| Trading Metrics calculated at close of trading on 09-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2011 |
09-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,223.00 |
2,216.00 |
-7.00 |
-0.3% |
2,159.50 |
| High |
2,244.00 |
2,227.75 |
-16.25 |
-0.7% |
2,244.00 |
| Low |
2,205.25 |
2,149.75 |
-55.50 |
-2.5% |
2,108.25 |
| Close |
2,216.75 |
2,169.00 |
-47.75 |
-2.2% |
2,169.00 |
| Range |
38.75 |
78.00 |
39.25 |
101.3% |
135.75 |
| ATR |
64.94 |
65.87 |
0.93 |
1.4% |
0.00 |
| Volume |
254,052 |
143,368 |
-110,684 |
-43.6% |
921,613 |
|
| Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,416.25 |
2,370.50 |
2,212.00 |
|
| R3 |
2,338.25 |
2,292.50 |
2,190.50 |
|
| R2 |
2,260.25 |
2,260.25 |
2,183.25 |
|
| R1 |
2,214.50 |
2,214.50 |
2,176.25 |
2,198.50 |
| PP |
2,182.25 |
2,182.25 |
2,182.25 |
2,174.00 |
| S1 |
2,136.50 |
2,136.50 |
2,161.75 |
2,120.50 |
| S2 |
2,104.25 |
2,104.25 |
2,154.75 |
|
| S3 |
2,026.25 |
2,058.50 |
2,147.50 |
|
| S4 |
1,948.25 |
1,980.50 |
2,126.00 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,581.00 |
2,510.75 |
2,243.75 |
|
| R3 |
2,445.25 |
2,375.00 |
2,206.25 |
|
| R2 |
2,309.50 |
2,309.50 |
2,194.00 |
|
| R1 |
2,239.25 |
2,239.25 |
2,181.50 |
2,274.50 |
| PP |
2,173.75 |
2,173.75 |
2,173.75 |
2,191.25 |
| S1 |
2,103.50 |
2,103.50 |
2,156.50 |
2,138.50 |
| S2 |
2,038.00 |
2,038.00 |
2,144.00 |
|
| S3 |
1,902.25 |
1,967.75 |
2,131.75 |
|
| S4 |
1,766.50 |
1,832.00 |
2,094.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,244.00 |
2,108.25 |
135.75 |
6.3% |
61.00 |
2.8% |
45% |
False |
False |
238,651 |
| 10 |
2,268.25 |
2,080.75 |
187.50 |
8.6% |
60.50 |
2.8% |
47% |
False |
False |
253,859 |
| 20 |
2,268.25 |
2,022.25 |
246.00 |
11.3% |
63.50 |
2.9% |
60% |
False |
False |
277,298 |
| 40 |
2,435.50 |
1,972.25 |
463.25 |
21.4% |
68.50 |
3.2% |
42% |
False |
False |
323,556 |
| 60 |
2,435.50 |
1,972.25 |
463.25 |
21.4% |
59.25 |
2.7% |
42% |
False |
False |
307,329 |
| 80 |
2,435.50 |
1,972.25 |
463.25 |
21.4% |
52.50 |
2.4% |
42% |
False |
False |
247,370 |
| 100 |
2,435.50 |
1,972.25 |
463.25 |
21.4% |
48.00 |
2.2% |
42% |
False |
False |
197,937 |
| 120 |
2,435.50 |
1,972.25 |
463.25 |
21.4% |
44.75 |
2.1% |
42% |
False |
False |
164,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,559.25 |
|
2.618 |
2,432.00 |
|
1.618 |
2,354.00 |
|
1.000 |
2,305.75 |
|
0.618 |
2,276.00 |
|
HIGH |
2,227.75 |
|
0.618 |
2,198.00 |
|
0.500 |
2,188.75 |
|
0.382 |
2,179.50 |
|
LOW |
2,149.75 |
|
0.618 |
2,101.50 |
|
1.000 |
2,071.75 |
|
1.618 |
2,023.50 |
|
2.618 |
1,945.50 |
|
4.250 |
1,818.25 |
|
|
| Fisher Pivots for day following 09-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,188.75 |
2,197.00 |
| PP |
2,182.25 |
2,187.50 |
| S1 |
2,175.50 |
2,178.25 |
|