| Trading Metrics calculated at close of trading on 20-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2011 |
20-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,105.0 |
2,073.0 |
-32.0 |
-1.5% |
1,998.0 |
| High |
2,113.0 |
2,134.0 |
21.0 |
1.0% |
2,183.0 |
| Low |
2,068.0 |
2,066.0 |
-2.0 |
-0.1% |
1,932.0 |
| Close |
2,100.0 |
2,105.0 |
5.0 |
0.2% |
2,152.0 |
| Range |
45.0 |
68.0 |
23.0 |
51.1% |
251.0 |
| ATR |
91.8 |
90.1 |
-1.7 |
-1.9% |
0.0 |
| Volume |
1,324,592 |
1,326,317 |
1,725 |
0.1% |
8,733,763 |
|
| Daily Pivots for day following 20-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,305.7 |
2,273.3 |
2,142.4 |
|
| R3 |
2,237.7 |
2,205.3 |
2,123.7 |
|
| R2 |
2,169.7 |
2,169.7 |
2,117.5 |
|
| R1 |
2,137.3 |
2,137.3 |
2,111.2 |
2,153.5 |
| PP |
2,101.7 |
2,101.7 |
2,101.7 |
2,109.8 |
| S1 |
2,069.3 |
2,069.3 |
2,098.8 |
2,085.5 |
| S2 |
2,033.7 |
2,033.7 |
2,092.5 |
|
| S3 |
1,965.7 |
2,001.3 |
2,086.3 |
|
| S4 |
1,897.7 |
1,933.3 |
2,067.6 |
|
|
| 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 |
1,979.0 |
204.0 |
9.7% |
79.6 |
3.8% |
62% |
False |
False |
1,642,781 |
| 10 |
2,183.0 |
1,932.0 |
251.0 |
11.9% |
77.9 |
3.7% |
69% |
False |
False |
1,212,055 |
| 20 |
2,314.0 |
1,932.0 |
382.0 |
18.1% |
72.7 |
3.5% |
45% |
False |
False |
617,769 |
| 40 |
2,755.0 |
1,932.0 |
823.0 |
39.1% |
91.9 |
4.4% |
21% |
False |
False |
317,020 |
| 60 |
2,887.0 |
1,932.0 |
955.0 |
45.4% |
77.1 |
3.7% |
18% |
False |
False |
213,625 |
| 80 |
2,887.0 |
1,932.0 |
955.0 |
45.4% |
69.5 |
3.3% |
18% |
False |
False |
162,316 |
| 100 |
2,954.0 |
1,932.0 |
1,022.0 |
48.6% |
63.5 |
3.0% |
17% |
False |
False |
129,941 |
| 120 |
2,969.0 |
1,932.0 |
1,037.0 |
49.3% |
57.5 |
2.7% |
17% |
False |
False |
108,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,423.0 |
|
2.618 |
2,312.0 |
|
1.618 |
2,244.0 |
|
1.000 |
2,202.0 |
|
0.618 |
2,176.0 |
|
HIGH |
2,134.0 |
|
0.618 |
2,108.0 |
|
0.500 |
2,100.0 |
|
0.382 |
2,092.0 |
|
LOW |
2,066.0 |
|
0.618 |
2,024.0 |
|
1.000 |
1,998.0 |
|
1.618 |
1,956.0 |
|
2.618 |
1,888.0 |
|
4.250 |
1,777.0 |
|
|
| Fisher Pivots for day following 20-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,103.3 |
2,124.5 |
| PP |
2,101.7 |
2,118.0 |
| S1 |
2,100.0 |
2,111.5 |
|