| 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 |
5,744.5 |
5,862.0 |
117.5 |
2.0% |
5,309.0 |
| High |
5,891.0 |
5,900.0 |
9.0 |
0.2% |
5,767.0 |
| Low |
5,675.0 |
5,797.5 |
122.5 |
2.2% |
5,147.5 |
| Close |
5,865.5 |
5,873.5 |
8.0 |
0.1% |
5,693.5 |
| Range |
216.0 |
102.5 |
-113.5 |
-52.5% |
619.5 |
| ATR |
228.3 |
219.3 |
-9.0 |
-3.9% |
0.0 |
| Volume |
463 |
262 |
-201 |
-43.4% |
3,385 |
|
| Daily Pivots for day following 11-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,164.5 |
6,121.5 |
5,929.9 |
|
| R3 |
6,062.0 |
6,019.0 |
5,901.7 |
|
| R2 |
5,959.5 |
5,959.5 |
5,892.3 |
|
| R1 |
5,916.5 |
5,916.5 |
5,882.9 |
5,938.0 |
| PP |
5,857.0 |
5,857.0 |
5,857.0 |
5,867.8 |
| S1 |
5,814.0 |
5,814.0 |
5,864.1 |
5,835.5 |
| S2 |
5,754.5 |
5,754.5 |
5,854.7 |
|
| S3 |
5,652.0 |
5,711.5 |
5,845.3 |
|
| S4 |
5,549.5 |
5,609.0 |
5,817.1 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,394.5 |
7,163.5 |
6,034.2 |
|
| R3 |
6,775.0 |
6,544.0 |
5,863.9 |
|
| R2 |
6,155.5 |
6,155.5 |
5,807.1 |
|
| R1 |
5,924.5 |
5,924.5 |
5,750.3 |
6,040.0 |
| PP |
5,536.0 |
5,536.0 |
5,536.0 |
5,593.8 |
| S1 |
5,305.0 |
5,305.0 |
5,636.7 |
5,420.5 |
| S2 |
4,916.5 |
4,916.5 |
5,579.9 |
|
| S3 |
4,297.0 |
4,685.5 |
5,523.1 |
|
| S4 |
3,677.5 |
4,066.0 |
5,352.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,900.0 |
5,288.0 |
612.0 |
10.4% |
181.5 |
3.1% |
96% |
True |
False |
592 |
| 10 |
5,900.0 |
5,147.5 |
752.5 |
12.8% |
179.6 |
3.1% |
96% |
True |
False |
573 |
| 20 |
5,900.0 |
5,001.0 |
899.0 |
15.3% |
203.2 |
3.5% |
97% |
True |
False |
3,151 |
| 40 |
6,030.0 |
4,988.0 |
1,042.0 |
17.7% |
189.8 |
3.2% |
85% |
False |
False |
2,177 |
| 60 |
7,454.0 |
4,988.0 |
2,466.0 |
42.0% |
203.9 |
3.5% |
36% |
False |
False |
1,500 |
| 80 |
7,570.5 |
4,988.0 |
2,582.5 |
44.0% |
169.6 |
2.9% |
34% |
False |
False |
1,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,335.6 |
|
2.618 |
6,168.3 |
|
1.618 |
6,065.8 |
|
1.000 |
6,002.5 |
|
0.618 |
5,963.3 |
|
HIGH |
5,900.0 |
|
0.618 |
5,860.8 |
|
0.500 |
5,848.8 |
|
0.382 |
5,836.7 |
|
LOW |
5,797.5 |
|
0.618 |
5,734.2 |
|
1.000 |
5,695.0 |
|
1.618 |
5,631.7 |
|
2.618 |
5,529.2 |
|
4.250 |
5,361.9 |
|
|
| Fisher Pivots for day following 11-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,865.3 |
5,837.5 |
| PP |
5,857.0 |
5,801.5 |
| S1 |
5,848.8 |
5,765.5 |
|