| Trading Metrics calculated at close of trading on 15-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2011 |
15-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,003.0 |
2,093.0 |
90.0 |
4.5% |
2,052.0 |
| High |
2,109.0 |
2,173.0 |
64.0 |
3.0% |
2,173.0 |
| Low |
1,979.0 |
2,075.0 |
96.0 |
4.9% |
2,035.0 |
| Close |
2,067.0 |
2,160.0 |
93.0 |
4.5% |
2,045.0 |
| Range |
130.0 |
98.0 |
-32.0 |
-24.6% |
138.0 |
| ATR |
94.3 |
95.2 |
0.8 |
0.9% |
0.0 |
| Volume |
1,767,470 |
2,025,965 |
258,495 |
14.6% |
852,724 |
|
| Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,430.0 |
2,393.0 |
2,213.9 |
|
| R3 |
2,332.0 |
2,295.0 |
2,187.0 |
|
| R2 |
2,234.0 |
2,234.0 |
2,178.0 |
|
| R1 |
2,197.0 |
2,197.0 |
2,169.0 |
2,215.5 |
| PP |
2,136.0 |
2,136.0 |
2,136.0 |
2,145.3 |
| S1 |
2,099.0 |
2,099.0 |
2,151.0 |
2,117.5 |
| S2 |
2,038.0 |
2,038.0 |
2,142.0 |
|
| S3 |
1,940.0 |
2,001.0 |
2,133.1 |
|
| S4 |
1,842.0 |
1,903.0 |
2,106.1 |
|
|
| 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 |
11.2% |
100.2 |
4.6% |
95% |
True |
False |
1,452,236 |
| 10 |
2,314.0 |
1,932.0 |
382.0 |
17.7% |
82.0 |
3.8% |
60% |
False |
False |
786,628 |
| 20 |
2,314.0 |
1,932.0 |
382.0 |
17.7% |
79.6 |
3.7% |
60% |
False |
False |
402,663 |
| 40 |
2,790.0 |
1,932.0 |
858.0 |
39.7% |
91.4 |
4.2% |
27% |
False |
False |
206,555 |
| 60 |
2,887.0 |
1,932.0 |
955.0 |
44.2% |
76.9 |
3.6% |
24% |
False |
False |
140,123 |
| 80 |
2,887.0 |
1,932.0 |
955.0 |
44.2% |
68.3 |
3.2% |
24% |
False |
False |
107,090 |
| 100 |
2,969.0 |
1,932.0 |
1,037.0 |
48.0% |
62.5 |
2.9% |
22% |
False |
False |
85,752 |
| 120 |
2,969.0 |
1,932.0 |
1,037.0 |
48.0% |
56.8 |
2.6% |
22% |
False |
False |
71,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,589.5 |
|
2.618 |
2,429.6 |
|
1.618 |
2,331.6 |
|
1.000 |
2,271.0 |
|
0.618 |
2,233.6 |
|
HIGH |
2,173.0 |
|
0.618 |
2,135.6 |
|
0.500 |
2,124.0 |
|
0.382 |
2,112.4 |
|
LOW |
2,075.0 |
|
0.618 |
2,014.4 |
|
1.000 |
1,977.0 |
|
1.618 |
1,916.4 |
|
2.618 |
1,818.4 |
|
4.250 |
1,658.5 |
|
|
| Fisher Pivots for day following 15-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,148.0 |
2,124.2 |
| PP |
2,136.0 |
2,088.3 |
| S1 |
2,124.0 |
2,052.5 |
|