| Trading Metrics calculated at close of trading on 12-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2011 |
12-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,275.25 |
2,287.00 |
11.75 |
0.5% |
2,126.50 |
| High |
2,296.25 |
2,328.00 |
31.75 |
1.4% |
2,227.00 |
| Low |
2,262.25 |
2,274.50 |
12.25 |
0.5% |
2,035.75 |
| Close |
2,288.50 |
2,296.50 |
8.00 |
0.3% |
2,201.75 |
| Range |
34.00 |
53.50 |
19.50 |
57.4% |
191.25 |
| ATR |
68.12 |
67.08 |
-1.04 |
-1.5% |
0.00 |
| Volume |
241,459 |
304,865 |
63,406 |
26.3% |
2,134,499 |
|
| Daily Pivots for day following 12-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,460.25 |
2,431.75 |
2,326.00 |
|
| R3 |
2,406.75 |
2,378.25 |
2,311.25 |
|
| R2 |
2,353.25 |
2,353.25 |
2,306.25 |
|
| R1 |
2,324.75 |
2,324.75 |
2,301.50 |
2,339.00 |
| PP |
2,299.75 |
2,299.75 |
2,299.75 |
2,306.75 |
| S1 |
2,271.25 |
2,271.25 |
2,291.50 |
2,285.50 |
| S2 |
2,246.25 |
2,246.25 |
2,286.75 |
|
| S3 |
2,192.75 |
2,217.75 |
2,281.75 |
|
| S4 |
2,139.25 |
2,164.25 |
2,267.00 |
|
|
| 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 |
2,328.00 |
2,148.50 |
179.50 |
7.8% |
54.00 |
2.4% |
82% |
True |
False |
302,053 |
| 10 |
2,328.00 |
2,035.75 |
292.25 |
12.7% |
71.25 |
3.1% |
89% |
True |
False |
369,584 |
| 20 |
2,332.50 |
2,035.75 |
296.75 |
12.9% |
68.00 |
3.0% |
88% |
False |
False |
372,613 |
| 40 |
2,332.50 |
2,019.25 |
313.25 |
13.6% |
66.25 |
2.9% |
89% |
False |
False |
225,306 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
20.3% |
69.00 |
3.0% |
71% |
False |
False |
150,420 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
20.3% |
61.50 |
2.7% |
71% |
False |
False |
112,839 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
20.3% |
51.00 |
2.2% |
71% |
False |
False |
90,273 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
20.3% |
42.75 |
1.9% |
71% |
False |
False |
75,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,555.50 |
|
2.618 |
2,468.00 |
|
1.618 |
2,414.50 |
|
1.000 |
2,381.50 |
|
0.618 |
2,361.00 |
|
HIGH |
2,328.00 |
|
0.618 |
2,307.50 |
|
0.500 |
2,301.25 |
|
0.382 |
2,295.00 |
|
LOW |
2,274.50 |
|
0.618 |
2,241.50 |
|
1.000 |
2,221.00 |
|
1.618 |
2,188.00 |
|
2.618 |
2,134.50 |
|
4.250 |
2,047.00 |
|
|
| Fisher Pivots for day following 12-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,301.25 |
2,286.25 |
| PP |
2,299.75 |
2,275.75 |
| S1 |
2,298.00 |
2,265.50 |
|