| Trading Metrics calculated at close of trading on 14-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2011 |
14-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,299.75 |
2,326.25 |
26.50 |
1.2% |
2,206.00 |
| High |
2,336.25 |
2,369.00 |
32.75 |
1.4% |
2,369.00 |
| Low |
2,289.00 |
2,320.25 |
31.25 |
1.4% |
2,203.00 |
| Close |
2,326.00 |
2,367.25 |
41.25 |
1.8% |
2,367.25 |
| Range |
47.25 |
48.75 |
1.50 |
3.2% |
166.00 |
| ATR |
65.66 |
64.45 |
-1.21 |
-1.8% |
0.00 |
| Volume |
315,723 |
274,440 |
-41,283 |
-13.1% |
1,359,745 |
|
| Daily Pivots for day following 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,498.50 |
2,481.50 |
2,394.00 |
|
| R3 |
2,449.75 |
2,432.75 |
2,380.75 |
|
| R2 |
2,401.00 |
2,401.00 |
2,376.25 |
|
| R1 |
2,384.00 |
2,384.00 |
2,371.75 |
2,392.50 |
| PP |
2,352.25 |
2,352.25 |
2,352.25 |
2,356.50 |
| S1 |
2,335.25 |
2,335.25 |
2,362.75 |
2,343.75 |
| S2 |
2,303.50 |
2,303.50 |
2,358.25 |
|
| S3 |
2,254.75 |
2,286.50 |
2,353.75 |
|
| S4 |
2,206.00 |
2,237.75 |
2,340.50 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,811.00 |
2,755.25 |
2,458.50 |
|
| R3 |
2,645.00 |
2,589.25 |
2,413.00 |
|
| R2 |
2,479.00 |
2,479.00 |
2,397.75 |
|
| R1 |
2,423.25 |
2,423.25 |
2,382.50 |
2,451.00 |
| PP |
2,313.00 |
2,313.00 |
2,313.00 |
2,327.00 |
| S1 |
2,257.25 |
2,257.25 |
2,352.00 |
2,285.00 |
| S2 |
2,147.00 |
2,147.00 |
2,336.75 |
|
| S3 |
1,981.00 |
2,091.25 |
2,321.50 |
|
| S4 |
1,815.00 |
1,925.25 |
2,276.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,369.00 |
2,203.00 |
166.00 |
7.0% |
51.50 |
2.2% |
99% |
True |
False |
271,949 |
| 10 |
2,369.00 |
2,035.75 |
333.25 |
14.1% |
62.50 |
2.6% |
99% |
True |
False |
349,424 |
| 20 |
2,369.00 |
2,035.75 |
333.25 |
14.1% |
68.50 |
2.9% |
99% |
True |
False |
366,499 |
| 40 |
2,369.00 |
2,019.25 |
349.75 |
14.8% |
64.50 |
2.7% |
99% |
True |
False |
240,047 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
19.7% |
69.25 |
2.9% |
87% |
False |
False |
160,252 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
19.7% |
62.00 |
2.6% |
87% |
False |
False |
120,214 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
19.7% |
52.00 |
2.2% |
87% |
False |
False |
96,174 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
19.7% |
43.50 |
1.8% |
87% |
False |
False |
80,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,576.25 |
|
2.618 |
2,496.75 |
|
1.618 |
2,448.00 |
|
1.000 |
2,417.75 |
|
0.618 |
2,399.25 |
|
HIGH |
2,369.00 |
|
0.618 |
2,350.50 |
|
0.500 |
2,344.50 |
|
0.382 |
2,338.75 |
|
LOW |
2,320.25 |
|
0.618 |
2,290.00 |
|
1.000 |
2,271.50 |
|
1.618 |
2,241.25 |
|
2.618 |
2,192.50 |
|
4.250 |
2,113.00 |
|
|
| Fisher Pivots for day following 14-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,359.75 |
2,352.00 |
| PP |
2,352.25 |
2,337.00 |
| S1 |
2,344.50 |
2,321.75 |
|