| Trading Metrics calculated at close of trading on 13-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2011 |
13-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
5,845.5 |
5,979.5 |
134.0 |
2.3% |
5,356.0 |
| High |
6,038.5 |
6,046.0 |
7.5 |
0.1% |
5,759.0 |
| Low |
5,807.0 |
5,885.0 |
78.0 |
1.3% |
5,132.0 |
| Close |
5,994.5 |
5,968.0 |
-26.5 |
-0.4% |
5,681.5 |
| Range |
231.5 |
161.0 |
-70.5 |
-30.5% |
627.0 |
| ATR |
221.5 |
217.2 |
-4.3 |
-2.0% |
0.0 |
| Volume |
180,345 |
176,379 |
-3,966 |
-2.2% |
1,005,409 |
|
| Daily Pivots for day following 13-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,449.3 |
6,369.7 |
6,056.6 |
|
| R3 |
6,288.3 |
6,208.7 |
6,012.3 |
|
| R2 |
6,127.3 |
6,127.3 |
5,997.5 |
|
| R1 |
6,047.7 |
6,047.7 |
5,982.8 |
6,007.0 |
| PP |
5,966.3 |
5,966.3 |
5,966.3 |
5,946.0 |
| S1 |
5,886.7 |
5,886.7 |
5,953.2 |
5,846.0 |
| S2 |
5,805.3 |
5,805.3 |
5,938.5 |
|
| S3 |
5,644.3 |
5,725.7 |
5,923.7 |
|
| S4 |
5,483.3 |
5,564.7 |
5,879.5 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,405.2 |
7,170.3 |
6,026.4 |
|
| R3 |
6,778.2 |
6,543.3 |
5,853.9 |
|
| R2 |
6,151.2 |
6,151.2 |
5,796.5 |
|
| R1 |
5,916.3 |
5,916.3 |
5,739.0 |
6,033.8 |
| PP |
5,524.2 |
5,524.2 |
5,524.2 |
5,582.9 |
| S1 |
5,289.3 |
5,289.3 |
5,624.0 |
5,406.8 |
| S2 |
4,897.2 |
4,897.2 |
5,566.6 |
|
| S3 |
4,270.2 |
4,662.3 |
5,509.1 |
|
| S4 |
3,643.2 |
4,035.3 |
5,336.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,046.0 |
5,613.5 |
432.5 |
7.2% |
174.6 |
2.9% |
82% |
True |
False |
162,875 |
| 10 |
6,046.0 |
5,132.0 |
914.0 |
15.3% |
195.5 |
3.3% |
91% |
True |
False |
184,858 |
| 20 |
6,046.0 |
4,980.0 |
1,066.0 |
17.9% |
205.1 |
3.4% |
93% |
True |
False |
192,693 |
| 40 |
6,046.0 |
4,971.0 |
1,075.0 |
18.0% |
208.6 |
3.5% |
93% |
True |
False |
109,816 |
| 60 |
7,425.0 |
4,971.0 |
2,454.0 |
41.1% |
228.9 |
3.8% |
41% |
False |
False |
73,497 |
| 80 |
7,575.5 |
4,971.0 |
2,604.5 |
43.6% |
196.7 |
3.3% |
38% |
False |
False |
55,213 |
| 100 |
7,575.5 |
4,971.0 |
2,604.5 |
43.6% |
175.1 |
2.9% |
38% |
False |
False |
44,745 |
| 120 |
7,680.0 |
4,971.0 |
2,709.0 |
45.4% |
160.7 |
2.7% |
37% |
False |
False |
37,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,730.3 |
|
2.618 |
6,467.5 |
|
1.618 |
6,306.5 |
|
1.000 |
6,207.0 |
|
0.618 |
6,145.5 |
|
HIGH |
6,046.0 |
|
0.618 |
5,984.5 |
|
0.500 |
5,965.5 |
|
0.382 |
5,946.5 |
|
LOW |
5,885.0 |
|
0.618 |
5,785.5 |
|
1.000 |
5,724.0 |
|
1.618 |
5,624.5 |
|
2.618 |
5,463.5 |
|
4.250 |
5,200.8 |
|
|
| Fisher Pivots for day following 13-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,967.2 |
5,950.2 |
| PP |
5,966.3 |
5,932.3 |
| S1 |
5,965.5 |
5,914.5 |
|