| Trading Metrics calculated at close of trading on 12-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2011 |
12-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,137.0 |
1,998.0 |
-139.0 |
-6.5% |
2,052.0 |
| High |
2,144.0 |
2,011.0 |
-133.0 |
-6.2% |
2,173.0 |
| Low |
2,035.0 |
1,956.0 |
-79.0 |
-3.9% |
2,035.0 |
| Close |
2,045.0 |
2,007.0 |
-38.0 |
-1.9% |
2,045.0 |
| Range |
109.0 |
55.0 |
-54.0 |
-49.5% |
138.0 |
| ATR |
90.4 |
90.3 |
-0.1 |
-0.1% |
0.0 |
| Volume |
296,981 |
1,230,825 |
933,844 |
314.4% |
852,724 |
|
| Daily Pivots for day following 12-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,156.3 |
2,136.7 |
2,037.3 |
|
| R3 |
2,101.3 |
2,081.7 |
2,022.1 |
|
| R2 |
2,046.3 |
2,046.3 |
2,017.1 |
|
| R1 |
2,026.7 |
2,026.7 |
2,012.0 |
2,036.5 |
| PP |
1,991.3 |
1,991.3 |
1,991.3 |
1,996.3 |
| S1 |
1,971.7 |
1,971.7 |
2,002.0 |
1,981.5 |
| S2 |
1,936.3 |
1,936.3 |
1,996.9 |
|
| S3 |
1,881.3 |
1,916.7 |
1,991.9 |
|
| S4 |
1,826.3 |
1,861.7 |
1,976.8 |
|
|
| 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 |
2,173.0 |
1,956.0 |
217.0 |
10.8% |
69.6 |
3.5% |
24% |
False |
True |
416,709 |
| 10 |
2,314.0 |
1,956.0 |
358.0 |
17.8% |
64.8 |
3.2% |
14% |
False |
True |
218,054 |
| 20 |
2,345.0 |
1,956.0 |
389.0 |
19.4% |
72.3 |
3.6% |
13% |
False |
True |
117,996 |
| 40 |
2,790.0 |
1,956.0 |
834.0 |
41.6% |
86.0 |
4.3% |
6% |
False |
True |
63,374 |
| 60 |
2,887.0 |
1,956.0 |
931.0 |
46.4% |
73.1 |
3.6% |
5% |
False |
True |
44,586 |
| 80 |
2,887.0 |
1,956.0 |
931.0 |
46.4% |
65.5 |
3.3% |
5% |
False |
True |
35,441 |
| 100 |
2,969.0 |
1,956.0 |
1,013.0 |
50.5% |
60.1 |
3.0% |
5% |
False |
True |
28,425 |
| 120 |
2,969.0 |
1,956.0 |
1,013.0 |
50.5% |
54.9 |
2.7% |
5% |
False |
True |
23,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,244.8 |
|
2.618 |
2,155.0 |
|
1.618 |
2,100.0 |
|
1.000 |
2,066.0 |
|
0.618 |
2,045.0 |
|
HIGH |
2,011.0 |
|
0.618 |
1,990.0 |
|
0.500 |
1,983.5 |
|
0.382 |
1,977.0 |
|
LOW |
1,956.0 |
|
0.618 |
1,922.0 |
|
1.000 |
1,901.0 |
|
1.618 |
1,867.0 |
|
2.618 |
1,812.0 |
|
4.250 |
1,722.3 |
|
|
| Fisher Pivots for day following 12-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,999.2 |
2,064.5 |
| PP |
1,991.3 |
2,045.3 |
| S1 |
1,983.5 |
2,026.2 |
|