| Trading Metrics calculated at close of trading on 11-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2011 |
11-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
11,104.56 |
11,432.80 |
328.24 |
3.0% |
10,912.10 |
| High |
11,433.33 |
11,447.86 |
14.53 |
0.1% |
11,232.05 |
| Low |
11,104.56 |
11,365.67 |
261.11 |
2.4% |
10,404.49 |
| Close |
11,433.18 |
11,416.30 |
-16.88 |
-0.1% |
11,103.12 |
| Range |
328.77 |
82.19 |
-246.58 |
-75.0% |
827.56 |
| ATR |
281.10 |
266.89 |
-14.21 |
-5.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,656.51 |
11,618.60 |
11,461.50 |
|
| R3 |
11,574.32 |
11,536.41 |
11,438.90 |
|
| R2 |
11,492.13 |
11,492.13 |
11,431.37 |
|
| R1 |
11,454.22 |
11,454.22 |
11,423.83 |
11,432.08 |
| PP |
11,409.94 |
11,409.94 |
11,409.94 |
11,398.88 |
| S1 |
11,372.03 |
11,372.03 |
11,408.77 |
11,349.89 |
| S2 |
11,327.75 |
11,327.75 |
11,401.23 |
|
| S3 |
11,245.56 |
11,289.84 |
11,393.70 |
|
| S4 |
11,163.37 |
11,207.65 |
11,371.10 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,395.90 |
13,077.07 |
11,558.28 |
|
| R3 |
12,568.34 |
12,249.51 |
11,330.70 |
|
| R2 |
11,740.78 |
11,740.78 |
11,254.84 |
|
| R1 |
11,421.95 |
11,421.95 |
11,178.98 |
11,581.37 |
| PP |
10,913.22 |
10,913.22 |
10,913.22 |
10,992.93 |
| S1 |
10,594.39 |
10,594.39 |
11,027.26 |
10,753.81 |
| S2 |
10,085.66 |
10,085.66 |
10,951.40 |
|
| S3 |
9,258.10 |
9,766.83 |
10,875.54 |
|
| S4 |
8,430.54 |
8,939.27 |
10,647.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,447.86 |
10,738.10 |
709.76 |
6.2% |
215.72 |
1.9% |
96% |
True |
False |
|
| 10 |
11,447.86 |
10,404.49 |
1,043.37 |
9.1% |
269.41 |
2.4% |
97% |
True |
False |
|
| 20 |
11,550.22 |
10,404.49 |
1,145.73 |
10.0% |
273.05 |
2.4% |
88% |
False |
False |
|
| 40 |
11,716.84 |
10,404.49 |
1,312.35 |
11.5% |
269.67 |
2.4% |
77% |
False |
False |
|
| 60 |
12,751.43 |
10,404.49 |
2,346.94 |
20.6% |
276.46 |
2.4% |
43% |
False |
False |
|
| 80 |
12,753.89 |
10,404.49 |
2,349.40 |
20.6% |
243.24 |
2.1% |
43% |
False |
False |
|
| 100 |
12,753.89 |
10,404.49 |
2,349.40 |
20.6% |
221.38 |
1.9% |
43% |
False |
False |
|
| 120 |
12,876.00 |
10,404.49 |
2,471.51 |
21.6% |
205.17 |
1.8% |
41% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,797.17 |
|
2.618 |
11,663.03 |
|
1.618 |
11,580.84 |
|
1.000 |
11,530.05 |
|
0.618 |
11,498.65 |
|
HIGH |
11,447.86 |
|
0.618 |
11,416.46 |
|
0.500 |
11,406.77 |
|
0.382 |
11,397.07 |
|
LOW |
11,365.67 |
|
0.618 |
11,314.88 |
|
1.000 |
11,283.48 |
|
1.618 |
11,232.69 |
|
2.618 |
11,150.50 |
|
4.250 |
11,016.36 |
|
|
| Fisher Pivots for day following 11-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,413.12 |
11,360.70 |
| PP |
11,409.94 |
11,305.10 |
| S1 |
11,406.77 |
11,249.50 |
|