| Trading Metrics calculated at close of trading on 16-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2011 |
16-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,104.0 |
2,177.0 |
73.0 |
3.5% |
2,019.0 |
| High |
2,188.0 |
2,188.0 |
0.0 |
0.0% |
2,188.0 |
| Low |
2,088.0 |
2,148.0 |
60.0 |
2.9% |
1,946.0 |
| Close |
2,176.0 |
2,175.1 |
-0.9 |
0.0% |
2,175.1 |
| Range |
100.0 |
40.0 |
-60.0 |
-60.0% |
242.0 |
| ATR |
97.0 |
93.0 |
-4.1 |
-4.2% |
0.0 |
| Volume |
2,908,467 |
391,158 |
-2,517,309 |
-86.6% |
13,422,909 |
|
| Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,290.4 |
2,272.7 |
2,197.1 |
|
| R3 |
2,250.4 |
2,232.7 |
2,186.1 |
|
| R2 |
2,210.4 |
2,210.4 |
2,182.4 |
|
| R1 |
2,192.7 |
2,192.7 |
2,178.8 |
2,181.6 |
| PP |
2,170.4 |
2,170.4 |
2,170.4 |
2,164.8 |
| S1 |
2,152.7 |
2,152.7 |
2,171.4 |
2,141.6 |
| S2 |
2,130.4 |
2,130.4 |
2,167.8 |
|
| S3 |
2,090.4 |
2,112.7 |
2,164.1 |
|
| S4 |
2,050.4 |
2,072.7 |
2,153.1 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,829.0 |
2,744.1 |
2,308.2 |
|
| R3 |
2,587.0 |
2,502.1 |
2,241.7 |
|
| R2 |
2,345.0 |
2,345.0 |
2,219.5 |
|
| R1 |
2,260.1 |
2,260.1 |
2,197.3 |
2,302.6 |
| PP |
2,103.0 |
2,103.0 |
2,103.0 |
2,124.3 |
| S1 |
2,018.1 |
2,018.1 |
2,152.9 |
2,060.6 |
| S2 |
1,861.0 |
1,861.0 |
2,130.7 |
|
| S3 |
1,619.0 |
1,776.1 |
2,108.6 |
|
| S4 |
1,377.0 |
1,534.1 |
2,042.0 |
|
|
| 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% |
87.4 |
4.0% |
95% |
True |
False |
2,684,581 |
| 10 |
2,274.0 |
1,946.0 |
328.0 |
15.1% |
81.6 |
3.8% |
70% |
False |
False |
2,173,298 |
| 20 |
2,327.0 |
1,946.0 |
381.0 |
17.5% |
78.2 |
3.6% |
60% |
False |
False |
1,768,582 |
| 40 |
2,799.0 |
1,946.0 |
853.0 |
39.2% |
94.7 |
4.4% |
27% |
False |
False |
1,994,675 |
| 60 |
2,893.0 |
1,946.0 |
947.0 |
43.5% |
82.7 |
3.8% |
24% |
False |
False |
1,798,998 |
| 80 |
2,893.0 |
1,946.0 |
947.0 |
43.5% |
74.2 |
3.4% |
24% |
False |
False |
1,493,306 |
| 100 |
2,975.0 |
1,946.0 |
1,029.0 |
47.3% |
67.9 |
3.1% |
22% |
False |
False |
1,198,834 |
| 120 |
2,975.0 |
1,946.0 |
1,029.0 |
47.3% |
62.1 |
2.9% |
22% |
False |
False |
1,002,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,358.0 |
|
2.618 |
2,292.7 |
|
1.618 |
2,252.7 |
|
1.000 |
2,228.0 |
|
0.618 |
2,212.7 |
|
HIGH |
2,188.0 |
|
0.618 |
2,172.7 |
|
0.500 |
2,168.0 |
|
0.382 |
2,163.3 |
|
LOW |
2,148.0 |
|
0.618 |
2,123.3 |
|
1.000 |
2,108.0 |
|
1.618 |
2,083.3 |
|
2.618 |
2,043.3 |
|
4.250 |
1,978.0 |
|
|
| Fisher Pivots for day following 16-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,172.7 |
2,146.9 |
| PP |
2,170.4 |
2,118.7 |
| S1 |
2,168.0 |
2,090.5 |
|