| Trading Metrics calculated at close of trading on 12-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2011 |
12-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,147.0 |
2,019.0 |
-128.0 |
-6.0% |
2,083.0 |
| High |
2,159.0 |
2,025.0 |
-134.0 |
-6.2% |
2,186.0 |
| Low |
2,047.0 |
1,969.0 |
-78.0 |
-3.8% |
2,047.0 |
| Close |
2,059.0 |
2,022.0 |
-37.0 |
-1.8% |
2,059.0 |
| Range |
112.0 |
56.0 |
-56.0 |
-50.0% |
139.0 |
| ATR |
92.6 |
92.4 |
-0.2 |
-0.2% |
0.0 |
| Volume |
1,880,735 |
3,082,893 |
1,202,158 |
63.9% |
6,915,068 |
|
| Daily Pivots for day following 12-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,173.3 |
2,153.7 |
2,052.8 |
|
| R3 |
2,117.3 |
2,097.7 |
2,037.4 |
|
| R2 |
2,061.3 |
2,061.3 |
2,032.3 |
|
| R1 |
2,041.7 |
2,041.7 |
2,027.1 |
2,051.5 |
| PP |
2,005.3 |
2,005.3 |
2,005.3 |
2,010.3 |
| S1 |
1,985.7 |
1,985.7 |
2,016.9 |
1,995.5 |
| S2 |
1,949.3 |
1,949.3 |
2,011.7 |
|
| S3 |
1,893.3 |
1,929.7 |
2,006.6 |
|
| S4 |
1,837.3 |
1,873.7 |
1,991.2 |
|
|
| 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 |
2,186.0 |
1,969.0 |
217.0 |
10.7% |
71.4 |
3.5% |
24% |
False |
True |
1,999,592 |
| 10 |
2,327.0 |
1,969.0 |
358.0 |
17.7% |
67.7 |
3.3% |
15% |
False |
True |
1,593,050 |
| 20 |
2,355.0 |
1,969.0 |
386.0 |
19.1% |
75.9 |
3.8% |
14% |
False |
True |
1,532,868 |
| 40 |
2,799.0 |
1,969.0 |
830.0 |
41.0% |
91.5 |
4.5% |
6% |
False |
True |
1,882,131 |
| 60 |
2,893.0 |
1,969.0 |
924.0 |
45.7% |
79.8 |
3.9% |
6% |
False |
True |
1,713,573 |
| 80 |
2,893.0 |
1,969.0 |
924.0 |
45.7% |
71.5 |
3.5% |
6% |
False |
True |
1,364,178 |
| 100 |
2,975.0 |
1,969.0 |
1,006.0 |
49.8% |
65.4 |
3.2% |
5% |
False |
True |
1,095,498 |
| 120 |
2,975.0 |
1,969.0 |
1,006.0 |
49.8% |
60.3 |
3.0% |
5% |
False |
True |
916,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,263.0 |
|
2.618 |
2,171.6 |
|
1.618 |
2,115.6 |
|
1.000 |
2,081.0 |
|
0.618 |
2,059.6 |
|
HIGH |
2,025.0 |
|
0.618 |
2,003.6 |
|
0.500 |
1,997.0 |
|
0.382 |
1,990.4 |
|
LOW |
1,969.0 |
|
0.618 |
1,934.4 |
|
1.000 |
1,913.0 |
|
1.618 |
1,878.4 |
|
2.618 |
1,822.4 |
|
4.250 |
1,731.0 |
|
|
| Fisher Pivots for day following 12-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,013.7 |
2,077.5 |
| PP |
2,005.3 |
2,059.0 |
| S1 |
1,997.0 |
2,040.5 |
|