| Trading Metrics calculated at close of trading on 11-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2011 |
11-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,273.0 |
2,302.0 |
29.0 |
1.3% |
2,095.0 |
| High |
2,318.0 |
2,310.0 |
-8.0 |
-0.3% |
2,274.0 |
| Low |
2,255.0 |
2,270.0 |
15.0 |
0.7% |
2,043.0 |
| Close |
2,303.0 |
2,296.0 |
-7.0 |
-0.3% |
2,252.0 |
| Range |
63.0 |
40.0 |
-23.0 |
-36.5% |
231.0 |
| ATR |
83.8 |
80.7 |
-3.1 |
-3.7% |
0.0 |
| Volume |
905 |
28,523 |
27,618 |
3,051.7% |
5,001 |
|
| Daily Pivots for day following 11-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,412.0 |
2,394.0 |
2,318.0 |
|
| R3 |
2,372.0 |
2,354.0 |
2,307.0 |
|
| R2 |
2,332.0 |
2,332.0 |
2,303.3 |
|
| R1 |
2,314.0 |
2,314.0 |
2,299.7 |
2,303.0 |
| PP |
2,292.0 |
2,292.0 |
2,292.0 |
2,286.5 |
| S1 |
2,274.0 |
2,274.0 |
2,292.3 |
2,263.0 |
| S2 |
2,252.0 |
2,252.0 |
2,288.7 |
|
| S3 |
2,212.0 |
2,234.0 |
2,285.0 |
|
| S4 |
2,172.0 |
2,194.0 |
2,274.0 |
|
|
| 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 |
2,099.0 |
219.0 |
9.5% |
62.2 |
2.7% |
90% |
False |
False |
6,648 |
| 10 |
2,318.0 |
2,043.0 |
275.0 |
12.0% |
63.6 |
2.8% |
92% |
False |
False |
3,523 |
| 20 |
2,318.0 |
1,927.0 |
391.0 |
17.0% |
73.6 |
3.2% |
94% |
False |
False |
10,548 |
| 40 |
2,318.0 |
1,927.0 |
391.0 |
17.0% |
73.1 |
3.2% |
94% |
False |
False |
10,758 |
| 60 |
2,788.0 |
1,927.0 |
861.0 |
37.5% |
76.9 |
3.4% |
43% |
False |
False |
7,392 |
| 80 |
2,890.0 |
1,927.0 |
963.0 |
41.9% |
67.3 |
2.9% |
38% |
False |
False |
5,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,480.0 |
|
2.618 |
2,414.7 |
|
1.618 |
2,374.7 |
|
1.000 |
2,350.0 |
|
0.618 |
2,334.7 |
|
HIGH |
2,310.0 |
|
0.618 |
2,294.7 |
|
0.500 |
2,290.0 |
|
0.382 |
2,285.3 |
|
LOW |
2,270.0 |
|
0.618 |
2,245.3 |
|
1.000 |
2,230.0 |
|
1.618 |
2,205.3 |
|
2.618 |
2,165.3 |
|
4.250 |
2,100.0 |
|
|
| Fisher Pivots for day following 11-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,294.0 |
2,287.7 |
| PP |
2,292.0 |
2,279.3 |
| S1 |
2,290.0 |
2,271.0 |
|