| Trading Metrics calculated at close of trading on 30-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2011 |
30-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,217.25 |
2,193.00 |
-24.25 |
-1.1% |
2,190.50 |
| High |
2,259.75 |
2,198.50 |
-61.25 |
-2.7% |
2,285.25 |
| Low |
2,152.50 |
2,122.25 |
-30.25 |
-1.4% |
2,122.25 |
| Close |
2,189.50 |
2,134.50 |
-55.00 |
-2.5% |
2,134.50 |
| Range |
107.25 |
76.25 |
-31.00 |
-28.9% |
163.00 |
| ATR |
69.23 |
69.73 |
0.50 |
0.7% |
0.00 |
| Volume |
405,111 |
386,656 |
-18,455 |
-4.6% |
1,859,124 |
|
| Daily Pivots for day following 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,380.50 |
2,333.75 |
2,176.50 |
|
| R3 |
2,304.25 |
2,257.50 |
2,155.50 |
|
| R2 |
2,228.00 |
2,228.00 |
2,148.50 |
|
| R1 |
2,181.25 |
2,181.25 |
2,141.50 |
2,166.50 |
| PP |
2,151.75 |
2,151.75 |
2,151.75 |
2,144.50 |
| S1 |
2,105.00 |
2,105.00 |
2,127.50 |
2,090.25 |
| S2 |
2,075.50 |
2,075.50 |
2,120.50 |
|
| S3 |
1,999.25 |
2,028.75 |
2,113.50 |
|
| S4 |
1,923.00 |
1,952.50 |
2,092.50 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,669.75 |
2,565.00 |
2,224.25 |
|
| R3 |
2,506.75 |
2,402.00 |
2,179.25 |
|
| R2 |
2,343.75 |
2,343.75 |
2,164.50 |
|
| R1 |
2,239.00 |
2,239.00 |
2,149.50 |
2,210.00 |
| PP |
2,180.75 |
2,180.75 |
2,180.75 |
2,166.00 |
| S1 |
2,076.00 |
2,076.00 |
2,119.50 |
2,047.00 |
| S2 |
2,017.75 |
2,017.75 |
2,104.50 |
|
| S3 |
1,854.75 |
1,913.00 |
2,089.75 |
|
| S4 |
1,691.75 |
1,750.00 |
2,044.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,285.25 |
2,122.25 |
163.00 |
7.6% |
76.25 |
3.6% |
8% |
False |
True |
371,824 |
| 10 |
2,332.50 |
2,122.25 |
210.25 |
9.9% |
74.50 |
3.5% |
6% |
False |
True |
383,574 |
| 20 |
2,332.50 |
2,103.25 |
229.25 |
10.7% |
67.50 |
3.2% |
14% |
False |
False |
305,004 |
| 40 |
2,332.50 |
1,964.00 |
368.50 |
17.3% |
73.50 |
3.4% |
46% |
False |
False |
152,833 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
21.8% |
65.75 |
3.1% |
37% |
False |
False |
102,036 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
21.8% |
56.75 |
2.7% |
37% |
False |
False |
76,539 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
21.8% |
46.00 |
2.2% |
37% |
False |
False |
61,232 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
21.8% |
38.75 |
1.8% |
37% |
False |
False |
51,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,522.50 |
|
2.618 |
2,398.00 |
|
1.618 |
2,321.75 |
|
1.000 |
2,274.75 |
|
0.618 |
2,245.50 |
|
HIGH |
2,198.50 |
|
0.618 |
2,169.25 |
|
0.500 |
2,160.50 |
|
0.382 |
2,151.50 |
|
LOW |
2,122.25 |
|
0.618 |
2,075.25 |
|
1.000 |
2,046.00 |
|
1.618 |
1,999.00 |
|
2.618 |
1,922.75 |
|
4.250 |
1,798.25 |
|
|
| Fisher Pivots for day following 30-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,160.50 |
2,199.00 |
| PP |
2,151.75 |
2,177.50 |
| S1 |
2,143.00 |
2,156.00 |
|