| Trading Metrics calculated at close of trading on 12-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2011 |
12-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,302.0 |
2,288.0 |
-14.0 |
-0.6% |
2,095.0 |
| High |
2,310.0 |
2,370.0 |
60.0 |
2.6% |
2,274.0 |
| Low |
2,270.0 |
2,281.0 |
11.0 |
0.5% |
2,043.0 |
| Close |
2,296.0 |
2,353.0 |
57.0 |
2.5% |
2,252.0 |
| Range |
40.0 |
89.0 |
49.0 |
122.5% |
231.0 |
| ATR |
80.7 |
81.3 |
0.6 |
0.7% |
0.0 |
| Volume |
28,523 |
32,785 |
4,262 |
14.9% |
5,001 |
|
| Daily Pivots for day following 12-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,601.7 |
2,566.3 |
2,402.0 |
|
| R3 |
2,512.7 |
2,477.3 |
2,377.5 |
|
| R2 |
2,423.7 |
2,423.7 |
2,369.3 |
|
| R1 |
2,388.3 |
2,388.3 |
2,361.2 |
2,406.0 |
| PP |
2,334.7 |
2,334.7 |
2,334.7 |
2,343.5 |
| S1 |
2,299.3 |
2,299.3 |
2,344.8 |
2,317.0 |
| S2 |
2,245.7 |
2,245.7 |
2,336.7 |
|
| S3 |
2,156.7 |
2,210.3 |
2,328.5 |
|
| S4 |
2,067.7 |
2,121.3 |
2,304.1 |
|
|
| 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 |
2,370.0 |
2,174.0 |
196.0 |
8.3% |
63.4 |
2.7% |
91% |
True |
False |
13,005 |
| 10 |
2,370.0 |
2,043.0 |
327.0 |
13.9% |
65.5 |
2.8% |
95% |
True |
False |
6,750 |
| 20 |
2,370.0 |
1,927.0 |
443.0 |
18.8% |
71.8 |
3.0% |
96% |
True |
False |
8,946 |
| 40 |
2,370.0 |
1,927.0 |
443.0 |
18.8% |
74.2 |
3.2% |
96% |
True |
False |
11,574 |
| 60 |
2,788.0 |
1,927.0 |
861.0 |
36.6% |
77.8 |
3.3% |
49% |
False |
False |
7,928 |
| 80 |
2,890.0 |
1,927.0 |
963.0 |
40.9% |
68.4 |
2.9% |
44% |
False |
False |
6,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,748.3 |
|
2.618 |
2,603.0 |
|
1.618 |
2,514.0 |
|
1.000 |
2,459.0 |
|
0.618 |
2,425.0 |
|
HIGH |
2,370.0 |
|
0.618 |
2,336.0 |
|
0.500 |
2,325.5 |
|
0.382 |
2,315.0 |
|
LOW |
2,281.0 |
|
0.618 |
2,226.0 |
|
1.000 |
2,192.0 |
|
1.618 |
2,137.0 |
|
2.618 |
2,048.0 |
|
4.250 |
1,902.8 |
|
|
| Fisher Pivots for day following 12-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,343.8 |
2,339.5 |
| PP |
2,334.7 |
2,326.0 |
| S1 |
2,325.5 |
2,312.5 |
|