| Trading Metrics calculated at close of trading on 19-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2011 |
19-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,160.0 |
2,105.0 |
-55.0 |
-2.5% |
1,998.0 |
| High |
2,183.0 |
2,113.0 |
-70.0 |
-3.2% |
2,183.0 |
| Low |
2,126.0 |
2,068.0 |
-58.0 |
-2.7% |
1,932.0 |
| Close |
2,152.0 |
2,100.0 |
-52.0 |
-2.4% |
2,152.0 |
| Range |
57.0 |
45.0 |
-12.0 |
-21.1% |
251.0 |
| ATR |
92.4 |
91.8 |
-0.6 |
-0.7% |
0.0 |
| Volume |
1,769,564 |
1,324,592 |
-444,972 |
-25.1% |
8,733,763 |
|
| Daily Pivots for day following 19-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,228.7 |
2,209.3 |
2,124.8 |
|
| R3 |
2,183.7 |
2,164.3 |
2,112.4 |
|
| R2 |
2,138.7 |
2,138.7 |
2,108.3 |
|
| R1 |
2,119.3 |
2,119.3 |
2,104.1 |
2,106.5 |
| PP |
2,093.7 |
2,093.7 |
2,093.7 |
2,087.3 |
| S1 |
2,074.3 |
2,074.3 |
2,095.9 |
2,061.5 |
| S2 |
2,048.7 |
2,048.7 |
2,091.8 |
|
| S3 |
2,003.7 |
2,029.3 |
2,087.6 |
|
| S4 |
1,958.7 |
1,984.3 |
2,075.3 |
|
|
| 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 |
12.0% |
87.8 |
4.2% |
67% |
False |
False |
1,765,506 |
| 10 |
2,183.0 |
1,932.0 |
251.0 |
12.0% |
78.7 |
3.7% |
67% |
False |
False |
1,091,107 |
| 20 |
2,314.0 |
1,932.0 |
382.0 |
18.2% |
74.2 |
3.5% |
44% |
False |
False |
551,487 |
| 40 |
2,760.0 |
1,932.0 |
828.0 |
39.4% |
90.8 |
4.3% |
20% |
False |
False |
283,868 |
| 60 |
2,887.0 |
1,932.0 |
955.0 |
45.5% |
76.6 |
3.6% |
18% |
False |
False |
191,636 |
| 80 |
2,887.0 |
1,932.0 |
955.0 |
45.5% |
68.8 |
3.3% |
18% |
False |
False |
145,739 |
| 100 |
2,969.0 |
1,932.0 |
1,037.0 |
49.4% |
63.1 |
3.0% |
16% |
False |
False |
116,683 |
| 120 |
2,969.0 |
1,932.0 |
1,037.0 |
49.4% |
57.2 |
2.7% |
16% |
False |
False |
97,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,304.3 |
|
2.618 |
2,230.8 |
|
1.618 |
2,185.8 |
|
1.000 |
2,158.0 |
|
0.618 |
2,140.8 |
|
HIGH |
2,113.0 |
|
0.618 |
2,095.8 |
|
0.500 |
2,090.5 |
|
0.382 |
2,085.2 |
|
LOW |
2,068.0 |
|
0.618 |
2,040.2 |
|
1.000 |
2,023.0 |
|
1.618 |
1,995.2 |
|
2.618 |
1,950.2 |
|
4.250 |
1,876.8 |
|
|
| Fisher Pivots for day following 19-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,096.8 |
2,125.5 |
| PP |
2,093.7 |
2,117.0 |
| S1 |
2,090.5 |
2,108.5 |
|