| Trading Metrics calculated at close of trading on 13-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2011 |
13-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,287.00 |
2,299.75 |
12.75 |
0.6% |
2,126.50 |
| High |
2,328.00 |
2,336.25 |
8.25 |
0.4% |
2,227.00 |
| Low |
2,274.50 |
2,289.00 |
14.50 |
0.6% |
2,035.75 |
| Close |
2,296.50 |
2,326.00 |
29.50 |
1.3% |
2,201.75 |
| Range |
53.50 |
47.25 |
-6.25 |
-11.7% |
191.25 |
| ATR |
67.08 |
65.66 |
-1.42 |
-2.1% |
0.00 |
| Volume |
304,865 |
315,723 |
10,858 |
3.6% |
2,134,499 |
|
| Daily Pivots for day following 13-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,458.75 |
2,439.75 |
2,352.00 |
|
| R3 |
2,411.50 |
2,392.50 |
2,339.00 |
|
| R2 |
2,364.25 |
2,364.25 |
2,334.75 |
|
| R1 |
2,345.25 |
2,345.25 |
2,330.25 |
2,354.75 |
| PP |
2,317.00 |
2,317.00 |
2,317.00 |
2,322.00 |
| S1 |
2,298.00 |
2,298.00 |
2,321.75 |
2,307.50 |
| S2 |
2,269.75 |
2,269.75 |
2,317.25 |
|
| S3 |
2,222.50 |
2,250.75 |
2,313.00 |
|
| S4 |
2,175.25 |
2,203.50 |
2,300.00 |
|
|
| 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 |
2,336.25 |
2,183.75 |
152.50 |
6.6% |
50.50 |
2.2% |
93% |
True |
False |
287,892 |
| 10 |
2,336.25 |
2,035.75 |
300.50 |
12.9% |
65.25 |
2.8% |
97% |
True |
False |
360,646 |
| 20 |
2,336.25 |
2,035.75 |
300.50 |
12.9% |
68.00 |
2.9% |
97% |
True |
False |
368,359 |
| 40 |
2,336.25 |
2,019.25 |
317.00 |
13.6% |
66.00 |
2.8% |
97% |
True |
False |
233,193 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
20.0% |
69.25 |
3.0% |
78% |
False |
False |
155,681 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
20.0% |
61.50 |
2.6% |
78% |
False |
False |
116,785 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
20.0% |
51.50 |
2.2% |
78% |
False |
False |
93,430 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
20.0% |
43.25 |
1.9% |
78% |
False |
False |
77,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,537.00 |
|
2.618 |
2,460.00 |
|
1.618 |
2,412.75 |
|
1.000 |
2,383.50 |
|
0.618 |
2,365.50 |
|
HIGH |
2,336.25 |
|
0.618 |
2,318.25 |
|
0.500 |
2,312.50 |
|
0.382 |
2,307.00 |
|
LOW |
2,289.00 |
|
0.618 |
2,259.75 |
|
1.000 |
2,241.75 |
|
1.618 |
2,212.50 |
|
2.618 |
2,165.25 |
|
4.250 |
2,088.25 |
|
|
| Fisher Pivots for day following 13-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,321.50 |
2,317.00 |
| PP |
2,317.00 |
2,308.25 |
| S1 |
2,312.50 |
2,299.25 |
|