| 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 |
2,144.0 |
2,137.0 |
-7.0 |
-0.3% |
2,052.0 |
| High |
2,173.0 |
2,144.0 |
-29.0 |
-1.3% |
2,173.0 |
| Low |
2,117.0 |
2,035.0 |
-82.0 |
-3.9% |
2,035.0 |
| Close |
2,132.0 |
2,045.0 |
-87.0 |
-4.1% |
2,045.0 |
| Range |
56.0 |
109.0 |
53.0 |
94.6% |
138.0 |
| ATR |
88.9 |
90.4 |
1.4 |
1.6% |
0.0 |
| Volume |
163,383 |
296,981 |
133,598 |
81.8% |
852,724 |
|
| Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,401.7 |
2,332.3 |
2,105.0 |
|
| R3 |
2,292.7 |
2,223.3 |
2,075.0 |
|
| R2 |
2,183.7 |
2,183.7 |
2,065.0 |
|
| R1 |
2,114.3 |
2,114.3 |
2,055.0 |
2,094.5 |
| PP |
2,074.7 |
2,074.7 |
2,074.7 |
2,064.8 |
| S1 |
2,005.3 |
2,005.3 |
2,035.0 |
1,985.5 |
| S2 |
1,965.7 |
1,965.7 |
2,025.0 |
|
| S3 |
1,856.7 |
1,896.3 |
2,015.0 |
|
| S4 |
1,747.7 |
1,787.3 |
1,985.1 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,498.3 |
2,409.7 |
2,120.9 |
|
| R3 |
2,360.3 |
2,271.7 |
2,083.0 |
|
| R2 |
2,222.3 |
2,222.3 |
2,070.3 |
|
| R1 |
2,133.7 |
2,133.7 |
2,057.7 |
2,109.0 |
| PP |
2,084.3 |
2,084.3 |
2,084.3 |
2,072.0 |
| S1 |
1,995.7 |
1,995.7 |
2,032.4 |
1,971.0 |
| S2 |
1,946.3 |
1,946.3 |
2,019.7 |
|
| S3 |
1,808.3 |
1,857.7 |
2,007.1 |
|
| S4 |
1,670.3 |
1,719.7 |
1,969.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,262.0 |
2,035.0 |
227.0 |
11.1% |
73.6 |
3.6% |
4% |
False |
True |
174,960 |
| 10 |
2,314.0 |
2,035.0 |
279.0 |
13.6% |
67.5 |
3.3% |
4% |
False |
True |
95,266 |
| 20 |
2,345.0 |
2,035.0 |
310.0 |
15.2% |
77.3 |
3.8% |
3% |
False |
True |
57,501 |
| 40 |
2,790.0 |
2,035.0 |
755.0 |
36.9% |
85.3 |
4.2% |
1% |
False |
True |
32,610 |
| 60 |
2,887.0 |
2,035.0 |
852.0 |
41.7% |
73.5 |
3.6% |
1% |
False |
True |
24,206 |
| 80 |
2,887.0 |
2,035.0 |
852.0 |
41.7% |
65.5 |
3.2% |
1% |
False |
True |
20,057 |
| 100 |
2,969.0 |
2,035.0 |
934.0 |
45.7% |
59.7 |
2.9% |
1% |
False |
True |
16,120 |
| 120 |
2,969.0 |
2,035.0 |
934.0 |
45.7% |
54.8 |
2.7% |
1% |
False |
True |
13,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,607.3 |
|
2.618 |
2,429.4 |
|
1.618 |
2,320.4 |
|
1.000 |
2,253.0 |
|
0.618 |
2,211.4 |
|
HIGH |
2,144.0 |
|
0.618 |
2,102.4 |
|
0.500 |
2,089.5 |
|
0.382 |
2,076.6 |
|
LOW |
2,035.0 |
|
0.618 |
1,967.6 |
|
1.000 |
1,926.0 |
|
1.618 |
1,858.6 |
|
2.618 |
1,749.6 |
|
4.250 |
1,571.8 |
|
|
| Fisher Pivots for day following 09-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,089.5 |
2,104.0 |
| PP |
2,074.7 |
2,084.3 |
| S1 |
2,059.8 |
2,064.7 |
|