| Trading Metrics calculated at close of trading on 12-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2011 |
12-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,315.0 |
2,298.0 |
-17.0 |
-0.7% |
2,110.0 |
| High |
2,318.0 |
2,377.0 |
59.0 |
2.5% |
2,284.0 |
| Low |
2,276.0 |
2,283.0 |
7.0 |
0.3% |
2,045.0 |
| Close |
2,312.0 |
2,359.0 |
47.0 |
2.0% |
2,252.0 |
| Range |
42.0 |
94.0 |
52.0 |
123.8% |
239.0 |
| ATR |
81.6 |
82.5 |
0.9 |
1.1% |
0.0 |
| Volume |
1,316,921 |
1,742,520 |
425,599 |
32.3% |
8,339,276 |
|
| Daily Pivots for day following 12-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,621.7 |
2,584.3 |
2,410.7 |
|
| R3 |
2,527.7 |
2,490.3 |
2,384.9 |
|
| R2 |
2,433.7 |
2,433.7 |
2,376.2 |
|
| R1 |
2,396.3 |
2,396.3 |
2,367.6 |
2,415.0 |
| PP |
2,339.7 |
2,339.7 |
2,339.7 |
2,349.0 |
| S1 |
2,302.3 |
2,302.3 |
2,350.4 |
2,321.0 |
| S2 |
2,245.7 |
2,245.7 |
2,341.8 |
|
| S3 |
2,151.7 |
2,208.3 |
2,333.2 |
|
| S4 |
2,057.7 |
2,114.3 |
2,307.3 |
|
|
| 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 |
2,377.0 |
2,178.0 |
199.0 |
8.4% |
66.4 |
2.8% |
91% |
True |
False |
1,513,985 |
| 10 |
2,377.0 |
2,045.0 |
332.0 |
14.1% |
69.6 |
3.0% |
95% |
True |
False |
1,541,051 |
| 20 |
2,377.0 |
1,924.0 |
453.0 |
19.2% |
77.0 |
3.3% |
96% |
True |
False |
1,627,963 |
| 40 |
2,377.0 |
1,924.0 |
453.0 |
19.2% |
77.7 |
3.3% |
96% |
True |
False |
964,672 |
| 60 |
2,790.0 |
1,924.0 |
866.0 |
36.7% |
85.6 |
3.6% |
50% |
False |
False |
646,675 |
| 80 |
2,887.0 |
1,924.0 |
963.0 |
40.8% |
76.0 |
3.2% |
45% |
False |
False |
486,760 |
| 100 |
2,887.0 |
1,924.0 |
963.0 |
40.8% |
69.6 |
3.0% |
45% |
False |
False |
391,016 |
| 120 |
2,969.0 |
1,924.0 |
1,045.0 |
44.3% |
64.5 |
2.7% |
42% |
False |
False |
325,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,776.5 |
|
2.618 |
2,623.1 |
|
1.618 |
2,529.1 |
|
1.000 |
2,471.0 |
|
0.618 |
2,435.1 |
|
HIGH |
2,377.0 |
|
0.618 |
2,341.1 |
|
0.500 |
2,330.0 |
|
0.382 |
2,318.9 |
|
LOW |
2,283.0 |
|
0.618 |
2,224.9 |
|
1.000 |
2,189.0 |
|
1.618 |
2,130.9 |
|
2.618 |
2,036.9 |
|
4.250 |
1,883.5 |
|
|
| Fisher Pivots for day following 12-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,349.3 |
2,345.2 |
| PP |
2,339.7 |
2,331.3 |
| S1 |
2,330.0 |
2,317.5 |
|