| 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 |
1,150.50 |
1,115.25 |
-35.25 |
-3.1% |
1,119.25 |
| High |
1,152.75 |
1,126.75 |
-26.00 |
-2.3% |
1,183.50 |
| Low |
1,115.25 |
1,079.25 |
-36.00 |
-3.2% |
1,108.50 |
| Close |
1,119.50 |
1,079.75 |
-39.75 |
-3.6% |
1,119.50 |
| Range |
37.50 |
47.50 |
10.00 |
26.7% |
75.00 |
| ATR |
35.79 |
36.63 |
0.84 |
2.3% |
0.00 |
| Volume |
1,243 |
1,506 |
263 |
21.2% |
7,763 |
|
| Daily Pivots for day following 03-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,237.75 |
1,206.25 |
1,106.00 |
|
| R3 |
1,190.25 |
1,158.75 |
1,092.75 |
|
| R2 |
1,142.75 |
1,142.75 |
1,088.50 |
|
| R1 |
1,111.25 |
1,111.25 |
1,084.00 |
1,103.25 |
| PP |
1,095.25 |
1,095.25 |
1,095.25 |
1,091.25 |
| S1 |
1,063.75 |
1,063.75 |
1,075.50 |
1,055.75 |
| S2 |
1,047.75 |
1,047.75 |
1,071.00 |
|
| S3 |
1,000.25 |
1,016.25 |
1,066.75 |
|
| S4 |
952.75 |
968.75 |
1,053.50 |
|
|
| 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 |
1,079.25 |
104.25 |
9.7% |
38.75 |
3.6% |
0% |
False |
True |
1,574 |
| 10 |
1,208.00 |
1,079.25 |
128.75 |
11.9% |
40.00 |
3.7% |
0% |
False |
True |
1,348 |
| 20 |
1,208.00 |
1,079.25 |
128.75 |
11.9% |
35.00 |
3.2% |
0% |
False |
True |
796 |
| 40 |
1,217.75 |
1,067.00 |
150.75 |
14.0% |
37.50 |
3.5% |
8% |
False |
False |
466 |
| 60 |
1,335.75 |
1,067.00 |
268.75 |
24.9% |
33.50 |
3.1% |
5% |
False |
False |
319 |
| 80 |
1,342.75 |
1,067.00 |
275.75 |
25.5% |
28.50 |
2.6% |
5% |
False |
False |
243 |
| 100 |
1,342.75 |
1,067.00 |
275.75 |
25.5% |
23.00 |
2.1% |
5% |
False |
False |
195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,328.50 |
|
2.618 |
1,251.00 |
|
1.618 |
1,203.50 |
|
1.000 |
1,174.25 |
|
0.618 |
1,156.00 |
|
HIGH |
1,126.75 |
|
0.618 |
1,108.50 |
|
0.500 |
1,103.00 |
|
0.382 |
1,097.50 |
|
LOW |
1,079.25 |
|
0.618 |
1,050.00 |
|
1.000 |
1,031.75 |
|
1.618 |
1,002.50 |
|
2.618 |
955.00 |
|
4.250 |
877.50 |
|
|
| Fisher Pivots for day following 03-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,103.00 |
1,121.50 |
| PP |
1,095.25 |
1,107.75 |
| S1 |
1,087.50 |
1,093.75 |
|