| Trading Metrics calculated at close of trading on 03-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2011 |
03-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,193.0 |
2,110.0 |
-83.0 |
-3.8% |
1,994.0 |
| High |
2,195.0 |
2,146.0 |
-49.0 |
-2.2% |
2,223.0 |
| Low |
2,140.0 |
2,083.0 |
-57.0 |
-2.7% |
1,965.0 |
| Close |
2,148.0 |
2,084.0 |
-64.0 |
-3.0% |
2,148.0 |
| Range |
55.0 |
63.0 |
8.0 |
14.5% |
258.0 |
| ATR |
91.2 |
89.4 |
-1.9 |
-2.1% |
0.0 |
| Volume |
1,466,243 |
1,272,249 |
-193,994 |
-13.2% |
8,251,335 |
|
| Daily Pivots for day following 03-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,293.3 |
2,251.7 |
2,118.7 |
|
| R3 |
2,230.3 |
2,188.7 |
2,101.3 |
|
| R2 |
2,167.3 |
2,167.3 |
2,095.6 |
|
| R1 |
2,125.7 |
2,125.7 |
2,089.8 |
2,115.0 |
| PP |
2,104.3 |
2,104.3 |
2,104.3 |
2,099.0 |
| S1 |
2,062.7 |
2,062.7 |
2,078.2 |
2,052.0 |
| S2 |
2,041.3 |
2,041.3 |
2,072.5 |
|
| S3 |
1,978.3 |
1,999.7 |
2,066.7 |
|
| S4 |
1,915.3 |
1,936.7 |
2,049.4 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,886.0 |
2,775.0 |
2,289.9 |
|
| R3 |
2,628.0 |
2,517.0 |
2,219.0 |
|
| R2 |
2,370.0 |
2,370.0 |
2,195.3 |
|
| R1 |
2,259.0 |
2,259.0 |
2,171.7 |
2,314.5 |
| PP |
2,112.0 |
2,112.0 |
2,112.0 |
2,139.8 |
| S1 |
2,001.0 |
2,001.0 |
2,124.4 |
2,056.5 |
| S2 |
1,854.0 |
1,854.0 |
2,100.7 |
|
| S3 |
1,596.0 |
1,743.0 |
2,077.1 |
|
| S4 |
1,338.0 |
1,485.0 |
2,006.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,223.0 |
2,083.0 |
140.0 |
6.7% |
70.2 |
3.4% |
1% |
False |
True |
1,499,207 |
| 10 |
2,223.0 |
1,924.0 |
299.0 |
14.3% |
83.6 |
4.0% |
54% |
False |
False |
1,619,973 |
| 20 |
2,223.0 |
1,924.0 |
299.0 |
14.3% |
81.2 |
3.9% |
54% |
False |
False |
1,355,540 |
| 40 |
2,420.0 |
1,924.0 |
496.0 |
23.8% |
91.3 |
4.4% |
32% |
False |
False |
687,419 |
| 60 |
2,790.0 |
1,924.0 |
866.0 |
41.6% |
83.2 |
4.0% |
18% |
False |
False |
459,667 |
| 80 |
2,887.0 |
1,924.0 |
963.0 |
46.2% |
74.1 |
3.6% |
17% |
False |
False |
347,515 |
| 100 |
2,887.0 |
1,924.0 |
963.0 |
46.2% |
67.2 |
3.2% |
17% |
False |
False |
278,640 |
| 120 |
2,969.0 |
1,924.0 |
1,045.0 |
50.1% |
61.9 |
3.0% |
15% |
False |
False |
232,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,413.8 |
|
2.618 |
2,310.9 |
|
1.618 |
2,247.9 |
|
1.000 |
2,209.0 |
|
0.618 |
2,184.9 |
|
HIGH |
2,146.0 |
|
0.618 |
2,121.9 |
|
0.500 |
2,114.5 |
|
0.382 |
2,107.1 |
|
LOW |
2,083.0 |
|
0.618 |
2,044.1 |
|
1.000 |
2,020.0 |
|
1.618 |
1,981.1 |
|
2.618 |
1,918.1 |
|
4.250 |
1,815.3 |
|
|
| Fisher Pivots for day following 03-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,114.5 |
2,153.0 |
| PP |
2,104.3 |
2,130.0 |
| S1 |
2,094.2 |
2,107.0 |
|