| 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 |
5,878.5 |
5,845.5 |
-33.0 |
-0.6% |
5,356.0 |
| High |
5,894.0 |
6,038.5 |
144.5 |
2.5% |
5,759.0 |
| Low |
5,783.0 |
5,807.0 |
24.0 |
0.4% |
5,132.0 |
| Close |
5,869.0 |
5,994.5 |
125.5 |
2.1% |
5,681.5 |
| Range |
111.0 |
231.5 |
120.5 |
108.6% |
627.0 |
| ATR |
220.8 |
221.5 |
0.8 |
0.3% |
0.0 |
| Volume |
139,196 |
180,345 |
41,149 |
29.6% |
1,005,409 |
|
| Daily Pivots for day following 12-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,641.2 |
6,549.3 |
6,121.8 |
|
| R3 |
6,409.7 |
6,317.8 |
6,058.2 |
|
| R2 |
6,178.2 |
6,178.2 |
6,036.9 |
|
| R1 |
6,086.3 |
6,086.3 |
6,015.7 |
6,132.3 |
| PP |
5,946.7 |
5,946.7 |
5,946.7 |
5,969.6 |
| S1 |
5,854.8 |
5,854.8 |
5,973.3 |
5,900.8 |
| S2 |
5,715.2 |
5,715.2 |
5,952.1 |
|
| S3 |
5,483.7 |
5,623.3 |
5,930.8 |
|
| S4 |
5,252.2 |
5,391.8 |
5,867.2 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,405.2 |
7,170.3 |
6,026.4 |
|
| R3 |
6,778.2 |
6,543.3 |
5,853.9 |
|
| R2 |
6,151.2 |
6,151.2 |
5,796.5 |
|
| R1 |
5,916.3 |
5,916.3 |
5,739.0 |
6,033.8 |
| PP |
5,524.2 |
5,524.2 |
5,524.2 |
5,582.9 |
| S1 |
5,289.3 |
5,289.3 |
5,624.0 |
5,406.8 |
| S2 |
4,897.2 |
4,897.2 |
5,566.6 |
|
| S3 |
4,270.2 |
4,662.3 |
5,509.1 |
|
| S4 |
3,643.2 |
4,035.3 |
5,336.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,038.5 |
5,464.0 |
574.5 |
9.6% |
187.5 |
3.1% |
92% |
True |
False |
175,609 |
| 10 |
6,038.5 |
5,132.0 |
906.5 |
15.1% |
196.9 |
3.3% |
95% |
True |
False |
184,353 |
| 20 |
6,038.5 |
4,980.0 |
1,058.5 |
17.7% |
207.4 |
3.5% |
96% |
True |
False |
191,002 |
| 40 |
6,038.5 |
4,971.0 |
1,067.5 |
17.8% |
207.7 |
3.5% |
96% |
True |
False |
105,419 |
| 60 |
7,425.0 |
4,971.0 |
2,454.0 |
40.9% |
227.4 |
3.8% |
42% |
False |
False |
70,566 |
| 80 |
7,575.5 |
4,971.0 |
2,604.5 |
43.4% |
195.3 |
3.3% |
39% |
False |
False |
53,012 |
| 100 |
7,575.5 |
4,971.0 |
2,604.5 |
43.4% |
174.6 |
2.9% |
39% |
False |
False |
42,982 |
| 120 |
7,680.0 |
4,971.0 |
2,709.0 |
45.2% |
160.1 |
2.7% |
38% |
False |
False |
35,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,022.4 |
|
2.618 |
6,644.6 |
|
1.618 |
6,413.1 |
|
1.000 |
6,270.0 |
|
0.618 |
6,181.6 |
|
HIGH |
6,038.5 |
|
0.618 |
5,950.1 |
|
0.500 |
5,922.8 |
|
0.382 |
5,895.4 |
|
LOW |
5,807.0 |
|
0.618 |
5,663.9 |
|
1.000 |
5,575.5 |
|
1.618 |
5,432.4 |
|
2.618 |
5,200.9 |
|
4.250 |
4,823.1 |
|
|
| Fisher Pivots for day following 12-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,970.6 |
5,946.2 |
| PP |
5,946.7 |
5,897.8 |
| S1 |
5,922.8 |
5,849.5 |
|