| Trading Metrics calculated at close of trading on 06-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2011 |
06-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1,109.00 |
1,128.25 |
19.25 |
1.7% |
1,119.25 |
| High |
1,135.00 |
1,154.00 |
19.00 |
1.7% |
1,183.50 |
| Low |
1,100.50 |
1,123.00 |
22.50 |
2.0% |
1,108.50 |
| Close |
1,128.50 |
1,151.25 |
22.75 |
2.0% |
1,119.50 |
| Range |
34.50 |
31.00 |
-3.50 |
-10.1% |
75.00 |
| ATR |
37.43 |
36.97 |
-0.46 |
-1.2% |
0.00 |
| Volume |
3,685 |
2,767 |
-918 |
-24.9% |
7,763 |
|
| Daily Pivots for day following 06-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,235.75 |
1,224.50 |
1,168.25 |
|
| R3 |
1,204.75 |
1,193.50 |
1,159.75 |
|
| R2 |
1,173.75 |
1,173.75 |
1,157.00 |
|
| R1 |
1,162.50 |
1,162.50 |
1,154.00 |
1,168.00 |
| PP |
1,142.75 |
1,142.75 |
1,142.75 |
1,145.50 |
| S1 |
1,131.50 |
1,131.50 |
1,148.50 |
1,137.00 |
| S2 |
1,111.75 |
1,111.75 |
1,145.50 |
|
| S3 |
1,080.75 |
1,100.50 |
1,142.75 |
|
| S4 |
1,049.75 |
1,069.50 |
1,134.25 |
|
|
| 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 |
1,154.00 |
1,062.00 |
92.00 |
8.0% |
40.25 |
3.5% |
97% |
True |
False |
2,165 |
| 10 |
1,183.50 |
1,062.00 |
121.50 |
10.6% |
39.00 |
3.4% |
73% |
False |
False |
1,861 |
| 20 |
1,208.00 |
1,062.00 |
146.00 |
12.7% |
37.00 |
3.2% |
61% |
False |
False |
1,187 |
| 40 |
1,217.75 |
1,062.00 |
155.75 |
13.5% |
34.50 |
3.0% |
57% |
False |
False |
654 |
| 60 |
1,335.75 |
1,062.00 |
273.75 |
23.8% |
34.25 |
3.0% |
33% |
False |
False |
451 |
| 80 |
1,342.75 |
1,062.00 |
280.75 |
24.4% |
30.00 |
2.6% |
32% |
False |
False |
343 |
| 100 |
1,342.75 |
1,062.00 |
280.75 |
24.4% |
24.25 |
2.1% |
32% |
False |
False |
275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,285.75 |
|
2.618 |
1,235.25 |
|
1.618 |
1,204.25 |
|
1.000 |
1,185.00 |
|
0.618 |
1,173.25 |
|
HIGH |
1,154.00 |
|
0.618 |
1,142.25 |
|
0.500 |
1,138.50 |
|
0.382 |
1,134.75 |
|
LOW |
1,123.00 |
|
0.618 |
1,103.75 |
|
1.000 |
1,092.00 |
|
1.618 |
1,072.75 |
|
2.618 |
1,041.75 |
|
4.250 |
991.25 |
|
|
| Fisher Pivots for day following 06-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,147.00 |
1,136.75 |
| PP |
1,142.75 |
1,122.50 |
| S1 |
1,138.50 |
1,108.00 |
|