| Trading Metrics calculated at close of trading on 25-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2011 |
25-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
11,717 |
11,824 |
107 |
0.9% |
11,559 |
| High |
11,882 |
11,882 |
0 |
0.0% |
11,763 |
| Low |
11,687 |
11,623 |
-64 |
-0.5% |
11,219 |
| Close |
11,825 |
11,662 |
-163 |
-1.4% |
11,757 |
| Range |
195 |
259 |
64 |
32.8% |
544 |
| ATR |
276 |
275 |
-1 |
-0.4% |
0 |
| Volume |
102,758 |
147,788 |
45,030 |
43.8% |
672,224 |
|
| Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,499 |
12,340 |
11,805 |
|
| R3 |
12,240 |
12,081 |
11,733 |
|
| R2 |
11,981 |
11,981 |
11,710 |
|
| R1 |
11,822 |
11,822 |
11,686 |
11,772 |
| PP |
11,722 |
11,722 |
11,722 |
11,698 |
| S1 |
11,563 |
11,563 |
11,638 |
11,513 |
| S2 |
11,463 |
11,463 |
11,615 |
|
| S3 |
11,204 |
11,304 |
11,591 |
|
| S4 |
10,945 |
11,045 |
11,520 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,212 |
13,028 |
12,056 |
|
| R3 |
12,668 |
12,484 |
11,907 |
|
| R2 |
12,124 |
12,124 |
11,857 |
|
| R1 |
11,940 |
11,940 |
11,807 |
12,032 |
| PP |
11,580 |
11,580 |
11,580 |
11,626 |
| S1 |
11,396 |
11,396 |
11,707 |
11,488 |
| S2 |
11,036 |
11,036 |
11,657 |
|
| S3 |
10,492 |
10,852 |
11,608 |
|
| S4 |
9,948 |
10,308 |
11,458 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,882 |
11,330 |
552 |
4.7% |
224 |
1.9% |
60% |
True |
False |
130,150 |
| 10 |
11,882 |
11,219 |
663 |
5.7% |
255 |
2.2% |
67% |
True |
False |
126,516 |
| 20 |
11,882 |
10,328 |
1,554 |
13.3% |
272 |
2.3% |
86% |
True |
False |
138,957 |
| 40 |
11,882 |
10,328 |
1,554 |
13.3% |
285 |
2.4% |
86% |
True |
False |
119,015 |
| 60 |
12,010 |
10,328 |
1,682 |
14.4% |
316 |
2.7% |
79% |
False |
False |
79,428 |
| 80 |
12,675 |
10,328 |
2,347 |
20.1% |
279 |
2.4% |
57% |
False |
False |
59,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,983 |
|
2.618 |
12,560 |
|
1.618 |
12,301 |
|
1.000 |
12,141 |
|
0.618 |
12,042 |
|
HIGH |
11,882 |
|
0.618 |
11,783 |
|
0.500 |
11,753 |
|
0.382 |
11,722 |
|
LOW |
11,623 |
|
0.618 |
11,463 |
|
1.000 |
11,364 |
|
1.618 |
11,204 |
|
2.618 |
10,945 |
|
4.250 |
10,522 |
|
|
| Fisher Pivots for day following 25-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,753 |
11,670 |
| PP |
11,722 |
11,667 |
| S1 |
11,692 |
11,665 |
|