| Trading Metrics calculated at close of trading on 13-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2011 |
13-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,298.0 |
2,352.0 |
54.0 |
2.3% |
2,110.0 |
| High |
2,377.0 |
2,377.0 |
0.0 |
0.0% |
2,284.0 |
| Low |
2,283.0 |
2,310.0 |
27.0 |
1.2% |
2,045.0 |
| Close |
2,359.0 |
2,345.0 |
-14.0 |
-0.6% |
2,252.0 |
| Range |
94.0 |
67.0 |
-27.0 |
-28.7% |
239.0 |
| ATR |
82.5 |
81.4 |
-1.1 |
-1.3% |
0.0 |
| Volume |
1,742,520 |
1,520,059 |
-222,461 |
-12.8% |
8,339,276 |
|
| Daily Pivots for day following 13-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,545.0 |
2,512.0 |
2,381.9 |
|
| R3 |
2,478.0 |
2,445.0 |
2,363.4 |
|
| R2 |
2,411.0 |
2,411.0 |
2,357.3 |
|
| R1 |
2,378.0 |
2,378.0 |
2,351.1 |
2,361.0 |
| PP |
2,344.0 |
2,344.0 |
2,344.0 |
2,335.5 |
| S1 |
2,311.0 |
2,311.0 |
2,338.9 |
2,294.0 |
| S2 |
2,277.0 |
2,277.0 |
2,332.7 |
|
| S3 |
2,210.0 |
2,244.0 |
2,326.6 |
|
| S4 |
2,143.0 |
2,177.0 |
2,308.2 |
|
|
| 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 |
2,377.0 |
2,228.0 |
149.0 |
6.4% |
64.2 |
2.7% |
79% |
True |
False |
1,418,788 |
| 10 |
2,377.0 |
2,045.0 |
332.0 |
14.2% |
68.9 |
2.9% |
90% |
True |
False |
1,549,795 |
| 20 |
2,377.0 |
1,924.0 |
453.0 |
19.3% |
75.5 |
3.2% |
93% |
True |
False |
1,602,667 |
| 40 |
2,377.0 |
1,924.0 |
453.0 |
19.3% |
77.5 |
3.3% |
93% |
True |
False |
1,002,665 |
| 60 |
2,790.0 |
1,924.0 |
866.0 |
36.9% |
86.1 |
3.7% |
49% |
False |
False |
671,926 |
| 80 |
2,887.0 |
1,924.0 |
963.0 |
41.1% |
76.5 |
3.3% |
44% |
False |
False |
505,759 |
| 100 |
2,887.0 |
1,924.0 |
963.0 |
41.1% |
69.8 |
3.0% |
44% |
False |
False |
406,206 |
| 120 |
2,969.0 |
1,924.0 |
1,045.0 |
44.6% |
64.7 |
2.8% |
40% |
False |
False |
338,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,661.8 |
|
2.618 |
2,552.4 |
|
1.618 |
2,485.4 |
|
1.000 |
2,444.0 |
|
0.618 |
2,418.4 |
|
HIGH |
2,377.0 |
|
0.618 |
2,351.4 |
|
0.500 |
2,343.5 |
|
0.382 |
2,335.6 |
|
LOW |
2,310.0 |
|
0.618 |
2,268.6 |
|
1.000 |
2,243.0 |
|
1.618 |
2,201.6 |
|
2.618 |
2,134.6 |
|
4.250 |
2,025.3 |
|
|
| Fisher Pivots for day following 13-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,344.5 |
2,338.8 |
| PP |
2,344.0 |
2,332.7 |
| S1 |
2,343.5 |
2,326.5 |
|