| Trading Metrics calculated at close of trading on 07-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2011 |
07-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,167.25 |
2,204.50 |
37.25 |
1.7% |
2,126.50 |
| High |
2,213.75 |
2,227.00 |
13.25 |
0.6% |
2,227.00 |
| Low |
2,148.50 |
2,183.75 |
35.25 |
1.6% |
2,035.75 |
| Close |
2,204.75 |
2,201.75 |
-3.00 |
-0.1% |
2,201.75 |
| Range |
65.25 |
43.25 |
-22.00 |
-33.7% |
191.25 |
| ATR |
72.47 |
70.38 |
-2.09 |
-2.9% |
0.00 |
| Volume |
386,531 |
354,155 |
-32,376 |
-8.4% |
2,134,499 |
|
| Daily Pivots for day following 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,334.00 |
2,311.00 |
2,225.50 |
|
| R3 |
2,290.75 |
2,267.75 |
2,213.75 |
|
| R2 |
2,247.50 |
2,247.50 |
2,209.75 |
|
| R1 |
2,224.50 |
2,224.50 |
2,205.75 |
2,214.50 |
| PP |
2,204.25 |
2,204.25 |
2,204.25 |
2,199.00 |
| S1 |
2,181.25 |
2,181.25 |
2,197.75 |
2,171.00 |
| S2 |
2,161.00 |
2,161.00 |
2,193.75 |
|
| S3 |
2,117.75 |
2,138.00 |
2,189.75 |
|
| S4 |
2,074.50 |
2,094.75 |
2,178.00 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,728.50 |
2,656.50 |
2,307.00 |
|
| R3 |
2,537.25 |
2,465.25 |
2,254.25 |
|
| R2 |
2,346.00 |
2,346.00 |
2,236.75 |
|
| R1 |
2,274.00 |
2,274.00 |
2,219.25 |
2,310.00 |
| PP |
2,154.75 |
2,154.75 |
2,154.75 |
2,173.00 |
| S1 |
2,082.75 |
2,082.75 |
2,184.25 |
2,118.75 |
| S2 |
1,963.50 |
1,963.50 |
2,166.75 |
|
| S3 |
1,772.25 |
1,891.50 |
2,149.25 |
|
| S4 |
1,581.00 |
1,700.25 |
2,096.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,227.00 |
2,035.75 |
191.25 |
8.7% |
73.50 |
3.3% |
87% |
True |
False |
426,899 |
| 10 |
2,285.25 |
2,035.75 |
249.50 |
11.3% |
75.00 |
3.4% |
67% |
False |
False |
399,362 |
| 20 |
2,332.50 |
2,035.75 |
296.75 |
13.5% |
71.00 |
3.2% |
56% |
False |
False |
390,703 |
| 40 |
2,332.50 |
2,019.25 |
313.25 |
14.2% |
66.25 |
3.0% |
58% |
False |
False |
206,080 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
21.1% |
68.25 |
3.1% |
51% |
False |
False |
137,603 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
21.1% |
60.75 |
2.8% |
51% |
False |
False |
103,220 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
21.1% |
49.50 |
2.2% |
51% |
False |
False |
82,577 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
21.1% |
41.50 |
1.9% |
51% |
False |
False |
68,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,410.75 |
|
2.618 |
2,340.25 |
|
1.618 |
2,297.00 |
|
1.000 |
2,270.25 |
|
0.618 |
2,253.75 |
|
HIGH |
2,227.00 |
|
0.618 |
2,210.50 |
|
0.500 |
2,205.50 |
|
0.382 |
2,200.25 |
|
LOW |
2,183.75 |
|
0.618 |
2,157.00 |
|
1.000 |
2,140.50 |
|
1.618 |
2,113.75 |
|
2.618 |
2,070.50 |
|
4.250 |
2,000.00 |
|
|
| Fisher Pivots for day following 07-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,205.50 |
2,189.00 |
| PP |
2,204.25 |
2,176.00 |
| S1 |
2,203.00 |
2,163.00 |
|