| Trading Metrics calculated at close of trading on 16-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2011 |
16-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,093.0 |
2,160.0 |
67.0 |
3.2% |
1,998.0 |
| High |
2,173.0 |
2,183.0 |
10.0 |
0.5% |
2,183.0 |
| Low |
2,075.0 |
2,126.0 |
51.0 |
2.5% |
1,932.0 |
| Close |
2,160.0 |
2,152.0 |
-8.0 |
-0.4% |
2,152.0 |
| Range |
98.0 |
57.0 |
-41.0 |
-41.8% |
251.0 |
| ATR |
95.2 |
92.4 |
-2.7 |
-2.9% |
0.0 |
| Volume |
2,025,965 |
1,769,564 |
-256,401 |
-12.7% |
8,733,763 |
|
| Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,324.7 |
2,295.3 |
2,183.4 |
|
| R3 |
2,267.7 |
2,238.3 |
2,167.7 |
|
| R2 |
2,210.7 |
2,210.7 |
2,162.5 |
|
| R1 |
2,181.3 |
2,181.3 |
2,157.2 |
2,167.5 |
| PP |
2,153.7 |
2,153.7 |
2,153.7 |
2,146.8 |
| S1 |
2,124.3 |
2,124.3 |
2,146.8 |
2,110.5 |
| S2 |
2,096.7 |
2,096.7 |
2,141.6 |
|
| S3 |
2,039.7 |
2,067.3 |
2,136.3 |
|
| S4 |
1,982.7 |
2,010.3 |
2,120.7 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,842.0 |
2,748.0 |
2,290.1 |
|
| R3 |
2,591.0 |
2,497.0 |
2,221.0 |
|
| R2 |
2,340.0 |
2,340.0 |
2,198.0 |
|
| R1 |
2,246.0 |
2,246.0 |
2,175.0 |
2,293.0 |
| PP |
2,089.0 |
2,089.0 |
2,089.0 |
2,112.5 |
| S1 |
1,995.0 |
1,995.0 |
2,129.0 |
2,042.0 |
| S2 |
1,838.0 |
1,838.0 |
2,106.0 |
|
| S3 |
1,587.0 |
1,744.0 |
2,083.0 |
|
| S4 |
1,336.0 |
1,493.0 |
2,014.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,183.0 |
1,932.0 |
251.0 |
11.7% |
89.8 |
4.2% |
88% |
True |
False |
1,746,752 |
| 10 |
2,262.0 |
1,932.0 |
330.0 |
15.3% |
81.7 |
3.8% |
67% |
False |
False |
960,856 |
| 20 |
2,314.0 |
1,932.0 |
382.0 |
17.8% |
76.2 |
3.5% |
58% |
False |
False |
490,522 |
| 40 |
2,790.0 |
1,932.0 |
858.0 |
39.9% |
90.4 |
4.2% |
26% |
False |
False |
250,761 |
| 60 |
2,887.0 |
1,932.0 |
955.0 |
44.4% |
77.0 |
3.6% |
23% |
False |
False |
169,585 |
| 80 |
2,887.0 |
1,932.0 |
955.0 |
44.4% |
68.6 |
3.2% |
23% |
False |
False |
129,205 |
| 100 |
2,969.0 |
1,932.0 |
1,037.0 |
48.2% |
62.8 |
2.9% |
21% |
False |
False |
103,445 |
| 120 |
2,969.0 |
1,932.0 |
1,037.0 |
48.2% |
57.0 |
2.6% |
21% |
False |
False |
86,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,425.3 |
|
2.618 |
2,332.2 |
|
1.618 |
2,275.2 |
|
1.000 |
2,240.0 |
|
0.618 |
2,218.2 |
|
HIGH |
2,183.0 |
|
0.618 |
2,161.2 |
|
0.500 |
2,154.5 |
|
0.382 |
2,147.8 |
|
LOW |
2,126.0 |
|
0.618 |
2,090.8 |
|
1.000 |
2,069.0 |
|
1.618 |
2,033.8 |
|
2.618 |
1,976.8 |
|
4.250 |
1,883.8 |
|
|
| Fisher Pivots for day following 16-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,154.5 |
2,128.3 |
| PP |
2,153.7 |
2,104.7 |
| S1 |
2,152.8 |
2,081.0 |
|