| 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 |
11,543.22 |
11,807.96 |
264.74 |
2.3% |
11,643.35 |
| High |
11,812.46 |
11,940.75 |
128.29 |
1.1% |
11,812.46 |
| Low |
11,542.84 |
11,805.77 |
262.93 |
2.3% |
11,296.12 |
| Close |
11,808.79 |
11,913.62 |
104.83 |
0.9% |
11,808.79 |
| Range |
269.62 |
134.98 |
-134.64 |
-49.9% |
516.34 |
| ATR |
247.79 |
239.73 |
-8.06 |
-3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,291.65 |
12,237.62 |
11,987.86 |
|
| R3 |
12,156.67 |
12,102.64 |
11,950.74 |
|
| R2 |
12,021.69 |
12,021.69 |
11,938.37 |
|
| R1 |
11,967.66 |
11,967.66 |
11,925.99 |
11,994.68 |
| PP |
11,886.71 |
11,886.71 |
11,886.71 |
11,900.22 |
| S1 |
11,832.68 |
11,832.68 |
11,901.25 |
11,859.70 |
| S2 |
11,751.73 |
11,751.73 |
11,888.87 |
|
| S3 |
11,616.75 |
11,697.70 |
11,876.50 |
|
| S4 |
11,481.77 |
11,562.72 |
11,839.38 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,188.14 |
13,014.81 |
12,092.78 |
|
| R3 |
12,671.80 |
12,498.47 |
11,950.78 |
|
| R2 |
12,155.46 |
12,155.46 |
11,903.45 |
|
| R1 |
11,982.13 |
11,982.13 |
11,856.12 |
12,068.80 |
| PP |
11,639.12 |
11,639.12 |
11,639.12 |
11,682.46 |
| S1 |
11,465.79 |
11,465.79 |
11,761.46 |
11,552.46 |
| S2 |
11,122.78 |
11,122.78 |
11,714.13 |
|
| S3 |
10,606.44 |
10,949.45 |
11,666.80 |
|
| S4 |
10,090.10 |
10,433.11 |
11,524.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,940.75 |
11,296.12 |
644.63 |
5.4% |
223.17 |
1.9% |
96% |
True |
False |
|
| 10 |
11,940.75 |
11,296.12 |
644.63 |
5.4% |
197.95 |
1.7% |
96% |
True |
False |
|
| 20 |
11,940.75 |
10,404.49 |
1,536.26 |
12.9% |
245.77 |
2.1% |
98% |
True |
False |
|
| 40 |
11,940.75 |
10,404.49 |
1,536.26 |
12.9% |
250.84 |
2.1% |
98% |
True |
False |
|
| 60 |
12,282.42 |
10,404.49 |
1,877.93 |
15.8% |
285.84 |
2.4% |
80% |
False |
False |
|
| 80 |
12,753.89 |
10,404.49 |
2,349.40 |
19.7% |
250.47 |
2.1% |
64% |
False |
False |
|
| 100 |
12,753.89 |
10,404.49 |
2,349.40 |
19.7% |
227.90 |
1.9% |
64% |
False |
False |
|
| 120 |
12,781.06 |
10,404.49 |
2,376.57 |
19.9% |
213.71 |
1.8% |
64% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,514.42 |
|
2.618 |
12,294.13 |
|
1.618 |
12,159.15 |
|
1.000 |
12,075.73 |
|
0.618 |
12,024.17 |
|
HIGH |
11,940.75 |
|
0.618 |
11,889.19 |
|
0.500 |
11,873.26 |
|
0.382 |
11,857.33 |
|
LOW |
11,805.77 |
|
0.618 |
11,722.35 |
|
1.000 |
11,670.79 |
|
1.618 |
11,587.37 |
|
2.618 |
11,452.39 |
|
4.250 |
11,232.11 |
|
|
| Fisher Pivots for day following 24-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,900.17 |
11,831.06 |
| PP |
11,886.71 |
11,748.50 |
| S1 |
11,873.26 |
11,665.95 |
|