| Trading Metrics calculated at close of trading on 10-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2011 |
10-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,242.0 |
2,286.0 |
44.0 |
2.0% |
2,110.0 |
| High |
2,284.0 |
2,320.0 |
36.0 |
1.6% |
2,284.0 |
| Low |
2,228.0 |
2,258.0 |
30.0 |
1.3% |
2,045.0 |
| Close |
2,252.0 |
2,320.0 |
68.0 |
3.0% |
2,252.0 |
| Range |
56.0 |
62.0 |
6.0 |
10.7% |
239.0 |
| ATR |
85.8 |
84.5 |
-1.3 |
-1.5% |
0.0 |
| Volume |
1,401,503 |
1,112,938 |
-288,565 |
-20.6% |
8,339,276 |
|
| Daily Pivots for day following 10-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,485.3 |
2,464.7 |
2,354.1 |
|
| R3 |
2,423.3 |
2,402.7 |
2,337.1 |
|
| R2 |
2,361.3 |
2,361.3 |
2,331.4 |
|
| R1 |
2,340.7 |
2,340.7 |
2,325.7 |
2,351.0 |
| PP |
2,299.3 |
2,299.3 |
2,299.3 |
2,304.5 |
| S1 |
2,278.7 |
2,278.7 |
2,314.3 |
2,289.0 |
| S2 |
2,237.3 |
2,237.3 |
2,308.6 |
|
| S3 |
2,175.3 |
2,216.7 |
2,303.0 |
|
| S4 |
2,113.3 |
2,154.7 |
2,285.9 |
|
|
| 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 |
2,320.0 |
2,045.0 |
275.0 |
11.9% |
73.6 |
3.2% |
100% |
True |
False |
1,635,993 |
| 10 |
2,320.0 |
2,045.0 |
275.0 |
11.9% |
71.9 |
3.1% |
100% |
True |
False |
1,567,600 |
| 20 |
2,320.0 |
1,924.0 |
396.0 |
17.1% |
82.2 |
3.5% |
100% |
True |
False |
1,660,361 |
| 40 |
2,345.0 |
1,924.0 |
421.0 |
18.1% |
77.2 |
3.3% |
94% |
False |
False |
889,179 |
| 60 |
2,790.0 |
1,924.0 |
866.0 |
37.3% |
84.7 |
3.7% |
46% |
False |
False |
595,703 |
| 80 |
2,887.0 |
1,924.0 |
963.0 |
41.5% |
75.4 |
3.2% |
41% |
False |
False |
448,530 |
| 100 |
2,887.0 |
1,924.0 |
963.0 |
41.5% |
68.8 |
3.0% |
41% |
False |
False |
360,425 |
| 120 |
2,969.0 |
1,924.0 |
1,045.0 |
45.0% |
63.8 |
2.7% |
38% |
False |
False |
300,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,583.5 |
|
2.618 |
2,482.3 |
|
1.618 |
2,420.3 |
|
1.000 |
2,382.0 |
|
0.618 |
2,358.3 |
|
HIGH |
2,320.0 |
|
0.618 |
2,296.3 |
|
0.500 |
2,289.0 |
|
0.382 |
2,281.7 |
|
LOW |
2,258.0 |
|
0.618 |
2,219.7 |
|
1.000 |
2,196.0 |
|
1.618 |
2,157.7 |
|
2.618 |
2,095.7 |
|
4.250 |
1,994.5 |
|
|
| Fisher Pivots for day following 10-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,309.7 |
2,296.3 |
| PP |
2,299.3 |
2,272.7 |
| S1 |
2,289.0 |
2,249.0 |
|