| Trading Metrics calculated at close of trading on 30-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2011 |
30-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1,141.00 |
1,150.50 |
9.50 |
0.8% |
1,119.25 |
| High |
1,164.00 |
1,152.75 |
-11.25 |
-1.0% |
1,183.50 |
| Low |
1,127.50 |
1,115.25 |
-12.25 |
-1.1% |
1,108.50 |
| Close |
1,150.00 |
1,119.50 |
-30.50 |
-2.7% |
1,119.50 |
| Range |
36.50 |
37.50 |
1.00 |
2.7% |
75.00 |
| ATR |
35.66 |
35.79 |
0.13 |
0.4% |
0.00 |
| Volume |
1,502 |
1,243 |
-259 |
-17.2% |
7,763 |
|
| Daily Pivots for day following 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,241.75 |
1,218.00 |
1,140.00 |
|
| R3 |
1,204.25 |
1,180.50 |
1,129.75 |
|
| R2 |
1,166.75 |
1,166.75 |
1,126.50 |
|
| R1 |
1,143.00 |
1,143.00 |
1,123.00 |
1,136.00 |
| PP |
1,129.25 |
1,129.25 |
1,129.25 |
1,125.75 |
| S1 |
1,105.50 |
1,105.50 |
1,116.00 |
1,098.50 |
| S2 |
1,091.75 |
1,091.75 |
1,112.50 |
|
| S3 |
1,054.25 |
1,068.00 |
1,109.25 |
|
| S4 |
1,016.75 |
1,030.50 |
1,099.00 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,362.25 |
1,315.75 |
1,160.75 |
|
| R3 |
1,287.25 |
1,240.75 |
1,140.00 |
|
| R2 |
1,212.25 |
1,212.25 |
1,133.25 |
|
| R1 |
1,165.75 |
1,165.75 |
1,126.50 |
1,189.00 |
| PP |
1,137.25 |
1,137.25 |
1,137.25 |
1,148.75 |
| S1 |
1,090.75 |
1,090.75 |
1,112.50 |
1,114.00 |
| S2 |
1,062.25 |
1,062.25 |
1,105.75 |
|
| S3 |
987.25 |
1,015.75 |
1,099.00 |
|
| S4 |
912.25 |
940.75 |
1,078.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,183.50 |
1,108.50 |
75.00 |
6.7% |
38.00 |
3.4% |
15% |
False |
False |
1,552 |
| 10 |
1,208.00 |
1,096.25 |
111.75 |
10.0% |
37.25 |
3.3% |
21% |
False |
False |
1,246 |
| 20 |
1,208.00 |
1,096.25 |
111.75 |
10.0% |
34.50 |
3.1% |
21% |
False |
False |
722 |
| 40 |
1,217.75 |
1,067.00 |
150.75 |
13.5% |
37.75 |
3.4% |
35% |
False |
False |
431 |
| 60 |
1,342.75 |
1,067.00 |
275.75 |
24.6% |
33.00 |
2.9% |
19% |
False |
False |
295 |
| 80 |
1,342.75 |
1,067.00 |
275.75 |
24.6% |
27.75 |
2.5% |
19% |
False |
False |
224 |
| 100 |
1,342.75 |
1,067.00 |
275.75 |
24.6% |
22.75 |
2.0% |
19% |
False |
False |
180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,312.00 |
|
2.618 |
1,251.00 |
|
1.618 |
1,213.50 |
|
1.000 |
1,190.25 |
|
0.618 |
1,176.00 |
|
HIGH |
1,152.75 |
|
0.618 |
1,138.50 |
|
0.500 |
1,134.00 |
|
0.382 |
1,129.50 |
|
LOW |
1,115.25 |
|
0.618 |
1,092.00 |
|
1.000 |
1,077.75 |
|
1.618 |
1,054.50 |
|
2.618 |
1,017.00 |
|
4.250 |
956.00 |
|
|
| Fisher Pivots for day following 30-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,134.00 |
1,145.00 |
| PP |
1,129.25 |
1,136.50 |
| S1 |
1,124.25 |
1,128.00 |
|