| Trading Metrics calculated at close of trading on 09-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2011 |
09-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,154.0 |
2,147.0 |
-7.0 |
-0.3% |
2,083.0 |
| High |
2,186.0 |
2,159.0 |
-27.0 |
-1.2% |
2,186.0 |
| Low |
2,129.0 |
2,047.0 |
-82.0 |
-3.9% |
2,047.0 |
| Close |
2,142.0 |
2,059.0 |
-83.0 |
-3.9% |
2,059.0 |
| Range |
57.0 |
112.0 |
55.0 |
96.5% |
139.0 |
| ATR |
91.1 |
92.6 |
1.5 |
1.6% |
0.0 |
| Volume |
1,375,787 |
1,880,735 |
504,948 |
36.7% |
6,915,068 |
|
| Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,424.3 |
2,353.7 |
2,120.6 |
|
| R3 |
2,312.3 |
2,241.7 |
2,089.8 |
|
| R2 |
2,200.3 |
2,200.3 |
2,079.5 |
|
| R1 |
2,129.7 |
2,129.7 |
2,069.3 |
2,109.0 |
| PP |
2,088.3 |
2,088.3 |
2,088.3 |
2,078.0 |
| S1 |
2,017.7 |
2,017.7 |
2,048.7 |
1,997.0 |
| S2 |
1,976.3 |
1,976.3 |
2,038.5 |
|
| S3 |
1,864.3 |
1,905.7 |
2,028.2 |
|
| S4 |
1,752.3 |
1,793.7 |
1,997.4 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,514.3 |
2,425.7 |
2,135.5 |
|
| R3 |
2,375.3 |
2,286.7 |
2,097.2 |
|
| R2 |
2,236.3 |
2,236.3 |
2,084.5 |
|
| R1 |
2,147.7 |
2,147.7 |
2,071.7 |
2,122.5 |
| PP |
2,097.3 |
2,097.3 |
2,097.3 |
2,084.8 |
| S1 |
2,008.7 |
2,008.7 |
2,046.3 |
1,983.5 |
| S2 |
1,958.3 |
1,958.3 |
2,033.5 |
|
| S3 |
1,819.3 |
1,869.7 |
2,020.8 |
|
| S4 |
1,680.3 |
1,730.7 |
1,982.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,274.0 |
2,047.0 |
227.0 |
11.0% |
75.8 |
3.7% |
5% |
False |
True |
1,662,014 |
| 10 |
2,327.0 |
2,047.0 |
280.0 |
13.6% |
70.5 |
3.4% |
4% |
False |
True |
1,424,430 |
| 20 |
2,355.0 |
2,047.0 |
308.0 |
15.0% |
81.0 |
3.9% |
4% |
False |
True |
1,493,491 |
| 40 |
2,799.0 |
2,047.0 |
752.0 |
36.5% |
90.9 |
4.4% |
2% |
False |
True |
1,835,809 |
| 60 |
2,893.0 |
2,047.0 |
846.0 |
41.1% |
79.6 |
3.9% |
1% |
False |
True |
1,699,394 |
| 80 |
2,893.0 |
2,047.0 |
846.0 |
41.1% |
71.3 |
3.5% |
1% |
False |
True |
1,325,646 |
| 100 |
2,975.0 |
2,047.0 |
928.0 |
45.1% |
65.7 |
3.2% |
1% |
False |
True |
1,068,855 |
| 120 |
2,975.0 |
2,047.0 |
928.0 |
45.1% |
60.3 |
2.9% |
1% |
False |
True |
890,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,635.0 |
|
2.618 |
2,452.2 |
|
1.618 |
2,340.2 |
|
1.000 |
2,271.0 |
|
0.618 |
2,228.2 |
|
HIGH |
2,159.0 |
|
0.618 |
2,116.2 |
|
0.500 |
2,103.0 |
|
0.382 |
2,089.8 |
|
LOW |
2,047.0 |
|
0.618 |
1,977.8 |
|
1.000 |
1,935.0 |
|
1.618 |
1,865.8 |
|
2.618 |
1,753.8 |
|
4.250 |
1,571.0 |
|
|
| Fisher Pivots for day following 09-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,103.0 |
2,116.5 |
| PP |
2,088.3 |
2,097.3 |
| S1 |
2,073.7 |
2,078.2 |
|