| Trading Metrics calculated at close of trading on 14-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2011 |
14-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,022.0 |
2,015.0 |
-7.0 |
-0.3% |
2,083.0 |
| High |
2,056.0 |
2,124.0 |
68.0 |
3.3% |
2,186.0 |
| Low |
1,946.0 |
1,993.0 |
47.0 |
2.4% |
2,047.0 |
| Close |
2,047.0 |
2,082.0 |
35.0 |
1.7% |
2,059.0 |
| Range |
110.0 |
131.0 |
21.0 |
19.1% |
139.0 |
| ATR |
93.7 |
96.4 |
2.7 |
2.8% |
0.0 |
| Volume |
3,880,223 |
3,160,168 |
-720,055 |
-18.6% |
6,915,068 |
|
| Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,459.3 |
2,401.7 |
2,154.1 |
|
| R3 |
2,328.3 |
2,270.7 |
2,118.0 |
|
| R2 |
2,197.3 |
2,197.3 |
2,106.0 |
|
| R1 |
2,139.7 |
2,139.7 |
2,094.0 |
2,168.5 |
| PP |
2,066.3 |
2,066.3 |
2,066.3 |
2,080.8 |
| S1 |
2,008.7 |
2,008.7 |
2,070.0 |
2,037.5 |
| S2 |
1,935.3 |
1,935.3 |
2,058.0 |
|
| S3 |
1,804.3 |
1,877.7 |
2,046.0 |
|
| S4 |
1,673.3 |
1,746.7 |
2,010.0 |
|
|
| 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 |
11.5% |
93.2 |
4.5% |
57% |
False |
False |
2,675,961 |
| 10 |
2,327.0 |
1,946.0 |
381.0 |
18.3% |
81.8 |
3.9% |
36% |
False |
False |
2,128,785 |
| 20 |
2,355.0 |
1,946.0 |
409.0 |
19.6% |
81.7 |
3.9% |
33% |
False |
False |
1,773,910 |
| 40 |
2,799.0 |
1,946.0 |
853.0 |
41.0% |
95.0 |
4.6% |
16% |
False |
False |
1,994,165 |
| 60 |
2,893.0 |
1,946.0 |
947.0 |
45.5% |
81.8 |
3.9% |
14% |
False |
False |
1,779,839 |
| 80 |
2,893.0 |
1,946.0 |
947.0 |
45.5% |
73.2 |
3.5% |
14% |
False |
False |
1,452,174 |
| 100 |
2,975.0 |
1,946.0 |
1,029.0 |
49.4% |
67.1 |
3.2% |
13% |
False |
False |
1,165,854 |
| 120 |
2,975.0 |
1,946.0 |
1,029.0 |
49.4% |
61.7 |
3.0% |
13% |
False |
False |
975,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,680.8 |
|
2.618 |
2,467.0 |
|
1.618 |
2,336.0 |
|
1.000 |
2,255.0 |
|
0.618 |
2,205.0 |
|
HIGH |
2,124.0 |
|
0.618 |
2,074.0 |
|
0.500 |
2,058.5 |
|
0.382 |
2,043.0 |
|
LOW |
1,993.0 |
|
0.618 |
1,912.0 |
|
1.000 |
1,862.0 |
|
1.618 |
1,781.0 |
|
2.618 |
1,650.0 |
|
4.250 |
1,436.3 |
|
|
| Fisher Pivots for day following 14-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,074.2 |
2,066.3 |
| PP |
2,066.3 |
2,050.7 |
| S1 |
2,058.5 |
2,035.0 |
|