| 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 |
5,871.0 |
5,987.5 |
116.5 |
2.0% |
5,309.0 |
| High |
6,050.0 |
6,057.0 |
7.0 |
0.1% |
5,767.0 |
| Low |
5,821.5 |
5,903.0 |
81.5 |
1.4% |
5,147.5 |
| Close |
6,007.5 |
5,923.5 |
-84.0 |
-1.4% |
5,693.5 |
| Range |
228.5 |
154.0 |
-74.5 |
-32.6% |
619.5 |
| ATR |
220.0 |
215.3 |
-4.7 |
-2.1% |
0.0 |
| Volume |
999 |
274 |
-725 |
-72.6% |
3,385 |
|
| Daily Pivots for day following 13-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,423.2 |
6,327.3 |
6,008.2 |
|
| R3 |
6,269.2 |
6,173.3 |
5,965.9 |
|
| R2 |
6,115.2 |
6,115.2 |
5,951.7 |
|
| R1 |
6,019.3 |
6,019.3 |
5,937.6 |
5,990.3 |
| PP |
5,961.2 |
5,961.2 |
5,961.2 |
5,946.6 |
| S1 |
5,865.3 |
5,865.3 |
5,909.4 |
5,836.3 |
| S2 |
5,807.2 |
5,807.2 |
5,895.3 |
|
| S3 |
5,653.2 |
5,711.3 |
5,881.2 |
|
| S4 |
5,499.2 |
5,557.3 |
5,838.8 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,394.5 |
7,163.5 |
6,034.2 |
|
| R3 |
6,775.0 |
6,544.0 |
5,863.9 |
|
| R2 |
6,155.5 |
6,155.5 |
5,807.1 |
|
| R1 |
5,924.5 |
5,924.5 |
5,750.3 |
6,040.0 |
| PP |
5,536.0 |
5,536.0 |
5,536.0 |
5,593.8 |
| S1 |
5,305.0 |
5,305.0 |
5,636.7 |
5,420.5 |
| S2 |
4,916.5 |
4,916.5 |
5,579.9 |
|
| S3 |
4,297.0 |
4,685.5 |
5,523.1 |
|
| S4 |
3,677.5 |
4,066.0 |
5,352.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,057.0 |
5,631.0 |
426.0 |
7.2% |
167.4 |
2.8% |
69% |
True |
False |
460 |
| 10 |
6,057.0 |
5,147.5 |
909.5 |
15.4% |
180.2 |
3.0% |
85% |
True |
False |
615 |
| 20 |
6,057.0 |
5,001.0 |
1,056.0 |
17.8% |
193.3 |
3.3% |
87% |
True |
False |
761 |
| 40 |
6,057.0 |
4,988.0 |
1,069.0 |
18.0% |
189.1 |
3.2% |
88% |
True |
False |
2,201 |
| 60 |
7,454.0 |
4,988.0 |
2,466.0 |
41.6% |
207.1 |
3.5% |
38% |
False |
False |
1,518 |
| 80 |
7,570.5 |
4,988.0 |
2,582.5 |
43.6% |
173.4 |
2.9% |
36% |
False |
False |
1,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,711.5 |
|
2.618 |
6,460.2 |
|
1.618 |
6,306.2 |
|
1.000 |
6,211.0 |
|
0.618 |
6,152.2 |
|
HIGH |
6,057.0 |
|
0.618 |
5,998.2 |
|
0.500 |
5,980.0 |
|
0.382 |
5,961.8 |
|
LOW |
5,903.0 |
|
0.618 |
5,807.8 |
|
1.000 |
5,749.0 |
|
1.618 |
5,653.8 |
|
2.618 |
5,499.8 |
|
4.250 |
5,248.5 |
|
|
| Fisher Pivots for day following 13-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,980.0 |
5,927.3 |
| PP |
5,961.2 |
5,926.0 |
| S1 |
5,942.3 |
5,924.8 |
|