| Trading Metrics calculated at close of trading on 11-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2011 |
11-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,286.0 |
2,315.0 |
29.0 |
1.3% |
2,110.0 |
| High |
2,320.0 |
2,318.0 |
-2.0 |
-0.1% |
2,284.0 |
| Low |
2,258.0 |
2,276.0 |
18.0 |
0.8% |
2,045.0 |
| Close |
2,320.0 |
2,312.0 |
-8.0 |
-0.3% |
2,252.0 |
| Range |
62.0 |
42.0 |
-20.0 |
-32.3% |
239.0 |
| ATR |
84.5 |
81.6 |
-2.9 |
-3.4% |
0.0 |
| Volume |
1,112,938 |
1,316,921 |
203,983 |
18.3% |
8,339,276 |
|
| Daily Pivots for day following 11-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,428.0 |
2,412.0 |
2,335.1 |
|
| R3 |
2,386.0 |
2,370.0 |
2,323.6 |
|
| R2 |
2,344.0 |
2,344.0 |
2,319.7 |
|
| R1 |
2,328.0 |
2,328.0 |
2,315.9 |
2,315.0 |
| PP |
2,302.0 |
2,302.0 |
2,302.0 |
2,295.5 |
| S1 |
2,286.0 |
2,286.0 |
2,308.2 |
2,273.0 |
| S2 |
2,260.0 |
2,260.0 |
2,304.3 |
|
| S3 |
2,218.0 |
2,244.0 |
2,300.5 |
|
| S4 |
2,176.0 |
2,202.0 |
2,288.9 |
|
|
| 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 |
2,105.0 |
215.0 |
9.3% |
64.6 |
2.8% |
96% |
False |
False |
1,499,583 |
| 10 |
2,320.0 |
2,045.0 |
275.0 |
11.9% |
68.2 |
2.9% |
97% |
False |
False |
1,517,455 |
| 20 |
2,320.0 |
1,924.0 |
396.0 |
17.1% |
78.8 |
3.4% |
98% |
False |
False |
1,629,210 |
| 40 |
2,345.0 |
1,924.0 |
421.0 |
18.2% |
77.3 |
3.3% |
92% |
False |
False |
921,507 |
| 60 |
2,790.0 |
1,924.0 |
866.0 |
37.5% |
84.6 |
3.7% |
45% |
False |
False |
617,635 |
| 80 |
2,887.0 |
1,924.0 |
963.0 |
41.7% |
75.4 |
3.3% |
40% |
False |
False |
464,986 |
| 100 |
2,887.0 |
1,924.0 |
963.0 |
41.7% |
69.0 |
3.0% |
40% |
False |
False |
373,593 |
| 120 |
2,969.0 |
1,924.0 |
1,045.0 |
45.2% |
64.0 |
2.8% |
37% |
False |
False |
311,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,496.5 |
|
2.618 |
2,428.0 |
|
1.618 |
2,386.0 |
|
1.000 |
2,360.0 |
|
0.618 |
2,344.0 |
|
HIGH |
2,318.0 |
|
0.618 |
2,302.0 |
|
0.500 |
2,297.0 |
|
0.382 |
2,292.0 |
|
LOW |
2,276.0 |
|
0.618 |
2,250.0 |
|
1.000 |
2,234.0 |
|
1.618 |
2,208.0 |
|
2.618 |
2,166.0 |
|
4.250 |
2,097.5 |
|
|
| Fisher Pivots for day following 11-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,307.0 |
2,299.3 |
| PP |
2,302.0 |
2,286.7 |
| S1 |
2,297.0 |
2,274.0 |
|