| Trading Metrics calculated at close of trading on 11-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2011 |
11-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,206.00 |
2,275.25 |
69.25 |
3.1% |
2,126.50 |
| High |
2,277.25 |
2,296.25 |
19.00 |
0.8% |
2,227.00 |
| Low |
2,203.00 |
2,262.25 |
59.25 |
2.7% |
2,035.75 |
| Close |
2,276.75 |
2,288.50 |
11.75 |
0.5% |
2,201.75 |
| Range |
74.25 |
34.00 |
-40.25 |
-54.2% |
191.25 |
| ATR |
70.75 |
68.12 |
-2.62 |
-3.7% |
0.00 |
| Volume |
223,258 |
241,459 |
18,201 |
8.2% |
2,134,499 |
|
| Daily Pivots for day following 11-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,384.25 |
2,370.50 |
2,307.25 |
|
| R3 |
2,350.25 |
2,336.50 |
2,297.75 |
|
| R2 |
2,316.25 |
2,316.25 |
2,294.75 |
|
| R1 |
2,302.50 |
2,302.50 |
2,291.50 |
2,309.50 |
| PP |
2,282.25 |
2,282.25 |
2,282.25 |
2,285.75 |
| S1 |
2,268.50 |
2,268.50 |
2,285.50 |
2,275.50 |
| S2 |
2,248.25 |
2,248.25 |
2,282.25 |
|
| S3 |
2,214.25 |
2,234.50 |
2,279.25 |
|
| S4 |
2,180.25 |
2,200.50 |
2,269.75 |
|
|
| 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 |
2,296.25 |
2,099.25 |
197.00 |
8.6% |
60.00 |
2.6% |
96% |
True |
False |
321,544 |
| 10 |
2,296.25 |
2,035.75 |
260.50 |
11.4% |
72.25 |
3.2% |
97% |
True |
False |
371,667 |
| 20 |
2,332.50 |
2,035.75 |
296.75 |
13.0% |
69.75 |
3.0% |
85% |
False |
False |
377,463 |
| 40 |
2,332.50 |
2,019.25 |
313.25 |
13.7% |
66.25 |
2.9% |
86% |
False |
False |
217,688 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
20.3% |
69.00 |
3.0% |
70% |
False |
False |
145,345 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
20.3% |
61.25 |
2.7% |
70% |
False |
False |
109,029 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
20.3% |
50.50 |
2.2% |
70% |
False |
False |
87,224 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
20.3% |
42.25 |
1.8% |
70% |
False |
False |
72,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,440.75 |
|
2.618 |
2,385.25 |
|
1.618 |
2,351.25 |
|
1.000 |
2,330.25 |
|
0.618 |
2,317.25 |
|
HIGH |
2,296.25 |
|
0.618 |
2,283.25 |
|
0.500 |
2,279.25 |
|
0.382 |
2,275.25 |
|
LOW |
2,262.25 |
|
0.618 |
2,241.25 |
|
1.000 |
2,228.25 |
|
1.618 |
2,207.25 |
|
2.618 |
2,173.25 |
|
4.250 |
2,117.75 |
|
|
| Fisher Pivots for day following 11-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,285.50 |
2,272.25 |
| PP |
2,282.25 |
2,256.25 |
| S1 |
2,279.25 |
2,240.00 |
|