| Trading Metrics calculated at close of trading on 12-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2011 |
12-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
5,862.0 |
5,871.0 |
9.0 |
0.2% |
5,309.0 |
| High |
5,900.0 |
6,050.0 |
150.0 |
2.5% |
5,767.0 |
| Low |
5,797.5 |
5,821.5 |
24.0 |
0.4% |
5,147.5 |
| Close |
5,873.5 |
6,007.5 |
134.0 |
2.3% |
5,693.5 |
| Range |
102.5 |
228.5 |
126.0 |
122.9% |
619.5 |
| ATR |
219.3 |
220.0 |
0.7 |
0.3% |
0.0 |
| Volume |
262 |
999 |
737 |
281.3% |
3,385 |
|
| Daily Pivots for day following 12-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,645.2 |
6,554.8 |
6,133.2 |
|
| R3 |
6,416.7 |
6,326.3 |
6,070.3 |
|
| R2 |
6,188.2 |
6,188.2 |
6,049.4 |
|
| R1 |
6,097.8 |
6,097.8 |
6,028.4 |
6,143.0 |
| PP |
5,959.7 |
5,959.7 |
5,959.7 |
5,982.3 |
| S1 |
5,869.3 |
5,869.3 |
5,986.6 |
5,914.5 |
| S2 |
5,731.2 |
5,731.2 |
5,965.6 |
|
| S3 |
5,502.7 |
5,640.8 |
5,944.7 |
|
| S4 |
5,274.2 |
5,412.3 |
5,881.8 |
|
|
| 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 |
6,050.0 |
5,491.0 |
559.0 |
9.3% |
178.4 |
3.0% |
92% |
True |
False |
616 |
| 10 |
6,050.0 |
5,147.5 |
902.5 |
15.0% |
181.8 |
3.0% |
95% |
True |
False |
615 |
| 20 |
6,050.0 |
5,001.0 |
1,049.0 |
17.5% |
195.9 |
3.3% |
96% |
True |
False |
1,983 |
| 40 |
6,050.0 |
4,988.0 |
1,062.0 |
17.7% |
193.1 |
3.2% |
96% |
True |
False |
2,199 |
| 60 |
7,454.0 |
4,988.0 |
2,466.0 |
41.0% |
207.1 |
3.4% |
41% |
False |
False |
1,516 |
| 80 |
7,570.5 |
4,988.0 |
2,582.5 |
43.0% |
172.4 |
2.9% |
39% |
False |
False |
1,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,021.1 |
|
2.618 |
6,648.2 |
|
1.618 |
6,419.7 |
|
1.000 |
6,278.5 |
|
0.618 |
6,191.2 |
|
HIGH |
6,050.0 |
|
0.618 |
5,962.7 |
|
0.500 |
5,935.8 |
|
0.382 |
5,908.8 |
|
LOW |
5,821.5 |
|
0.618 |
5,680.3 |
|
1.000 |
5,593.0 |
|
1.618 |
5,451.8 |
|
2.618 |
5,223.3 |
|
4.250 |
4,850.4 |
|
|
| Fisher Pivots for day following 12-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,983.6 |
5,959.2 |
| PP |
5,959.7 |
5,910.8 |
| S1 |
5,935.8 |
5,862.5 |
|