| Trading Metrics calculated at close of trading on 10-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2011 |
10-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,237.0 |
2,273.0 |
36.0 |
1.6% |
2,095.0 |
| High |
2,274.0 |
2,318.0 |
44.0 |
1.9% |
2,274.0 |
| Low |
2,224.0 |
2,255.0 |
31.0 |
1.4% |
2,043.0 |
| Close |
2,252.0 |
2,303.0 |
51.0 |
2.3% |
2,252.0 |
| Range |
50.0 |
63.0 |
13.0 |
26.0% |
231.0 |
| ATR |
85.2 |
83.8 |
-1.4 |
-1.6% |
0.0 |
| Volume |
207 |
905 |
698 |
337.2% |
5,001 |
|
| Daily Pivots for day following 10-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,481.0 |
2,455.0 |
2,337.7 |
|
| R3 |
2,418.0 |
2,392.0 |
2,320.3 |
|
| R2 |
2,355.0 |
2,355.0 |
2,314.6 |
|
| R1 |
2,329.0 |
2,329.0 |
2,308.8 |
2,342.0 |
| PP |
2,292.0 |
2,292.0 |
2,292.0 |
2,298.5 |
| S1 |
2,266.0 |
2,266.0 |
2,297.2 |
2,279.0 |
| S2 |
2,229.0 |
2,229.0 |
2,291.5 |
|
| S3 |
2,166.0 |
2,203.0 |
2,285.7 |
|
| S4 |
2,103.0 |
2,140.0 |
2,268.4 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,882.7 |
2,798.3 |
2,379.1 |
|
| R3 |
2,651.7 |
2,567.3 |
2,315.5 |
|
| R2 |
2,420.7 |
2,420.7 |
2,294.4 |
|
| R1 |
2,336.3 |
2,336.3 |
2,273.2 |
2,378.5 |
| PP |
2,189.7 |
2,189.7 |
2,189.7 |
2,210.8 |
| S1 |
2,105.3 |
2,105.3 |
2,230.8 |
2,147.5 |
| S2 |
1,958.7 |
1,958.7 |
2,209.7 |
|
| S3 |
1,727.7 |
1,874.3 |
2,188.5 |
|
| S4 |
1,496.7 |
1,643.3 |
2,125.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,318.0 |
2,043.0 |
275.0 |
11.9% |
70.6 |
3.1% |
95% |
True |
False |
1,030 |
| 10 |
2,318.0 |
2,043.0 |
275.0 |
11.9% |
66.8 |
2.9% |
95% |
True |
False |
2,096 |
| 20 |
2,318.0 |
1,927.0 |
391.0 |
17.0% |
77.0 |
3.3% |
96% |
True |
False |
13,187 |
| 40 |
2,318.0 |
1,927.0 |
391.0 |
17.0% |
72.9 |
3.2% |
96% |
True |
False |
10,045 |
| 60 |
2,788.0 |
1,927.0 |
861.0 |
37.4% |
76.9 |
3.3% |
44% |
False |
False |
6,928 |
| 80 |
2,890.0 |
1,927.0 |
963.0 |
41.8% |
67.2 |
2.9% |
39% |
False |
False |
5,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,585.8 |
|
2.618 |
2,482.9 |
|
1.618 |
2,419.9 |
|
1.000 |
2,381.0 |
|
0.618 |
2,356.9 |
|
HIGH |
2,318.0 |
|
0.618 |
2,293.9 |
|
0.500 |
2,286.5 |
|
0.382 |
2,279.1 |
|
LOW |
2,255.0 |
|
0.618 |
2,216.1 |
|
1.000 |
2,192.0 |
|
1.618 |
2,153.1 |
|
2.618 |
2,090.1 |
|
4.250 |
1,987.3 |
|
|
| Fisher Pivots for day following 10-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,297.5 |
2,284.0 |
| PP |
2,292.0 |
2,265.0 |
| S1 |
2,286.5 |
2,246.0 |
|