| Trading Metrics calculated at close of trading on 05-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2011 |
05-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1,668.2 |
1,629.7 |
-38.5 |
-2.3% |
1,661.0 |
| High |
1,681.5 |
1,648.9 |
-32.6 |
-1.9% |
1,680.4 |
| Low |
1,599.4 |
1,599.8 |
0.4 |
0.0% |
1,543.3 |
| Close |
1,617.9 |
1,643.4 |
25.5 |
1.6% |
1,624.2 |
| Range |
82.1 |
49.1 |
-33.0 |
-40.2% |
137.1 |
| ATR |
61.4 |
60.5 |
-0.9 |
-1.4% |
0.0 |
| Volume |
1,643 |
6,558 |
4,915 |
299.1% |
20,985 |
|
| Daily Pivots for day following 05-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,778.0 |
1,759.8 |
1,670.4 |
|
| R3 |
1,728.9 |
1,710.7 |
1,656.9 |
|
| R2 |
1,679.8 |
1,679.8 |
1,652.4 |
|
| R1 |
1,661.6 |
1,661.6 |
1,647.9 |
1,670.7 |
| PP |
1,630.7 |
1,630.7 |
1,630.7 |
1,635.3 |
| S1 |
1,612.5 |
1,612.5 |
1,638.9 |
1,621.6 |
| S2 |
1,581.6 |
1,581.6 |
1,634.4 |
|
| S3 |
1,532.5 |
1,563.4 |
1,629.9 |
|
| S4 |
1,483.4 |
1,514.3 |
1,616.4 |
|
|
| 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 |
1,681.5 |
1,587.3 |
94.2 |
5.7% |
51.8 |
3.1% |
60% |
False |
False |
3,361 |
| 10 |
1,787.2 |
1,543.3 |
243.9 |
14.8% |
69.5 |
4.2% |
41% |
False |
False |
4,474 |
| 20 |
1,890.5 |
1,543.3 |
347.2 |
21.1% |
60.0 |
3.7% |
29% |
False |
False |
4,013 |
| 40 |
1,925.1 |
1,543.3 |
381.8 |
23.2% |
57.0 |
3.5% |
26% |
False |
False |
3,480 |
| 60 |
1,925.1 |
1,543.3 |
381.8 |
23.2% |
45.8 |
2.8% |
26% |
False |
False |
3,122 |
| 80 |
1,925.1 |
1,482.6 |
442.5 |
26.9% |
38.3 |
2.3% |
36% |
False |
False |
2,425 |
| 100 |
1,925.1 |
1,477.1 |
448.0 |
27.3% |
33.1 |
2.0% |
37% |
False |
False |
2,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,857.6 |
|
2.618 |
1,777.4 |
|
1.618 |
1,728.3 |
|
1.000 |
1,698.0 |
|
0.618 |
1,679.2 |
|
HIGH |
1,648.9 |
|
0.618 |
1,630.1 |
|
0.500 |
1,624.4 |
|
0.382 |
1,618.6 |
|
LOW |
1,599.8 |
|
0.618 |
1,569.5 |
|
1.000 |
1,550.7 |
|
1.618 |
1,520.4 |
|
2.618 |
1,471.3 |
|
4.250 |
1,391.1 |
|
|
| Fisher Pivots for day following 05-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,637.1 |
1,642.4 |
| PP |
1,630.7 |
1,641.4 |
| S1 |
1,624.4 |
1,640.5 |
|