| Trading Metrics calculated at close of trading on 10-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2011 |
10-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,204.50 |
2,206.00 |
1.50 |
0.1% |
2,126.50 |
| High |
2,227.00 |
2,277.25 |
50.25 |
2.3% |
2,227.00 |
| Low |
2,183.75 |
2,203.00 |
19.25 |
0.9% |
2,035.75 |
| Close |
2,201.75 |
2,276.75 |
75.00 |
3.4% |
2,201.75 |
| Range |
43.25 |
74.25 |
31.00 |
71.7% |
191.25 |
| ATR |
70.38 |
70.75 |
0.37 |
0.5% |
0.00 |
| Volume |
354,155 |
223,258 |
-130,897 |
-37.0% |
2,134,499 |
|
| Daily Pivots for day following 10-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,475.00 |
2,450.25 |
2,317.50 |
|
| R3 |
2,400.75 |
2,376.00 |
2,297.25 |
|
| R2 |
2,326.50 |
2,326.50 |
2,290.25 |
|
| R1 |
2,301.75 |
2,301.75 |
2,283.50 |
2,314.00 |
| PP |
2,252.25 |
2,252.25 |
2,252.25 |
2,258.50 |
| S1 |
2,227.50 |
2,227.50 |
2,270.00 |
2,240.00 |
| S2 |
2,178.00 |
2,178.00 |
2,263.25 |
|
| S3 |
2,103.75 |
2,153.25 |
2,256.25 |
|
| S4 |
2,029.50 |
2,079.00 |
2,236.00 |
|
|
| 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 |
2,277.25 |
2,035.75 |
241.50 |
10.6% |
71.25 |
3.1% |
100% |
True |
False |
380,796 |
| 10 |
2,285.25 |
2,035.75 |
249.50 |
11.0% |
75.25 |
3.3% |
97% |
False |
False |
382,678 |
| 20 |
2,332.50 |
2,035.75 |
296.75 |
13.0% |
71.00 |
3.1% |
81% |
False |
False |
384,095 |
| 40 |
2,332.50 |
2,019.25 |
313.25 |
13.8% |
66.00 |
2.9% |
82% |
False |
False |
211,655 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
20.4% |
69.00 |
3.0% |
67% |
False |
False |
141,322 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
20.4% |
61.25 |
2.7% |
67% |
False |
False |
106,011 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
20.4% |
50.25 |
2.2% |
67% |
False |
False |
84,809 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
20.4% |
42.00 |
1.8% |
67% |
False |
False |
70,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,592.75 |
|
2.618 |
2,471.75 |
|
1.618 |
2,397.50 |
|
1.000 |
2,351.50 |
|
0.618 |
2,323.25 |
|
HIGH |
2,277.25 |
|
0.618 |
2,249.00 |
|
0.500 |
2,240.00 |
|
0.382 |
2,231.25 |
|
LOW |
2,203.00 |
|
0.618 |
2,157.00 |
|
1.000 |
2,128.75 |
|
1.618 |
2,082.75 |
|
2.618 |
2,008.50 |
|
4.250 |
1,887.50 |
|
|
| Fisher Pivots for day following 10-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,264.50 |
2,255.50 |
| PP |
2,252.25 |
2,234.25 |
| S1 |
2,240.00 |
2,213.00 |
|