| Trading Metrics calculated at close of trading on 03-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2011 |
03-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
11,107 |
10,824 |
-283 |
-2.5% |
10,640 |
| High |
11,126 |
10,907 |
-219 |
-2.0% |
11,289 |
| Low |
10,800 |
10,517 |
-283 |
-2.6% |
10,551 |
| Close |
10,841 |
10,529 |
-312 |
-2.9% |
10,841 |
| Range |
326 |
390 |
64 |
19.6% |
738 |
| ATR |
320 |
325 |
5 |
1.6% |
0 |
| Volume |
145,939 |
181,540 |
35,601 |
24.4% |
761,693 |
|
| Daily Pivots for day following 03-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,821 |
11,565 |
10,744 |
|
| R3 |
11,431 |
11,175 |
10,636 |
|
| R2 |
11,041 |
11,041 |
10,601 |
|
| R1 |
10,785 |
10,785 |
10,565 |
10,718 |
| PP |
10,651 |
10,651 |
10,651 |
10,618 |
| S1 |
10,395 |
10,395 |
10,493 |
10,328 |
| S2 |
10,261 |
10,261 |
10,458 |
|
| S3 |
9,871 |
10,005 |
10,422 |
|
| S4 |
9,481 |
9,615 |
10,315 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,108 |
12,712 |
11,247 |
|
| R3 |
12,370 |
11,974 |
11,044 |
|
| R2 |
11,632 |
11,632 |
10,976 |
|
| R1 |
11,236 |
11,236 |
10,909 |
11,434 |
| PP |
10,894 |
10,894 |
10,894 |
10,993 |
| S1 |
10,498 |
10,498 |
10,773 |
10,696 |
| S2 |
10,156 |
10,156 |
10,706 |
|
| S3 |
9,418 |
9,760 |
10,638 |
|
| S4 |
8,680 |
9,022 |
10,435 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,289 |
10,517 |
772 |
7.3% |
339 |
3.2% |
2% |
False |
True |
158,294 |
| 10 |
11,475 |
10,469 |
1,006 |
9.6% |
361 |
3.4% |
6% |
False |
False |
163,864 |
| 20 |
11,475 |
10,469 |
1,006 |
9.6% |
320 |
3.0% |
6% |
False |
False |
130,845 |
| 40 |
11,625 |
10,370 |
1,255 |
11.9% |
334 |
3.2% |
13% |
False |
False |
65,604 |
| 60 |
12,675 |
10,370 |
2,305 |
21.9% |
295 |
2.8% |
7% |
False |
False |
43,773 |
| 80 |
12,675 |
10,370 |
2,305 |
21.9% |
252 |
2.4% |
7% |
False |
False |
32,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,565 |
|
2.618 |
11,928 |
|
1.618 |
11,538 |
|
1.000 |
11,297 |
|
0.618 |
11,148 |
|
HIGH |
10,907 |
|
0.618 |
10,758 |
|
0.500 |
10,712 |
|
0.382 |
10,666 |
|
LOW |
10,517 |
|
0.618 |
10,276 |
|
1.000 |
10,127 |
|
1.618 |
9,886 |
|
2.618 |
9,496 |
|
4.250 |
8,860 |
|
|
| Fisher Pivots for day following 03-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
10,712 |
10,858 |
| PP |
10,651 |
10,748 |
| S1 |
10,590 |
10,639 |
|