| Trading Metrics calculated at close of trading on 14-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2011 |
14-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,008.0 |
2,003.0 |
-5.0 |
-0.2% |
2,052.0 |
| High |
2,041.0 |
2,109.0 |
68.0 |
3.3% |
2,173.0 |
| Low |
1,932.0 |
1,979.0 |
47.0 |
2.4% |
2,035.0 |
| Close |
2,031.0 |
2,067.0 |
36.0 |
1.8% |
2,045.0 |
| Range |
109.0 |
130.0 |
21.0 |
19.3% |
138.0 |
| ATR |
91.6 |
94.3 |
2.7 |
3.0% |
0.0 |
| Volume |
1,939,939 |
1,767,470 |
-172,469 |
-8.9% |
852,724 |
|
| Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,441.7 |
2,384.3 |
2,138.5 |
|
| R3 |
2,311.7 |
2,254.3 |
2,102.8 |
|
| R2 |
2,181.7 |
2,181.7 |
2,090.8 |
|
| R1 |
2,124.3 |
2,124.3 |
2,078.9 |
2,153.0 |
| PP |
2,051.7 |
2,051.7 |
2,051.7 |
2,066.0 |
| S1 |
1,994.3 |
1,994.3 |
2,055.1 |
2,023.0 |
| S2 |
1,921.7 |
1,921.7 |
2,043.2 |
|
| S3 |
1,791.7 |
1,864.3 |
2,031.3 |
|
| S4 |
1,661.7 |
1,734.3 |
1,995.5 |
|
|
| 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 |
11.7% |
91.8 |
4.4% |
56% |
False |
False |
1,079,719 |
| 10 |
2,314.0 |
1,932.0 |
382.0 |
18.5% |
79.3 |
3.8% |
35% |
False |
False |
587,768 |
| 20 |
2,345.0 |
1,932.0 |
413.0 |
20.0% |
78.5 |
3.8% |
33% |
False |
False |
301,382 |
| 40 |
2,790.0 |
1,932.0 |
858.0 |
41.5% |
89.9 |
4.4% |
16% |
False |
False |
156,031 |
| 60 |
2,887.0 |
1,932.0 |
955.0 |
46.2% |
75.6 |
3.7% |
14% |
False |
False |
106,359 |
| 80 |
2,887.0 |
1,932.0 |
955.0 |
46.2% |
67.8 |
3.3% |
14% |
False |
False |
81,779 |
| 100 |
2,969.0 |
1,932.0 |
1,037.0 |
50.2% |
62.0 |
3.0% |
13% |
False |
False |
65,498 |
| 120 |
2,969.0 |
1,932.0 |
1,037.0 |
50.2% |
56.2 |
2.7% |
13% |
False |
False |
54,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,661.5 |
|
2.618 |
2,449.3 |
|
1.618 |
2,319.3 |
|
1.000 |
2,239.0 |
|
0.618 |
2,189.3 |
|
HIGH |
2,109.0 |
|
0.618 |
2,059.3 |
|
0.500 |
2,044.0 |
|
0.382 |
2,028.7 |
|
LOW |
1,979.0 |
|
0.618 |
1,898.7 |
|
1.000 |
1,849.0 |
|
1.618 |
1,768.7 |
|
2.618 |
1,638.7 |
|
4.250 |
1,426.5 |
|
|
| Fisher Pivots for day following 14-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,059.3 |
2,051.5 |
| PP |
2,051.7 |
2,036.0 |
| S1 |
2,044.0 |
2,020.5 |
|