| Trading Metrics calculated at close of trading on 06-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2011 |
06-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1,629.7 |
1,645.6 |
15.9 |
1.0% |
1,661.0 |
| High |
1,648.9 |
1,658.1 |
9.2 |
0.6% |
1,680.4 |
| Low |
1,599.8 |
1,636.0 |
36.2 |
2.3% |
1,543.3 |
| Close |
1,643.4 |
1,655.1 |
11.7 |
0.7% |
1,624.2 |
| Range |
49.1 |
22.1 |
-27.0 |
-55.0% |
137.1 |
| ATR |
60.5 |
57.7 |
-2.7 |
-4.5% |
0.0 |
| Volume |
6,558 |
5,230 |
-1,328 |
-20.3% |
20,985 |
|
| Daily Pivots for day following 06-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,716.0 |
1,707.7 |
1,667.3 |
|
| R3 |
1,693.9 |
1,685.6 |
1,661.2 |
|
| R2 |
1,671.8 |
1,671.8 |
1,659.2 |
|
| R1 |
1,663.5 |
1,663.5 |
1,657.1 |
1,667.7 |
| PP |
1,649.7 |
1,649.7 |
1,649.7 |
1,651.8 |
| S1 |
1,641.4 |
1,641.4 |
1,653.1 |
1,645.6 |
| S2 |
1,627.6 |
1,627.6 |
1,651.0 |
|
| S3 |
1,605.5 |
1,619.3 |
1,649.0 |
|
| S4 |
1,583.4 |
1,597.2 |
1,642.9 |
|
|
| 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 |
1,681.5 |
1,599.4 |
82.1 |
5.0% |
45.9 |
2.8% |
68% |
False |
False |
3,711 |
| 10 |
1,759.5 |
1,543.3 |
216.2 |
13.1% |
65.6 |
4.0% |
52% |
False |
False |
4,216 |
| 20 |
1,890.5 |
1,543.3 |
347.2 |
21.0% |
58.3 |
3.5% |
32% |
False |
False |
4,115 |
| 40 |
1,925.1 |
1,543.3 |
381.8 |
23.1% |
56.2 |
3.4% |
29% |
False |
False |
3,530 |
| 60 |
1,925.1 |
1,543.3 |
381.8 |
23.1% |
45.8 |
2.8% |
29% |
False |
False |
3,195 |
| 80 |
1,925.1 |
1,482.6 |
442.5 |
26.7% |
38.5 |
2.3% |
39% |
False |
False |
2,488 |
| 100 |
1,925.1 |
1,477.1 |
448.0 |
27.1% |
33.2 |
2.0% |
40% |
False |
False |
2,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,752.0 |
|
2.618 |
1,716.0 |
|
1.618 |
1,693.9 |
|
1.000 |
1,680.2 |
|
0.618 |
1,671.8 |
|
HIGH |
1,658.1 |
|
0.618 |
1,649.7 |
|
0.500 |
1,647.1 |
|
0.382 |
1,644.4 |
|
LOW |
1,636.0 |
|
0.618 |
1,622.3 |
|
1.000 |
1,613.9 |
|
1.618 |
1,600.2 |
|
2.618 |
1,578.1 |
|
4.250 |
1,542.1 |
|
|
| Fisher Pivots for day following 06-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,652.4 |
1,650.2 |
| PP |
1,649.7 |
1,645.3 |
| S1 |
1,647.1 |
1,640.5 |
|