| Trading Metrics calculated at close of trading on 05-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2011 |
05-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,067.25 |
2,112.75 |
45.50 |
2.2% |
2,190.50 |
| High |
2,126.75 |
2,182.00 |
55.25 |
2.6% |
2,285.25 |
| Low |
2,035.75 |
2,099.25 |
63.50 |
3.1% |
2,122.25 |
| Close |
2,113.50 |
2,167.50 |
54.00 |
2.6% |
2,134.50 |
| Range |
91.00 |
82.75 |
-8.25 |
-9.1% |
163.00 |
| ATR |
72.28 |
73.03 |
0.75 |
1.0% |
0.00 |
| Volume |
537,716 |
402,321 |
-135,395 |
-25.2% |
1,859,124 |
|
| Daily Pivots for day following 05-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,397.75 |
2,365.50 |
2,213.00 |
|
| R3 |
2,315.00 |
2,282.75 |
2,190.25 |
|
| R2 |
2,232.25 |
2,232.25 |
2,182.75 |
|
| R1 |
2,200.00 |
2,200.00 |
2,175.00 |
2,216.00 |
| PP |
2,149.50 |
2,149.50 |
2,149.50 |
2,157.75 |
| S1 |
2,117.25 |
2,117.25 |
2,160.00 |
2,133.50 |
| S2 |
2,066.75 |
2,066.75 |
2,152.25 |
|
| S3 |
1,984.00 |
2,034.50 |
2,144.75 |
|
| S4 |
1,901.25 |
1,951.75 |
2,122.00 |
|
|
| 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 |
2,259.75 |
2,035.75 |
224.00 |
10.3% |
88.50 |
4.1% |
59% |
False |
False |
437,116 |
| 10 |
2,285.25 |
2,035.75 |
249.50 |
11.5% |
82.25 |
3.8% |
53% |
False |
False |
423,252 |
| 20 |
2,332.50 |
2,035.75 |
296.75 |
13.7% |
71.50 |
3.3% |
44% |
False |
False |
374,304 |
| 40 |
2,332.50 |
2,019.25 |
313.25 |
14.5% |
69.00 |
3.2% |
47% |
False |
False |
187,602 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
21.5% |
68.00 |
3.1% |
44% |
False |
False |
125,262 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
21.5% |
59.75 |
2.8% |
44% |
False |
False |
93,962 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
21.5% |
48.50 |
2.2% |
44% |
False |
False |
75,170 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
21.5% |
41.00 |
1.9% |
44% |
False |
False |
62,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,533.75 |
|
2.618 |
2,398.75 |
|
1.618 |
2,316.00 |
|
1.000 |
2,264.75 |
|
0.618 |
2,233.25 |
|
HIGH |
2,182.00 |
|
0.618 |
2,150.50 |
|
0.500 |
2,140.50 |
|
0.382 |
2,130.75 |
|
LOW |
2,099.25 |
|
0.618 |
2,048.00 |
|
1.000 |
2,016.50 |
|
1.618 |
1,965.25 |
|
2.618 |
1,882.50 |
|
4.250 |
1,747.50 |
|
|
| Fisher Pivots for day following 05-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,158.50 |
2,148.00 |
| PP |
2,149.50 |
2,128.50 |
| S1 |
2,140.50 |
2,109.00 |
|