| Trading Metrics calculated at close of trading on 04-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2011 |
04-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,126.50 |
2,067.25 |
-59.25 |
-2.8% |
2,190.50 |
| High |
2,148.00 |
2,126.75 |
-21.25 |
-1.0% |
2,285.25 |
| Low |
2,062.75 |
2,035.75 |
-27.00 |
-1.3% |
2,122.25 |
| Close |
2,065.25 |
2,113.50 |
48.25 |
2.3% |
2,134.50 |
| Range |
85.25 |
91.00 |
5.75 |
6.7% |
163.00 |
| ATR |
70.84 |
72.28 |
1.44 |
2.0% |
0.00 |
| Volume |
453,776 |
537,716 |
83,940 |
18.5% |
1,859,124 |
|
| Daily Pivots for day following 04-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,365.00 |
2,330.25 |
2,163.50 |
|
| R3 |
2,274.00 |
2,239.25 |
2,138.50 |
|
| R2 |
2,183.00 |
2,183.00 |
2,130.25 |
|
| R1 |
2,148.25 |
2,148.25 |
2,121.75 |
2,165.50 |
| PP |
2,092.00 |
2,092.00 |
2,092.00 |
2,100.75 |
| S1 |
2,057.25 |
2,057.25 |
2,105.25 |
2,074.50 |
| S2 |
2,001.00 |
2,001.00 |
2,096.75 |
|
| S3 |
1,910.00 |
1,966.25 |
2,088.50 |
|
| S4 |
1,819.00 |
1,875.25 |
2,063.50 |
|
|
| 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 |
2,275.75 |
2,035.75 |
240.00 |
11.4% |
84.75 |
4.0% |
32% |
False |
True |
421,789 |
| 10 |
2,318.00 |
2,035.75 |
282.25 |
13.4% |
81.25 |
3.8% |
28% |
False |
True |
418,370 |
| 20 |
2,332.50 |
2,035.75 |
296.75 |
14.0% |
70.25 |
3.3% |
26% |
False |
True |
354,375 |
| 40 |
2,332.50 |
1,964.00 |
368.50 |
17.4% |
71.75 |
3.4% |
41% |
False |
False |
177,573 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
22.0% |
67.00 |
3.2% |
32% |
False |
False |
118,558 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
22.0% |
58.75 |
2.8% |
32% |
False |
False |
88,933 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
22.0% |
47.50 |
2.3% |
32% |
False |
False |
71,147 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
22.0% |
40.25 |
1.9% |
32% |
False |
False |
59,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,513.50 |
|
2.618 |
2,365.00 |
|
1.618 |
2,274.00 |
|
1.000 |
2,217.75 |
|
0.618 |
2,183.00 |
|
HIGH |
2,126.75 |
|
0.618 |
2,092.00 |
|
0.500 |
2,081.25 |
|
0.382 |
2,070.50 |
|
LOW |
2,035.75 |
|
0.618 |
1,979.50 |
|
1.000 |
1,944.75 |
|
1.618 |
1,888.50 |
|
2.618 |
1,797.50 |
|
4.250 |
1,649.00 |
|
|
| Fisher Pivots for day following 04-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,102.75 |
2,117.00 |
| PP |
2,092.00 |
2,116.00 |
| S1 |
2,081.25 |
2,114.75 |
|