| Trading Metrics calculated at close of trading on 19-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2011 |
19-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
11,396.17 |
11,577.54 |
181.37 |
1.6% |
11,104.56 |
| High |
11,652.74 |
11,633.70 |
-19.04 |
-0.2% |
11,646.83 |
| Low |
11,296.12 |
11,469.17 |
173.05 |
1.5% |
11,104.56 |
| Close |
11,577.05 |
11,504.62 |
-72.43 |
-0.6% |
11,644.49 |
| Range |
356.62 |
164.53 |
-192.09 |
-53.9% |
542.27 |
| ATR |
256.93 |
250.33 |
-6.60 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,029.42 |
11,931.55 |
11,595.11 |
|
| R3 |
11,864.89 |
11,767.02 |
11,549.87 |
|
| R2 |
11,700.36 |
11,700.36 |
11,534.78 |
|
| R1 |
11,602.49 |
11,602.49 |
11,519.70 |
11,569.16 |
| PP |
11,535.83 |
11,535.83 |
11,535.83 |
11,519.17 |
| S1 |
11,437.96 |
11,437.96 |
11,489.54 |
11,404.63 |
| S2 |
11,371.30 |
11,371.30 |
11,474.46 |
|
| S3 |
11,206.77 |
11,273.43 |
11,459.37 |
|
| S4 |
11,042.24 |
11,108.90 |
11,414.13 |
|
|
| 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 |
11,652.74 |
11,296.12 |
356.62 |
3.1% |
218.92 |
1.9% |
58% |
False |
False |
|
| 10 |
11,652.74 |
10,858.67 |
794.07 |
6.9% |
216.84 |
1.9% |
81% |
False |
False |
|
| 20 |
11,652.74 |
10,404.49 |
1,248.25 |
10.8% |
265.06 |
2.3% |
88% |
False |
False |
|
| 40 |
11,716.84 |
10,404.49 |
1,312.35 |
11.4% |
258.86 |
2.3% |
84% |
False |
False |
|
| 60 |
12,498.65 |
10,404.49 |
2,094.16 |
18.2% |
284.70 |
2.5% |
53% |
False |
False |
|
| 80 |
12,753.89 |
10,404.49 |
2,349.40 |
20.4% |
248.31 |
2.2% |
47% |
False |
False |
|
| 100 |
12,753.89 |
10,404.49 |
2,349.40 |
20.4% |
227.29 |
2.0% |
47% |
False |
False |
|
| 120 |
12,876.00 |
10,404.49 |
2,471.51 |
21.5% |
211.39 |
1.8% |
45% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,332.95 |
|
2.618 |
12,064.44 |
|
1.618 |
11,899.91 |
|
1.000 |
11,798.23 |
|
0.618 |
11,735.38 |
|
HIGH |
11,633.70 |
|
0.618 |
11,570.85 |
|
0.500 |
11,551.44 |
|
0.382 |
11,532.02 |
|
LOW |
11,469.17 |
|
0.618 |
11,367.49 |
|
1.000 |
11,304.64 |
|
1.618 |
11,202.96 |
|
2.618 |
11,038.43 |
|
4.250 |
10,769.92 |
|
|
| Fisher Pivots for day following 19-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,551.44 |
11,494.56 |
| PP |
11,535.83 |
11,484.49 |
| S1 |
11,520.23 |
11,474.43 |
|