |
|
| R2 |
1,314.75 |
1,314.75 |
1,285.75 |
|
| R1 |
1,295.50 |
1,295.50 |
1,281.25 |
1,305.00 |
| PP |
1,264.00 |
1,264.00 |
1,264.00 |
1,268.75 |
| S1 |
1,244.75 |
1,244.75 |
1,271.75 |
1,254.50 |
| S2 |
1,213.25 |
1,213.25 |
1,267.25 |
|
| S3 |
1,162.50 |
1,194.00 |
1,262.50 |
|
| S4 |
1,111.75 |
1,143.25 |
1,248.50 |
|
|
| 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 |
1,283.00 |
1,202.50 |
80.50 |
6.3% |
32.00 |
2.5% |
92% |
True |
False |
1,691 |
| 10 |
1,283.00 |
1,179.75 |
103.25 |
8.1% |
31.75 |
2.5% |
94% |
True |
False |
2,264 |
| 20 |
1,283.00 |
1,062.00 |
221.00 |
17.3% |
32.50 |
2.5% |
97% |
True |
False |
2,029 |
| 40 |
1,283.00 |
1,062.00 |
221.00 |
17.3% |
33.00 |
2.6% |
97% |
True |
False |
1,345 |
| 60 |
1,283.00 |
1,062.00 |
221.00 |
17.3% |
36.50 |
2.9% |
97% |
True |
False |
944 |
| 80 |
1,342.75 |
1,062.00 |
280.75 |
22.0% |
32.50 |
2.5% |
76% |
False |
False |
714 |
| 100 |
1,342.75 |
1,062.00 |
280.75 |
22.0% |
28.50 |
2.2% |
76% |
False |
False |
572 |
| 120 |
1,342.75 |
1,062.00 |
280.75 |
22.0% |
24.00 |
1.9% |
76% |
False |
False |
478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,498.75 |
|
2.618 |
1,415.75 |
|
1.618 |
1,365.00 |
|
1.000 |
1,333.75 |
|
0.618 |
1,314.25 |
|
HIGH |
1,283.00 |
|
0.618 |
1,263.50 |
|
0.500 |
1,257.50 |
|
0.382 |
1,251.75 |
|
LOW |
1,232.25 |
|
0.618 |
1,201.00 |
|
1.000 |
1,181.50 |
|
1.618 |
1,150.25 |
|
2.618 |
1,099.50 |
|
4.250 |
1,016.50 |
|
|
| Fisher Pivots for day following 27-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,270.25 |
1,266.50 |
| PP |
1,264.00 |
1,256.75 |
| S1 |
1,257.50 |
1,247.00 |
|