| Trading Metrics calculated at close of trading on 13-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2011 |
13-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,019.0 |
2,022.0 |
3.0 |
0.1% |
2,083.0 |
| High |
2,025.0 |
2,056.0 |
31.0 |
1.5% |
2,186.0 |
| Low |
1,969.0 |
1,946.0 |
-23.0 |
-1.2% |
2,047.0 |
| Close |
2,022.0 |
2,047.0 |
25.0 |
1.2% |
2,059.0 |
| Range |
56.0 |
110.0 |
54.0 |
96.4% |
139.0 |
| ATR |
92.4 |
93.7 |
1.3 |
1.4% |
0.0 |
| Volume |
3,082,893 |
3,880,223 |
797,330 |
25.9% |
6,915,068 |
|
| Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,346.3 |
2,306.7 |
2,107.5 |
|
| R3 |
2,236.3 |
2,196.7 |
2,077.3 |
|
| R2 |
2,126.3 |
2,126.3 |
2,067.2 |
|
| R1 |
2,086.7 |
2,086.7 |
2,057.1 |
2,106.5 |
| PP |
2,016.3 |
2,016.3 |
2,016.3 |
2,026.3 |
| S1 |
1,976.7 |
1,976.7 |
2,036.9 |
1,996.5 |
| S2 |
1,906.3 |
1,906.3 |
2,026.8 |
|
| S3 |
1,796.3 |
1,866.7 |
2,016.8 |
|
| S4 |
1,686.3 |
1,756.7 |
1,986.5 |
|
|
| 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 |
1,946.0 |
240.0 |
11.7% |
77.8 |
3.8% |
42% |
False |
True |
2,376,226 |
| 10 |
2,327.0 |
1,946.0 |
381.0 |
18.6% |
73.8 |
3.6% |
27% |
False |
True |
1,921,505 |
| 20 |
2,355.0 |
1,946.0 |
409.0 |
20.0% |
79.3 |
3.9% |
25% |
False |
True |
1,671,390 |
| 40 |
2,799.0 |
1,946.0 |
853.0 |
41.7% |
92.9 |
4.5% |
12% |
False |
True |
1,947,427 |
| 60 |
2,893.0 |
1,946.0 |
947.0 |
46.3% |
80.3 |
3.9% |
11% |
False |
True |
1,746,603 |
| 80 |
2,893.0 |
1,946.0 |
947.0 |
46.3% |
72.4 |
3.5% |
11% |
False |
True |
1,412,676 |
| 100 |
2,975.0 |
1,946.0 |
1,029.0 |
50.3% |
66.3 |
3.2% |
10% |
False |
True |
1,134,297 |
| 120 |
2,975.0 |
1,946.0 |
1,029.0 |
50.3% |
60.9 |
3.0% |
10% |
False |
True |
948,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,523.5 |
|
2.618 |
2,344.0 |
|
1.618 |
2,234.0 |
|
1.000 |
2,166.0 |
|
0.618 |
2,124.0 |
|
HIGH |
2,056.0 |
|
0.618 |
2,014.0 |
|
0.500 |
2,001.0 |
|
0.382 |
1,988.0 |
|
LOW |
1,946.0 |
|
0.618 |
1,878.0 |
|
1.000 |
1,836.0 |
|
1.618 |
1,768.0 |
|
2.618 |
1,658.0 |
|
4.250 |
1,478.5 |
|
|
| Fisher Pivots for day following 13-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,031.7 |
2,052.5 |
| PP |
2,016.3 |
2,050.7 |
| S1 |
2,001.0 |
2,048.8 |
|