| Trading Metrics calculated at close of trading on 13-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2011 |
13-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1,181.25 |
1,193.25 |
12.00 |
1.0% |
1,115.25 |
| High |
1,209.50 |
1,197.75 |
-11.75 |
-1.0% |
1,166.75 |
| Low |
1,175.00 |
1,179.50 |
4.50 |
0.4% |
1,062.00 |
| Close |
1,192.25 |
1,191.75 |
-0.50 |
0.0% |
1,148.75 |
| Range |
34.50 |
18.25 |
-16.25 |
-47.1% |
104.75 |
| ATR |
34.73 |
33.55 |
-1.18 |
-3.4% |
0.00 |
| Volume |
1,021 |
1,622 |
601 |
58.9% |
10,932 |
|
| Daily Pivots for day following 13-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,244.50 |
1,236.25 |
1,201.75 |
|
| R3 |
1,226.25 |
1,218.00 |
1,196.75 |
|
| R2 |
1,208.00 |
1,208.00 |
1,195.00 |
|
| R1 |
1,199.75 |
1,199.75 |
1,193.50 |
1,194.75 |
| PP |
1,189.75 |
1,189.75 |
1,189.75 |
1,187.00 |
| S1 |
1,181.50 |
1,181.50 |
1,190.00 |
1,176.50 |
| S2 |
1,171.50 |
1,171.50 |
1,188.50 |
|
| S3 |
1,153.25 |
1,163.25 |
1,186.75 |
|
| S4 |
1,135.00 |
1,145.00 |
1,181.75 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,440.00 |
1,399.25 |
1,206.25 |
|
| R3 |
1,335.25 |
1,294.50 |
1,177.50 |
|
| R2 |
1,230.50 |
1,230.50 |
1,168.00 |
|
| R1 |
1,189.75 |
1,189.75 |
1,158.25 |
1,210.00 |
| PP |
1,125.75 |
1,125.75 |
1,125.75 |
1,136.00 |
| S1 |
1,085.00 |
1,085.00 |
1,139.25 |
1,105.50 |
| S2 |
1,021.00 |
1,021.00 |
1,129.50 |
|
| S3 |
916.25 |
980.25 |
1,120.00 |
|
| S4 |
811.50 |
875.50 |
1,091.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,209.50 |
1,138.75 |
70.75 |
5.9% |
26.00 |
2.2% |
75% |
False |
False |
1,422 |
| 10 |
1,209.50 |
1,062.00 |
147.50 |
12.4% |
33.00 |
2.8% |
88% |
False |
False |
1,793 |
| 20 |
1,209.50 |
1,062.00 |
147.50 |
12.4% |
34.25 |
2.9% |
88% |
False |
False |
1,476 |
| 40 |
1,217.75 |
1,062.00 |
155.75 |
13.1% |
33.50 |
2.8% |
83% |
False |
False |
830 |
| 60 |
1,335.75 |
1,062.00 |
273.75 |
23.0% |
35.00 |
2.9% |
47% |
False |
False |
568 |
| 80 |
1,342.75 |
1,062.00 |
280.75 |
23.6% |
30.50 |
2.6% |
46% |
False |
False |
431 |
| 100 |
1,342.75 |
1,062.00 |
280.75 |
23.6% |
25.25 |
2.1% |
46% |
False |
False |
346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,275.25 |
|
2.618 |
1,245.50 |
|
1.618 |
1,227.25 |
|
1.000 |
1,216.00 |
|
0.618 |
1,209.00 |
|
HIGH |
1,197.75 |
|
0.618 |
1,190.75 |
|
0.500 |
1,188.50 |
|
0.382 |
1,186.50 |
|
LOW |
1,179.50 |
|
0.618 |
1,168.25 |
|
1.000 |
1,161.25 |
|
1.618 |
1,150.00 |
|
2.618 |
1,131.75 |
|
4.250 |
1,102.00 |
|
|
| Fisher Pivots for day following 13-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,190.75 |
1,192.25 |
| PP |
1,189.75 |
1,192.00 |
| S1 |
1,188.50 |
1,192.00 |
|