| Trading Metrics calculated at close of trading on 06-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2011 |
06-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,121.0 |
2,178.0 |
57.0 |
2.7% |
1,994.0 |
| High |
2,190.0 |
2,256.0 |
66.0 |
3.0% |
2,223.0 |
| Low |
2,105.0 |
2,178.0 |
73.0 |
3.5% |
1,965.0 |
| Close |
2,185.0 |
2,252.0 |
67.0 |
3.1% |
2,148.0 |
| Range |
85.0 |
78.0 |
-7.0 |
-8.2% |
258.0 |
| ATR |
88.9 |
88.1 |
-0.8 |
-0.9% |
0.0 |
| Volume |
1,670,506 |
1,996,047 |
325,541 |
19.5% |
8,251,335 |
|
| Daily Pivots for day following 06-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,462.7 |
2,435.3 |
2,294.9 |
|
| R3 |
2,384.7 |
2,357.3 |
2,273.5 |
|
| R2 |
2,306.7 |
2,306.7 |
2,266.3 |
|
| R1 |
2,279.3 |
2,279.3 |
2,259.2 |
2,293.0 |
| PP |
2,228.7 |
2,228.7 |
2,228.7 |
2,235.5 |
| S1 |
2,201.3 |
2,201.3 |
2,244.9 |
2,215.0 |
| S2 |
2,150.7 |
2,150.7 |
2,237.7 |
|
| S3 |
2,072.7 |
2,123.3 |
2,230.6 |
|
| S4 |
1,994.7 |
2,045.3 |
2,209.1 |
|
|
| 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 |
2,256.0 |
2,045.0 |
211.0 |
9.4% |
73.6 |
3.3% |
98% |
True |
False |
1,680,803 |
| 10 |
2,256.0 |
1,924.0 |
332.0 |
14.7% |
84.8 |
3.8% |
99% |
True |
False |
1,715,177 |
| 20 |
2,256.0 |
1,924.0 |
332.0 |
14.7% |
84.5 |
3.8% |
99% |
True |
False |
1,611,029 |
| 40 |
2,345.0 |
1,924.0 |
421.0 |
18.7% |
82.8 |
3.7% |
78% |
False |
False |
827,363 |
| 60 |
2,790.0 |
1,924.0 |
866.0 |
38.5% |
83.7 |
3.7% |
38% |
False |
False |
553,807 |
| 80 |
2,887.0 |
1,924.0 |
963.0 |
42.8% |
75.4 |
3.3% |
34% |
False |
False |
417,730 |
| 100 |
2,887.0 |
1,924.0 |
963.0 |
42.8% |
68.6 |
3.0% |
34% |
False |
False |
335,283 |
| 120 |
2,969.0 |
1,924.0 |
1,045.0 |
46.4% |
63.1 |
2.8% |
31% |
False |
False |
279,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,587.5 |
|
2.618 |
2,460.2 |
|
1.618 |
2,382.2 |
|
1.000 |
2,334.0 |
|
0.618 |
2,304.2 |
|
HIGH |
2,256.0 |
|
0.618 |
2,226.2 |
|
0.500 |
2,217.0 |
|
0.382 |
2,207.8 |
|
LOW |
2,178.0 |
|
0.618 |
2,129.8 |
|
1.000 |
2,100.0 |
|
1.618 |
2,051.8 |
|
2.618 |
1,973.8 |
|
4.250 |
1,846.5 |
|
|
| Fisher Pivots for day following 06-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,240.3 |
2,218.2 |
| PP |
2,228.7 |
2,184.3 |
| S1 |
2,217.0 |
2,150.5 |
|