| 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 |
4,214.0 |
4,238.0 |
24.0 |
0.6% |
3,921.0 |
| High |
4,219.0 |
4,261.0 |
42.0 |
1.0% |
4,192.0 |
| Low |
4,170.0 |
4,207.0 |
37.0 |
0.9% |
3,843.0 |
| Close |
4,214.0 |
4,236.0 |
22.0 |
0.5% |
4,176.0 |
| Range |
49.0 |
54.0 |
5.0 |
10.2% |
349.0 |
| ATR |
85.0 |
82.8 |
-2.2 |
-2.6% |
0.0 |
| Volume |
31,944 |
40,160 |
8,216 |
25.7% |
200,763 |
|
| Daily Pivots for day following 13-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,396.7 |
4,370.3 |
4,265.7 |
|
| R3 |
4,342.7 |
4,316.3 |
4,250.9 |
|
| R2 |
4,288.7 |
4,288.7 |
4,245.9 |
|
| R1 |
4,262.3 |
4,262.3 |
4,241.0 |
4,248.5 |
| PP |
4,234.7 |
4,234.7 |
4,234.7 |
4,227.8 |
| S1 |
4,208.3 |
4,208.3 |
4,231.1 |
4,194.5 |
| S2 |
4,180.7 |
4,180.7 |
4,226.1 |
|
| S3 |
4,126.7 |
4,154.3 |
4,221.2 |
|
| S4 |
4,072.7 |
4,100.3 |
4,206.3 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,117.3 |
4,995.7 |
4,368.0 |
|
| R3 |
4,768.3 |
4,646.7 |
4,272.0 |
|
| R2 |
4,419.3 |
4,419.3 |
4,240.0 |
|
| R1 |
4,297.7 |
4,297.7 |
4,208.0 |
4,358.5 |
| PP |
4,070.3 |
4,070.3 |
4,070.3 |
4,100.8 |
| S1 |
3,948.7 |
3,948.7 |
4,144.0 |
4,009.5 |
| S2 |
3,721.3 |
3,721.3 |
4,112.0 |
|
| S3 |
3,372.3 |
3,599.7 |
4,080.0 |
|
| S4 |
3,023.3 |
3,250.7 |
3,984.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,261.0 |
4,111.0 |
150.0 |
3.5% |
59.2 |
1.4% |
83% |
True |
False |
35,721 |
| 10 |
4,261.0 |
3,843.0 |
418.0 |
9.9% |
65.3 |
1.5% |
94% |
True |
False |
37,627 |
| 20 |
4,261.0 |
3,843.0 |
418.0 |
9.9% |
63.5 |
1.5% |
94% |
True |
False |
38,949 |
| 40 |
4,356.0 |
3,843.0 |
513.0 |
12.1% |
58.2 |
1.4% |
77% |
False |
False |
26,593 |
| 60 |
4,595.0 |
3,730.0 |
865.0 |
20.4% |
59.5 |
1.4% |
58% |
False |
False |
17,807 |
| 80 |
4,656.0 |
3,730.0 |
926.0 |
21.9% |
48.7 |
1.1% |
55% |
False |
False |
13,384 |
| 100 |
4,716.0 |
3,730.0 |
986.0 |
23.3% |
39.2 |
0.9% |
51% |
False |
False |
10,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,490.5 |
|
2.618 |
4,402.4 |
|
1.618 |
4,348.4 |
|
1.000 |
4,315.0 |
|
0.618 |
4,294.4 |
|
HIGH |
4,261.0 |
|
0.618 |
4,240.4 |
|
0.500 |
4,234.0 |
|
0.382 |
4,227.6 |
|
LOW |
4,207.0 |
|
0.618 |
4,173.6 |
|
1.000 |
4,153.0 |
|
1.618 |
4,119.6 |
|
2.618 |
4,065.6 |
|
4.250 |
3,977.5 |
|
|
| Fisher Pivots for day following 13-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4,235.3 |
4,229.2 |
| PP |
4,234.7 |
4,222.3 |
| S1 |
4,234.0 |
4,215.5 |
|