| Trading Metrics calculated at close of trading on 17-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2011 |
17-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
11,478.97 |
11,643.35 |
164.38 |
1.4% |
11,104.56 |
| High |
11,646.83 |
11,643.35 |
-3.48 |
0.0% |
11,646.83 |
| Low |
11,478.66 |
11,378.35 |
-100.31 |
-0.9% |
11,104.56 |
| Close |
11,644.49 |
11,397.00 |
-247.49 |
-2.1% |
11,644.49 |
| Range |
168.17 |
265.00 |
96.83 |
57.6% |
542.27 |
| ATR |
247.96 |
249.26 |
1.30 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,267.90 |
12,097.45 |
11,542.75 |
|
| R3 |
12,002.90 |
11,832.45 |
11,469.88 |
|
| R2 |
11,737.90 |
11,737.90 |
11,445.58 |
|
| R1 |
11,567.45 |
11,567.45 |
11,421.29 |
11,520.18 |
| PP |
11,472.90 |
11,472.90 |
11,472.90 |
11,449.26 |
| S1 |
11,302.45 |
11,302.45 |
11,372.71 |
11,255.18 |
| S2 |
11,207.90 |
11,207.90 |
11,348.42 |
|
| S3 |
10,942.90 |
11,037.45 |
11,324.13 |
|
| S4 |
10,677.90 |
10,772.45 |
11,251.25 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,092.10 |
12,910.57 |
11,942.74 |
|
| R3 |
12,549.83 |
12,368.30 |
11,793.61 |
|
| R2 |
12,007.56 |
12,007.56 |
11,743.91 |
|
| R1 |
11,826.03 |
11,826.03 |
11,694.20 |
11,916.80 |
| PP |
11,465.29 |
11,465.29 |
11,465.29 |
11,510.68 |
| S1 |
11,283.76 |
11,283.76 |
11,594.78 |
11,374.53 |
| S2 |
10,923.02 |
10,923.02 |
11,545.07 |
|
| S3 |
10,380.75 |
10,741.49 |
11,495.37 |
|
| S4 |
9,838.48 |
10,199.22 |
11,346.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,646.83 |
11,365.67 |
281.16 |
2.5% |
172.73 |
1.5% |
11% |
False |
False |
|
| 10 |
11,646.83 |
10,404.49 |
1,242.34 |
10.9% |
228.10 |
2.0% |
80% |
False |
False |
|
| 20 |
11,646.83 |
10,404.49 |
1,242.34 |
10.9% |
264.35 |
2.3% |
80% |
False |
False |
|
| 40 |
11,716.84 |
10,404.49 |
1,312.35 |
11.5% |
258.90 |
2.3% |
76% |
False |
False |
|
| 60 |
12,679.95 |
10,404.49 |
2,275.46 |
20.0% |
280.15 |
2.5% |
44% |
False |
False |
|
| 80 |
12,753.89 |
10,404.49 |
2,349.40 |
20.6% |
245.50 |
2.2% |
42% |
False |
False |
|
| 100 |
12,753.89 |
10,404.49 |
2,349.40 |
20.6% |
224.18 |
2.0% |
42% |
False |
False |
|
| 120 |
12,876.00 |
10,404.49 |
2,471.51 |
21.7% |
208.57 |
1.8% |
40% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,769.60 |
|
2.618 |
12,337.12 |
|
1.618 |
12,072.12 |
|
1.000 |
11,908.35 |
|
0.618 |
11,807.12 |
|
HIGH |
11,643.35 |
|
0.618 |
11,542.12 |
|
0.500 |
11,510.85 |
|
0.382 |
11,479.58 |
|
LOW |
11,378.35 |
|
0.618 |
11,214.58 |
|
1.000 |
11,113.35 |
|
1.618 |
10,949.58 |
|
2.618 |
10,684.58 |
|
4.250 |
10,252.10 |
|
|
| Fisher Pivots for day following 17-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,510.85 |
11,512.33 |
| PP |
11,472.90 |
11,473.88 |
| S1 |
11,434.95 |
11,435.44 |
|