| Trading Metrics calculated at close of trading on 30-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2011 |
30-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1,608.5 |
1,622.2 |
13.7 |
0.9% |
1,661.0 |
| High |
1,638.9 |
1,644.1 |
5.2 |
0.3% |
1,680.4 |
| Low |
1,587.3 |
1,611.2 |
23.9 |
1.5% |
1,543.3 |
| Close |
1,619.2 |
1,624.2 |
5.0 |
0.3% |
1,624.2 |
| Range |
51.6 |
32.9 |
-18.7 |
-36.2% |
137.1 |
| ATR |
63.1 |
61.0 |
-2.2 |
-3.4% |
0.0 |
| Volume |
3,476 |
2,757 |
-719 |
-20.7% |
20,985 |
|
| Daily Pivots for day following 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,725.2 |
1,707.6 |
1,642.3 |
|
| R3 |
1,692.3 |
1,674.7 |
1,633.2 |
|
| R2 |
1,659.4 |
1,659.4 |
1,630.2 |
|
| R1 |
1,641.8 |
1,641.8 |
1,627.2 |
1,650.6 |
| PP |
1,626.5 |
1,626.5 |
1,626.5 |
1,630.9 |
| S1 |
1,608.9 |
1,608.9 |
1,621.2 |
1,617.7 |
| S2 |
1,593.6 |
1,593.6 |
1,618.2 |
|
| S3 |
1,560.7 |
1,576.0 |
1,615.2 |
|
| S4 |
1,527.8 |
1,543.1 |
1,606.1 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,027.3 |
1,962.8 |
1,699.6 |
|
| R3 |
1,890.2 |
1,825.7 |
1,661.9 |
|
| R2 |
1,753.1 |
1,753.1 |
1,649.3 |
|
| R1 |
1,688.6 |
1,688.6 |
1,636.8 |
1,652.3 |
| PP |
1,616.0 |
1,616.0 |
1,616.0 |
1,597.8 |
| S1 |
1,551.5 |
1,551.5 |
1,611.6 |
1,515.2 |
| S2 |
1,478.9 |
1,478.9 |
1,599.1 |
|
| S3 |
1,341.8 |
1,414.4 |
1,586.5 |
|
| S4 |
1,204.7 |
1,277.3 |
1,548.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,680.4 |
1,543.3 |
137.1 |
8.4% |
66.7 |
4.1% |
59% |
False |
False |
4,197 |
| 10 |
1,832.4 |
1,543.3 |
289.1 |
17.8% |
65.4 |
4.0% |
28% |
False |
False |
4,322 |
| 20 |
1,925.1 |
1,543.3 |
381.8 |
23.5% |
61.5 |
3.8% |
21% |
False |
False |
3,892 |
| 40 |
1,925.1 |
1,543.3 |
381.8 |
23.5% |
55.8 |
3.4% |
21% |
False |
False |
3,774 |
| 60 |
1,925.1 |
1,529.3 |
395.8 |
24.4% |
43.9 |
2.7% |
24% |
False |
False |
2,966 |
| 80 |
1,925.1 |
1,482.6 |
442.5 |
27.2% |
36.6 |
2.3% |
32% |
False |
False |
2,303 |
| 100 |
1,925.1 |
1,477.1 |
448.0 |
27.6% |
32.0 |
2.0% |
33% |
False |
False |
1,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,783.9 |
|
2.618 |
1,730.2 |
|
1.618 |
1,697.3 |
|
1.000 |
1,677.0 |
|
0.618 |
1,664.4 |
|
HIGH |
1,644.1 |
|
0.618 |
1,631.5 |
|
0.500 |
1,627.7 |
|
0.382 |
1,623.8 |
|
LOW |
1,611.2 |
|
0.618 |
1,590.9 |
|
1.000 |
1,578.3 |
|
1.618 |
1,558.0 |
|
2.618 |
1,525.1 |
|
4.250 |
1,471.4 |
|
|
| Fisher Pivots for day following 30-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,627.7 |
1,627.9 |
| PP |
1,626.5 |
1,626.7 |
| S1 |
1,625.4 |
1,625.4 |
|