| Trading Metrics calculated at close of trading on 22-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2011 |
22-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
120.23 |
113.25 |
-6.98 |
-5.8% |
114.47 |
| High |
120.60 |
114.21 |
-6.39 |
-5.3% |
121.97 |
| Low |
116.44 |
111.30 |
-5.14 |
-4.4% |
114.05 |
| Close |
116.63 |
112.86 |
-3.77 |
-3.2% |
121.52 |
| Range |
4.16 |
2.91 |
-1.25 |
-30.0% |
7.92 |
| ATR |
3.04 |
3.21 |
0.16 |
5.4% |
0.00 |
| Volume |
316,060,719 |
513,709,563 |
197,648,844 |
62.5% |
1,507,770,595 |
|
| Daily Pivots for day following 22-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.52 |
120.10 |
114.46 |
|
| R3 |
118.61 |
117.19 |
113.66 |
|
| R2 |
115.70 |
115.70 |
113.39 |
|
| R1 |
114.28 |
114.28 |
113.13 |
113.54 |
| PP |
112.79 |
112.79 |
112.79 |
112.42 |
| S1 |
111.37 |
111.37 |
112.59 |
110.63 |
| S2 |
109.88 |
109.88 |
112.33 |
|
| S3 |
106.97 |
108.46 |
112.06 |
|
| S4 |
104.06 |
105.55 |
111.26 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.94 |
140.15 |
125.88 |
|
| R3 |
135.02 |
132.23 |
123.70 |
|
| R2 |
127.10 |
127.10 |
122.97 |
|
| R1 |
124.31 |
124.31 |
122.25 |
125.71 |
| PP |
119.18 |
119.18 |
119.18 |
119.88 |
| S1 |
116.39 |
116.39 |
120.79 |
117.79 |
| S2 |
111.26 |
111.26 |
120.07 |
|
| S3 |
103.34 |
108.47 |
119.34 |
|
| S4 |
95.42 |
100.55 |
117.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.99 |
111.30 |
10.69 |
9.5% |
2.58 |
2.3% |
15% |
False |
True |
314,732,750 |
| 10 |
121.99 |
111.30 |
10.69 |
9.5% |
2.75 |
2.4% |
15% |
False |
True |
317,748,712 |
| 20 |
123.51 |
111.30 |
12.21 |
10.8% |
2.87 |
2.5% |
13% |
False |
True |
289,347,531 |
| 40 |
131.77 |
110.27 |
21.50 |
19.1% |
3.36 |
3.0% |
12% |
False |
False |
343,963,866 |
| 60 |
135.70 |
110.27 |
25.43 |
22.5% |
2.73 |
2.4% |
10% |
False |
False |
291,037,983 |
| 80 |
135.70 |
110.27 |
25.43 |
22.5% |
2.45 |
2.2% |
10% |
False |
False |
268,312,687 |
| 100 |
136.19 |
110.27 |
25.92 |
23.0% |
2.26 |
2.0% |
10% |
False |
False |
246,326,432 |
| 120 |
137.18 |
110.27 |
26.91 |
23.8% |
2.05 |
1.8% |
10% |
False |
False |
228,468,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.58 |
|
2.618 |
121.83 |
|
1.618 |
118.92 |
|
1.000 |
117.12 |
|
0.618 |
116.01 |
|
HIGH |
114.21 |
|
0.618 |
113.10 |
|
0.500 |
112.76 |
|
0.382 |
112.41 |
|
LOW |
111.30 |
|
0.618 |
109.50 |
|
1.000 |
108.39 |
|
1.618 |
106.59 |
|
2.618 |
103.68 |
|
4.250 |
98.93 |
|
|
| Fisher Pivots for day following 22-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
112.83 |
116.65 |
| PP |
112.79 |
115.38 |
| S1 |
112.76 |
114.12 |
|