| Trading Metrics calculated at close of trading on 13-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2011 |
13-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1,998.0 |
2,008.0 |
10.0 |
0.5% |
2,052.0 |
| High |
2,011.0 |
2,041.0 |
30.0 |
1.5% |
2,173.0 |
| Low |
1,956.0 |
1,932.0 |
-24.0 |
-1.2% |
2,035.0 |
| Close |
2,007.0 |
2,031.0 |
24.0 |
1.2% |
2,045.0 |
| Range |
55.0 |
109.0 |
54.0 |
98.2% |
138.0 |
| ATR |
90.3 |
91.6 |
1.3 |
1.5% |
0.0 |
| Volume |
1,230,825 |
1,939,939 |
709,114 |
57.6% |
852,724 |
|
| Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,328.3 |
2,288.7 |
2,091.0 |
|
| R3 |
2,219.3 |
2,179.7 |
2,061.0 |
|
| R2 |
2,110.3 |
2,110.3 |
2,051.0 |
|
| R1 |
2,070.7 |
2,070.7 |
2,041.0 |
2,090.5 |
| PP |
2,001.3 |
2,001.3 |
2,001.3 |
2,011.3 |
| S1 |
1,961.7 |
1,961.7 |
2,021.0 |
1,981.5 |
| S2 |
1,892.3 |
1,892.3 |
2,011.0 |
|
| S3 |
1,783.3 |
1,852.7 |
2,001.0 |
|
| S4 |
1,674.3 |
1,743.7 |
1,971.1 |
|
|
| 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 |
2,173.0 |
1,932.0 |
241.0 |
11.9% |
76.2 |
3.8% |
41% |
False |
True |
781,330 |
| 10 |
2,314.0 |
1,932.0 |
382.0 |
18.8% |
71.1 |
3.5% |
26% |
False |
True |
411,857 |
| 20 |
2,345.0 |
1,932.0 |
413.0 |
20.3% |
75.9 |
3.7% |
24% |
False |
True |
213,804 |
| 40 |
2,790.0 |
1,932.0 |
858.0 |
42.2% |
87.6 |
4.3% |
12% |
False |
True |
111,848 |
| 60 |
2,887.0 |
1,932.0 |
955.0 |
47.0% |
74.3 |
3.7% |
10% |
False |
True |
76,911 |
| 80 |
2,887.0 |
1,932.0 |
955.0 |
47.0% |
66.5 |
3.3% |
10% |
False |
True |
59,689 |
| 100 |
2,969.0 |
1,932.0 |
1,037.0 |
51.1% |
61.1 |
3.0% |
10% |
False |
True |
47,824 |
| 120 |
2,969.0 |
1,932.0 |
1,037.0 |
51.1% |
55.3 |
2.7% |
10% |
False |
True |
39,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,504.3 |
|
2.618 |
2,326.4 |
|
1.618 |
2,217.4 |
|
1.000 |
2,150.0 |
|
0.618 |
2,108.4 |
|
HIGH |
2,041.0 |
|
0.618 |
1,999.4 |
|
0.500 |
1,986.5 |
|
0.382 |
1,973.6 |
|
LOW |
1,932.0 |
|
0.618 |
1,864.6 |
|
1.000 |
1,823.0 |
|
1.618 |
1,755.6 |
|
2.618 |
1,646.6 |
|
4.250 |
1,468.8 |
|
|
| Fisher Pivots for day following 13-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,016.2 |
2,038.0 |
| PP |
2,001.3 |
2,035.7 |
| S1 |
1,986.5 |
2,033.3 |
|