| Trading Metrics calculated at close of trading on 03-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2011 |
03-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1,622.2 |
1,625.5 |
3.3 |
0.2% |
1,661.0 |
| High |
1,644.1 |
1,668.5 |
24.4 |
1.5% |
1,680.4 |
| Low |
1,611.2 |
1,625.4 |
14.2 |
0.9% |
1,543.3 |
| Close |
1,624.2 |
1,659.6 |
35.4 |
2.2% |
1,624.2 |
| Range |
32.9 |
43.1 |
10.2 |
31.0% |
137.1 |
| ATR |
61.0 |
59.8 |
-1.2 |
-2.0% |
0.0 |
| Volume |
2,757 |
2,371 |
-386 |
-14.0% |
20,985 |
|
| Daily Pivots for day following 03-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,780.5 |
1,763.1 |
1,683.3 |
|
| R3 |
1,737.4 |
1,720.0 |
1,671.5 |
|
| R2 |
1,694.3 |
1,694.3 |
1,667.5 |
|
| R1 |
1,676.9 |
1,676.9 |
1,663.6 |
1,685.6 |
| PP |
1,651.2 |
1,651.2 |
1,651.2 |
1,655.5 |
| S1 |
1,633.8 |
1,633.8 |
1,655.6 |
1,642.5 |
| S2 |
1,608.1 |
1,608.1 |
1,651.7 |
|
| S3 |
1,565.0 |
1,590.7 |
1,647.7 |
|
| S4 |
1,521.9 |
1,547.6 |
1,635.9 |
|
|
| 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 |
1,587.3 |
93.1 |
5.6% |
50.4 |
3.0% |
78% |
False |
False |
3,806 |
| 10 |
1,820.8 |
1,543.3 |
277.5 |
16.7% |
63.9 |
3.9% |
42% |
False |
False |
4,206 |
| 20 |
1,925.1 |
1,543.3 |
381.8 |
23.0% |
60.7 |
3.7% |
30% |
False |
False |
3,949 |
| 40 |
1,925.1 |
1,543.3 |
381.8 |
23.0% |
56.2 |
3.4% |
30% |
False |
False |
3,636 |
| 60 |
1,925.1 |
1,543.3 |
381.8 |
23.0% |
44.3 |
2.7% |
30% |
False |
False |
3,004 |
| 80 |
1,925.1 |
1,482.6 |
442.5 |
26.7% |
37.0 |
2.2% |
40% |
False |
False |
2,332 |
| 100 |
1,925.1 |
1,477.1 |
448.0 |
27.0% |
32.2 |
1.9% |
41% |
False |
False |
1,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,851.7 |
|
2.618 |
1,781.3 |
|
1.618 |
1,738.2 |
|
1.000 |
1,711.6 |
|
0.618 |
1,695.1 |
|
HIGH |
1,668.5 |
|
0.618 |
1,652.0 |
|
0.500 |
1,647.0 |
|
0.382 |
1,641.9 |
|
LOW |
1,625.4 |
|
0.618 |
1,598.8 |
|
1.000 |
1,582.3 |
|
1.618 |
1,555.7 |
|
2.618 |
1,512.6 |
|
4.250 |
1,442.2 |
|
|
| Fisher Pivots for day following 03-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,655.4 |
1,649.0 |
| PP |
1,651.2 |
1,638.5 |
| S1 |
1,647.0 |
1,627.9 |
|