| Trading Metrics calculated at close of trading on 05-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2011 |
05-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,091.0 |
2,121.0 |
30.0 |
1.4% |
1,994.0 |
| High |
2,132.0 |
2,190.0 |
58.0 |
2.7% |
2,223.0 |
| Low |
2,045.0 |
2,105.0 |
60.0 |
2.9% |
1,965.0 |
| Close |
2,131.0 |
2,185.0 |
54.0 |
2.5% |
2,148.0 |
| Range |
87.0 |
85.0 |
-2.0 |
-2.3% |
258.0 |
| ATR |
89.2 |
88.9 |
-0.3 |
-0.3% |
0.0 |
| Volume |
1,998,971 |
1,670,506 |
-328,465 |
-16.4% |
8,251,335 |
|
| Daily Pivots for day following 05-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,415.0 |
2,385.0 |
2,231.8 |
|
| R3 |
2,330.0 |
2,300.0 |
2,208.4 |
|
| R2 |
2,245.0 |
2,245.0 |
2,200.6 |
|
| R1 |
2,215.0 |
2,215.0 |
2,192.8 |
2,230.0 |
| PP |
2,160.0 |
2,160.0 |
2,160.0 |
2,167.5 |
| S1 |
2,130.0 |
2,130.0 |
2,177.2 |
2,145.0 |
| S2 |
2,075.0 |
2,075.0 |
2,169.4 |
|
| S3 |
1,990.0 |
2,045.0 |
2,161.6 |
|
| S4 |
1,905.0 |
1,960.0 |
2,138.3 |
|
|
| 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 |
8.1% |
72.8 |
3.3% |
79% |
False |
False |
1,568,116 |
| 10 |
2,223.0 |
1,924.0 |
299.0 |
13.7% |
85.1 |
3.9% |
87% |
False |
False |
1,723,099 |
| 20 |
2,223.0 |
1,924.0 |
299.0 |
13.7% |
83.4 |
3.8% |
87% |
False |
False |
1,519,396 |
| 40 |
2,345.0 |
1,924.0 |
421.0 |
19.3% |
86.0 |
3.9% |
62% |
False |
False |
778,080 |
| 60 |
2,790.0 |
1,924.0 |
866.0 |
39.6% |
83.2 |
3.8% |
30% |
False |
False |
520,543 |
| 80 |
2,887.0 |
1,924.0 |
963.0 |
44.1% |
75.3 |
3.4% |
27% |
False |
False |
393,159 |
| 100 |
2,887.0 |
1,924.0 |
963.0 |
44.1% |
68.1 |
3.1% |
27% |
False |
False |
315,333 |
| 120 |
2,969.0 |
1,924.0 |
1,045.0 |
47.8% |
62.9 |
2.9% |
25% |
False |
False |
262,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,551.3 |
|
2.618 |
2,412.5 |
|
1.618 |
2,327.5 |
|
1.000 |
2,275.0 |
|
0.618 |
2,242.5 |
|
HIGH |
2,190.0 |
|
0.618 |
2,157.5 |
|
0.500 |
2,147.5 |
|
0.382 |
2,137.5 |
|
LOW |
2,105.0 |
|
0.618 |
2,052.5 |
|
1.000 |
2,020.0 |
|
1.618 |
1,967.5 |
|
2.618 |
1,882.5 |
|
4.250 |
1,743.8 |
|
|
| Fisher Pivots for day following 05-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,172.5 |
2,162.5 |
| PP |
2,160.0 |
2,140.0 |
| S1 |
2,147.5 |
2,117.5 |
|