| Trading Metrics calculated at close of trading on 15-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2011 |
15-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,015.0 |
2,104.0 |
89.0 |
4.4% |
2,083.0 |
| High |
2,124.0 |
2,188.0 |
64.0 |
3.0% |
2,186.0 |
| Low |
1,993.0 |
2,088.0 |
95.0 |
4.8% |
2,047.0 |
| Close |
2,082.0 |
2,176.0 |
94.0 |
4.5% |
2,059.0 |
| Range |
131.0 |
100.0 |
-31.0 |
-23.7% |
139.0 |
| ATR |
96.4 |
97.0 |
0.7 |
0.7% |
0.0 |
| Volume |
3,160,168 |
2,908,467 |
-251,701 |
-8.0% |
6,915,068 |
|
| Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,450.7 |
2,413.3 |
2,231.0 |
|
| R3 |
2,350.7 |
2,313.3 |
2,203.5 |
|
| R2 |
2,250.7 |
2,250.7 |
2,194.3 |
|
| R1 |
2,213.3 |
2,213.3 |
2,185.2 |
2,232.0 |
| PP |
2,150.7 |
2,150.7 |
2,150.7 |
2,160.0 |
| S1 |
2,113.3 |
2,113.3 |
2,166.8 |
2,132.0 |
| S2 |
2,050.7 |
2,050.7 |
2,157.7 |
|
| S3 |
1,950.7 |
2,013.3 |
2,148.5 |
|
| S4 |
1,850.7 |
1,913.3 |
2,121.0 |
|
|
| 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 |
2,188.0 |
1,946.0 |
242.0 |
11.1% |
101.8 |
4.7% |
95% |
True |
False |
2,982,497 |
| 10 |
2,327.0 |
1,946.0 |
381.0 |
17.5% |
84.0 |
3.9% |
60% |
False |
False |
2,278,575 |
| 20 |
2,327.0 |
1,946.0 |
381.0 |
17.5% |
82.9 |
3.8% |
60% |
False |
False |
1,852,700 |
| 40 |
2,799.0 |
1,946.0 |
853.0 |
39.2% |
96.4 |
4.4% |
27% |
False |
False |
2,035,088 |
| 60 |
2,893.0 |
1,946.0 |
947.0 |
43.5% |
82.5 |
3.8% |
24% |
False |
False |
1,810,057 |
| 80 |
2,893.0 |
1,946.0 |
947.0 |
43.5% |
74.1 |
3.4% |
24% |
False |
False |
1,488,522 |
| 100 |
2,975.0 |
1,946.0 |
1,029.0 |
47.3% |
67.9 |
3.1% |
22% |
False |
False |
1,194,935 |
| 120 |
2,975.0 |
1,946.0 |
1,029.0 |
47.3% |
62.0 |
2.8% |
22% |
False |
False |
999,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,613.0 |
|
2.618 |
2,449.8 |
|
1.618 |
2,349.8 |
|
1.000 |
2,288.0 |
|
0.618 |
2,249.8 |
|
HIGH |
2,188.0 |
|
0.618 |
2,149.8 |
|
0.500 |
2,138.0 |
|
0.382 |
2,126.2 |
|
LOW |
2,088.0 |
|
0.618 |
2,026.2 |
|
1.000 |
1,988.0 |
|
1.618 |
1,926.2 |
|
2.618 |
1,826.2 |
|
4.250 |
1,663.0 |
|
|
| Fisher Pivots for day following 15-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,163.3 |
2,139.7 |
| PP |
2,150.7 |
2,103.3 |
| S1 |
2,138.0 |
2,067.0 |
|