| Trading Metrics calculated at close of trading on 03-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2011 |
03-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,193.00 |
2,126.50 |
-66.50 |
-3.0% |
2,190.50 |
| High |
2,198.50 |
2,148.00 |
-50.50 |
-2.3% |
2,285.25 |
| Low |
2,122.25 |
2,062.75 |
-59.50 |
-2.8% |
2,122.25 |
| Close |
2,134.50 |
2,065.25 |
-69.25 |
-3.2% |
2,134.50 |
| Range |
76.25 |
85.25 |
9.00 |
11.8% |
163.00 |
| ATR |
69.73 |
70.84 |
1.11 |
1.6% |
0.00 |
| Volume |
386,656 |
453,776 |
67,120 |
17.4% |
1,859,124 |
|
| Daily Pivots for day following 03-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,347.75 |
2,291.75 |
2,112.25 |
|
| R3 |
2,262.50 |
2,206.50 |
2,088.75 |
|
| R2 |
2,177.25 |
2,177.25 |
2,081.00 |
|
| R1 |
2,121.25 |
2,121.25 |
2,073.00 |
2,106.50 |
| PP |
2,092.00 |
2,092.00 |
2,092.00 |
2,084.75 |
| S1 |
2,036.00 |
2,036.00 |
2,057.50 |
2,021.50 |
| S2 |
2,006.75 |
2,006.75 |
2,049.50 |
|
| S3 |
1,921.50 |
1,950.75 |
2,041.75 |
|
| S4 |
1,836.25 |
1,865.50 |
2,018.25 |
|
|
| 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 |
2,062.75 |
222.50 |
10.8% |
79.25 |
3.8% |
1% |
False |
True |
384,560 |
| 10 |
2,332.50 |
2,062.75 |
269.75 |
13.1% |
77.00 |
3.7% |
1% |
False |
True |
397,178 |
| 20 |
2,332.50 |
2,062.75 |
269.75 |
13.1% |
68.75 |
3.3% |
1% |
False |
True |
327,615 |
| 40 |
2,332.50 |
1,964.00 |
368.50 |
17.8% |
73.00 |
3.5% |
27% |
False |
False |
164,157 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
22.5% |
66.25 |
3.2% |
22% |
False |
False |
109,598 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
22.5% |
57.75 |
2.8% |
22% |
False |
False |
82,212 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
22.5% |
46.75 |
2.3% |
22% |
False |
False |
65,770 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
22.5% |
39.50 |
1.9% |
22% |
False |
False |
54,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,510.25 |
|
2.618 |
2,371.25 |
|
1.618 |
2,286.00 |
|
1.000 |
2,233.25 |
|
0.618 |
2,200.75 |
|
HIGH |
2,148.00 |
|
0.618 |
2,115.50 |
|
0.500 |
2,105.50 |
|
0.382 |
2,095.25 |
|
LOW |
2,062.75 |
|
0.618 |
2,010.00 |
|
1.000 |
1,977.50 |
|
1.618 |
1,924.75 |
|
2.618 |
1,839.50 |
|
4.250 |
1,700.50 |
|
|
| Fisher Pivots for day following 03-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,105.50 |
2,161.25 |
| PP |
2,092.00 |
2,129.25 |
| S1 |
2,078.50 |
2,097.25 |
|