| Trading Metrics calculated at close of trading on 07-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2011 |
07-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,178.0 |
2,242.0 |
64.0 |
2.9% |
2,110.0 |
| High |
2,256.0 |
2,284.0 |
28.0 |
1.2% |
2,284.0 |
| Low |
2,178.0 |
2,228.0 |
50.0 |
2.3% |
2,045.0 |
| Close |
2,252.0 |
2,252.0 |
0.0 |
0.0% |
2,252.0 |
| Range |
78.0 |
56.0 |
-22.0 |
-28.2% |
239.0 |
| ATR |
88.1 |
85.8 |
-2.3 |
-2.6% |
0.0 |
| Volume |
1,996,047 |
1,401,503 |
-594,544 |
-29.8% |
8,339,276 |
|
| Daily Pivots for day following 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,422.7 |
2,393.3 |
2,282.8 |
|
| R3 |
2,366.7 |
2,337.3 |
2,267.4 |
|
| R2 |
2,310.7 |
2,310.7 |
2,262.3 |
|
| R1 |
2,281.3 |
2,281.3 |
2,257.1 |
2,296.0 |
| PP |
2,254.7 |
2,254.7 |
2,254.7 |
2,262.0 |
| S1 |
2,225.3 |
2,225.3 |
2,246.9 |
2,240.0 |
| S2 |
2,198.7 |
2,198.7 |
2,241.7 |
|
| S3 |
2,142.7 |
2,169.3 |
2,236.6 |
|
| S4 |
2,086.7 |
2,113.3 |
2,221.2 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,910.7 |
2,820.3 |
2,383.5 |
|
| R3 |
2,671.7 |
2,581.3 |
2,317.7 |
|
| R2 |
2,432.7 |
2,432.7 |
2,295.8 |
|
| R1 |
2,342.3 |
2,342.3 |
2,273.9 |
2,387.5 |
| PP |
2,193.7 |
2,193.7 |
2,193.7 |
2,216.3 |
| S1 |
2,103.3 |
2,103.3 |
2,230.1 |
2,148.5 |
| S2 |
1,954.7 |
1,954.7 |
2,208.2 |
|
| S3 |
1,715.7 |
1,864.3 |
2,186.3 |
|
| S4 |
1,476.7 |
1,625.3 |
2,120.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,284.0 |
2,045.0 |
239.0 |
10.6% |
73.8 |
3.3% |
87% |
True |
False |
1,667,855 |
| 10 |
2,284.0 |
1,965.0 |
319.0 |
14.2% |
79.9 |
3.5% |
90% |
True |
False |
1,659,061 |
| 20 |
2,284.0 |
1,924.0 |
360.0 |
16.0% |
81.8 |
3.6% |
91% |
True |
False |
1,666,255 |
| 40 |
2,345.0 |
1,924.0 |
421.0 |
18.7% |
79.5 |
3.5% |
78% |
False |
False |
861,878 |
| 60 |
2,790.0 |
1,924.0 |
866.0 |
38.5% |
84.1 |
3.7% |
38% |
False |
False |
577,158 |
| 80 |
2,887.0 |
1,924.0 |
963.0 |
42.8% |
75.6 |
3.4% |
34% |
False |
False |
434,719 |
| 100 |
2,887.0 |
1,924.0 |
963.0 |
42.8% |
68.8 |
3.1% |
34% |
False |
False |
349,297 |
| 120 |
2,969.0 |
1,924.0 |
1,045.0 |
46.4% |
63.4 |
2.8% |
31% |
False |
False |
291,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,522.0 |
|
2.618 |
2,430.6 |
|
1.618 |
2,374.6 |
|
1.000 |
2,340.0 |
|
0.618 |
2,318.6 |
|
HIGH |
2,284.0 |
|
0.618 |
2,262.6 |
|
0.500 |
2,256.0 |
|
0.382 |
2,249.4 |
|
LOW |
2,228.0 |
|
0.618 |
2,193.4 |
|
1.000 |
2,172.0 |
|
1.618 |
2,137.4 |
|
2.618 |
2,081.4 |
|
4.250 |
1,990.0 |
|
|
| Fisher Pivots for day following 07-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,256.0 |
2,232.8 |
| PP |
2,254.7 |
2,213.7 |
| S1 |
2,253.3 |
2,194.5 |
|