| Trading Metrics calculated at close of trading on 13-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2011 |
13-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
2,288.0 |
2,344.0 |
56.0 |
2.4% |
2,095.0 |
| High |
2,370.0 |
2,372.0 |
2.0 |
0.1% |
2,274.0 |
| Low |
2,281.0 |
2,309.0 |
28.0 |
1.2% |
2,043.0 |
| Close |
2,353.0 |
2,313.0 |
-40.0 |
-1.7% |
2,252.0 |
| Range |
89.0 |
63.0 |
-26.0 |
-29.2% |
231.0 |
| ATR |
81.3 |
80.0 |
-1.3 |
-1.6% |
0.0 |
| Volume |
32,785 |
3,379 |
-29,406 |
-89.7% |
5,001 |
|
| Daily Pivots for day following 13-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,520.3 |
2,479.7 |
2,347.7 |
|
| R3 |
2,457.3 |
2,416.7 |
2,330.3 |
|
| R2 |
2,394.3 |
2,394.3 |
2,324.6 |
|
| R1 |
2,353.7 |
2,353.7 |
2,318.8 |
2,342.5 |
| PP |
2,331.3 |
2,331.3 |
2,331.3 |
2,325.8 |
| S1 |
2,290.7 |
2,290.7 |
2,307.2 |
2,279.5 |
| S2 |
2,268.3 |
2,268.3 |
2,301.5 |
|
| S3 |
2,205.3 |
2,227.7 |
2,295.7 |
|
| S4 |
2,142.3 |
2,164.7 |
2,278.4 |
|
|
| 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 |
2,372.0 |
2,224.0 |
148.0 |
6.4% |
61.0 |
2.6% |
60% |
True |
False |
13,159 |
| 10 |
2,372.0 |
2,043.0 |
329.0 |
14.2% |
65.0 |
2.8% |
82% |
True |
False |
7,068 |
| 20 |
2,372.0 |
1,927.0 |
445.0 |
19.2% |
70.2 |
3.0% |
87% |
True |
False |
5,781 |
| 40 |
2,372.0 |
1,927.0 |
445.0 |
19.2% |
72.9 |
3.1% |
87% |
True |
False |
11,640 |
| 60 |
2,788.0 |
1,927.0 |
861.0 |
37.2% |
77.4 |
3.3% |
45% |
False |
False |
7,979 |
| 80 |
2,890.0 |
1,927.0 |
963.0 |
41.6% |
68.6 |
3.0% |
40% |
False |
False |
6,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,639.8 |
|
2.618 |
2,536.9 |
|
1.618 |
2,473.9 |
|
1.000 |
2,435.0 |
|
0.618 |
2,410.9 |
|
HIGH |
2,372.0 |
|
0.618 |
2,347.9 |
|
0.500 |
2,340.5 |
|
0.382 |
2,333.1 |
|
LOW |
2,309.0 |
|
0.618 |
2,270.1 |
|
1.000 |
2,246.0 |
|
1.618 |
2,207.1 |
|
2.618 |
2,144.1 |
|
4.250 |
2,041.3 |
|
|
| Fisher Pivots for day following 13-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,340.5 |
2,321.0 |
| PP |
2,331.3 |
2,318.3 |
| S1 |
2,322.2 |
2,315.7 |
|