| Trading Metrics calculated at close of trading on 06-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2011 |
06-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,112.75 |
2,167.25 |
54.50 |
2.6% |
2,190.50 |
| High |
2,182.00 |
2,213.75 |
31.75 |
1.5% |
2,285.25 |
| Low |
2,099.25 |
2,148.50 |
49.25 |
2.3% |
2,122.25 |
| Close |
2,167.50 |
2,204.75 |
37.25 |
1.7% |
2,134.50 |
| Range |
82.75 |
65.25 |
-17.50 |
-21.1% |
163.00 |
| ATR |
73.03 |
72.47 |
-0.56 |
-0.8% |
0.00 |
| Volume |
402,321 |
386,531 |
-15,790 |
-3.9% |
1,859,124 |
|
| Daily Pivots for day following 06-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,384.75 |
2,360.00 |
2,240.75 |
|
| R3 |
2,319.50 |
2,294.75 |
2,222.75 |
|
| R2 |
2,254.25 |
2,254.25 |
2,216.75 |
|
| R1 |
2,229.50 |
2,229.50 |
2,210.75 |
2,242.00 |
| PP |
2,189.00 |
2,189.00 |
2,189.00 |
2,195.25 |
| S1 |
2,164.25 |
2,164.25 |
2,198.75 |
2,176.50 |
| S2 |
2,123.75 |
2,123.75 |
2,192.75 |
|
| S3 |
2,058.50 |
2,099.00 |
2,186.75 |
|
| S4 |
1,993.25 |
2,033.75 |
2,168.75 |
|
|
| 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 |
2,213.75 |
2,035.75 |
178.00 |
8.1% |
80.00 |
3.6% |
95% |
True |
False |
433,400 |
| 10 |
2,285.25 |
2,035.75 |
249.50 |
11.3% |
78.25 |
3.5% |
68% |
False |
False |
403,791 |
| 20 |
2,332.50 |
2,035.75 |
296.75 |
13.5% |
72.75 |
3.3% |
57% |
False |
False |
387,581 |
| 40 |
2,332.50 |
2,019.25 |
313.25 |
14.2% |
68.25 |
3.1% |
59% |
False |
False |
197,236 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
21.1% |
68.50 |
3.1% |
52% |
False |
False |
131,701 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
21.1% |
60.50 |
2.7% |
52% |
False |
False |
98,794 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
21.1% |
49.00 |
2.2% |
52% |
False |
False |
79,035 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
21.1% |
41.25 |
1.9% |
52% |
False |
False |
65,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,491.00 |
|
2.618 |
2,384.50 |
|
1.618 |
2,319.25 |
|
1.000 |
2,279.00 |
|
0.618 |
2,254.00 |
|
HIGH |
2,213.75 |
|
0.618 |
2,188.75 |
|
0.500 |
2,181.00 |
|
0.382 |
2,173.50 |
|
LOW |
2,148.50 |
|
0.618 |
2,108.25 |
|
1.000 |
2,083.25 |
|
1.618 |
2,043.00 |
|
2.618 |
1,977.75 |
|
4.250 |
1,871.25 |
|
|
| Fisher Pivots for day following 06-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,197.00 |
2,178.00 |
| PP |
2,189.00 |
2,151.50 |
| S1 |
2,181.00 |
2,124.75 |
|