| Trading Metrics calculated at close of trading on 04-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2011 |
04-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,110.0 |
2,091.0 |
-19.0 |
-0.9% |
1,994.0 |
| High |
2,146.0 |
2,132.0 |
-14.0 |
-0.7% |
2,223.0 |
| Low |
2,083.0 |
2,045.0 |
-38.0 |
-1.8% |
1,965.0 |
| Close |
2,084.0 |
2,131.0 |
47.0 |
2.3% |
2,148.0 |
| Range |
63.0 |
87.0 |
24.0 |
38.1% |
258.0 |
| ATR |
89.4 |
89.2 |
-0.2 |
-0.2% |
0.0 |
| Volume |
1,272,249 |
1,998,971 |
726,722 |
57.1% |
8,251,335 |
|
| Daily Pivots for day following 04-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,363.7 |
2,334.3 |
2,178.9 |
|
| R3 |
2,276.7 |
2,247.3 |
2,154.9 |
|
| R2 |
2,189.7 |
2,189.7 |
2,147.0 |
|
| R1 |
2,160.3 |
2,160.3 |
2,139.0 |
2,175.0 |
| PP |
2,102.7 |
2,102.7 |
2,102.7 |
2,110.0 |
| S1 |
2,073.3 |
2,073.3 |
2,123.0 |
2,088.0 |
| S2 |
2,015.7 |
2,015.7 |
2,115.1 |
|
| S3 |
1,928.7 |
1,986.3 |
2,107.1 |
|
| S4 |
1,841.7 |
1,899.3 |
2,083.2 |
|
|
| 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 |
2,045.0 |
178.0 |
8.4% |
71.8 |
3.4% |
48% |
False |
True |
1,535,327 |
| 10 |
2,223.0 |
1,924.0 |
299.0 |
14.0% |
85.5 |
4.0% |
69% |
False |
False |
1,687,239 |
| 20 |
2,223.0 |
1,924.0 |
299.0 |
14.0% |
81.7 |
3.8% |
69% |
False |
False |
1,449,647 |
| 40 |
2,345.0 |
1,924.0 |
421.0 |
19.8% |
88.2 |
4.1% |
49% |
False |
False |
737,224 |
| 60 |
2,790.0 |
1,924.0 |
866.0 |
40.6% |
83.2 |
3.9% |
24% |
False |
False |
492,971 |
| 80 |
2,887.0 |
1,924.0 |
963.0 |
45.2% |
74.8 |
3.5% |
21% |
False |
False |
372,420 |
| 100 |
2,887.0 |
1,924.0 |
963.0 |
45.2% |
67.7 |
3.2% |
21% |
False |
False |
298,629 |
| 120 |
2,969.0 |
1,924.0 |
1,045.0 |
49.0% |
62.3 |
2.9% |
20% |
False |
False |
248,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,501.8 |
|
2.618 |
2,359.8 |
|
1.618 |
2,272.8 |
|
1.000 |
2,219.0 |
|
0.618 |
2,185.8 |
|
HIGH |
2,132.0 |
|
0.618 |
2,098.8 |
|
0.500 |
2,088.5 |
|
0.382 |
2,078.2 |
|
LOW |
2,045.0 |
|
0.618 |
1,991.2 |
|
1.000 |
1,958.0 |
|
1.618 |
1,904.2 |
|
2.618 |
1,817.2 |
|
4.250 |
1,675.3 |
|
|
| Fisher Pivots for day following 04-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,116.8 |
2,127.3 |
| PP |
2,102.7 |
2,123.7 |
| S1 |
2,088.5 |
2,120.0 |
|