| Trading Metrics calculated at close of trading on 04-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2011 |
04-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1,115.25 |
1,080.25 |
-35.00 |
-3.1% |
1,119.25 |
| High |
1,126.75 |
1,113.00 |
-13.75 |
-1.2% |
1,183.50 |
| Low |
1,079.25 |
1,062.00 |
-17.25 |
-1.6% |
1,108.50 |
| Close |
1,079.75 |
1,107.25 |
27.50 |
2.5% |
1,119.50 |
| Range |
47.50 |
51.00 |
3.50 |
7.4% |
75.00 |
| ATR |
36.63 |
37.66 |
1.03 |
2.8% |
0.00 |
| Volume |
1,506 |
1,625 |
119 |
7.9% |
7,763 |
|
| Daily Pivots for day following 04-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,247.00 |
1,228.25 |
1,135.25 |
|
| R3 |
1,196.00 |
1,177.25 |
1,121.25 |
|
| R2 |
1,145.00 |
1,145.00 |
1,116.50 |
|
| R1 |
1,126.25 |
1,126.25 |
1,112.00 |
1,135.50 |
| PP |
1,094.00 |
1,094.00 |
1,094.00 |
1,098.75 |
| S1 |
1,075.25 |
1,075.25 |
1,102.50 |
1,084.50 |
| S2 |
1,043.00 |
1,043.00 |
1,098.00 |
|
| S3 |
992.00 |
1,024.25 |
1,093.25 |
|
| S4 |
941.00 |
973.25 |
1,079.25 |
|
|
| 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 |
1,174.75 |
1,062.00 |
112.75 |
10.2% |
42.00 |
3.8% |
40% |
False |
True |
1,436 |
| 10 |
1,197.25 |
1,062.00 |
135.25 |
12.2% |
42.25 |
3.8% |
33% |
False |
True |
1,418 |
| 20 |
1,208.00 |
1,062.00 |
146.00 |
13.2% |
36.25 |
3.3% |
31% |
False |
True |
874 |
| 40 |
1,217.75 |
1,062.00 |
155.75 |
14.1% |
37.00 |
3.3% |
29% |
False |
True |
503 |
| 60 |
1,335.75 |
1,062.00 |
273.75 |
24.7% |
33.75 |
3.1% |
17% |
False |
True |
344 |
| 80 |
1,342.75 |
1,062.00 |
280.75 |
25.4% |
29.00 |
2.6% |
16% |
False |
True |
263 |
| 100 |
1,342.75 |
1,062.00 |
280.75 |
25.4% |
23.50 |
2.1% |
16% |
False |
True |
211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,329.75 |
|
2.618 |
1,246.50 |
|
1.618 |
1,195.50 |
|
1.000 |
1,164.00 |
|
0.618 |
1,144.50 |
|
HIGH |
1,113.00 |
|
0.618 |
1,093.50 |
|
0.500 |
1,087.50 |
|
0.382 |
1,081.50 |
|
LOW |
1,062.00 |
|
0.618 |
1,030.50 |
|
1.000 |
1,011.00 |
|
1.618 |
979.50 |
|
2.618 |
928.50 |
|
4.250 |
845.25 |
|
|
| Fisher Pivots for day following 04-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,100.75 |
1,107.50 |
| PP |
1,094.00 |
1,107.25 |
| S1 |
1,087.50 |
1,107.25 |
|