| Trading Metrics calculated at close of trading on 21-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2011 |
21-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,073.0 |
2,112.0 |
39.0 |
1.9% |
1,998.0 |
| High |
2,134.0 |
2,136.0 |
2.0 |
0.1% |
2,183.0 |
| Low |
2,066.0 |
2,047.0 |
-19.0 |
-0.9% |
1,932.0 |
| Close |
2,105.0 |
2,048.0 |
-57.0 |
-2.7% |
2,152.0 |
| Range |
68.0 |
89.0 |
21.0 |
30.9% |
251.0 |
| ATR |
90.1 |
90.1 |
-0.1 |
-0.1% |
0.0 |
| Volume |
1,326,317 |
1,311,901 |
-14,416 |
-1.1% |
8,733,763 |
|
| Daily Pivots for day following 21-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,344.0 |
2,285.0 |
2,097.0 |
|
| R3 |
2,255.0 |
2,196.0 |
2,072.5 |
|
| R2 |
2,166.0 |
2,166.0 |
2,064.3 |
|
| R1 |
2,107.0 |
2,107.0 |
2,056.2 |
2,092.0 |
| PP |
2,077.0 |
2,077.0 |
2,077.0 |
2,069.5 |
| S1 |
2,018.0 |
2,018.0 |
2,039.8 |
2,003.0 |
| S2 |
1,988.0 |
1,988.0 |
2,031.7 |
|
| S3 |
1,899.0 |
1,929.0 |
2,023.5 |
|
| S4 |
1,810.0 |
1,840.0 |
1,999.1 |
|
|
| 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 |
2,047.0 |
136.0 |
6.6% |
71.4 |
3.5% |
1% |
False |
True |
1,551,667 |
| 10 |
2,183.0 |
1,932.0 |
251.0 |
12.3% |
81.6 |
4.0% |
46% |
False |
False |
1,315,693 |
| 20 |
2,314.0 |
1,932.0 |
382.0 |
18.7% |
74.0 |
3.6% |
30% |
False |
False |
683,009 |
| 40 |
2,723.0 |
1,932.0 |
791.0 |
38.6% |
93.2 |
4.5% |
15% |
False |
False |
349,808 |
| 60 |
2,887.0 |
1,932.0 |
955.0 |
46.6% |
77.8 |
3.8% |
12% |
False |
False |
235,481 |
| 80 |
2,887.0 |
1,932.0 |
955.0 |
46.6% |
70.1 |
3.4% |
12% |
False |
False |
178,699 |
| 100 |
2,954.0 |
1,932.0 |
1,022.0 |
49.9% |
64.2 |
3.1% |
11% |
False |
False |
143,057 |
| 120 |
2,969.0 |
1,932.0 |
1,037.0 |
50.6% |
58.0 |
2.8% |
11% |
False |
False |
119,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,514.3 |
|
2.618 |
2,369.0 |
|
1.618 |
2,280.0 |
|
1.000 |
2,225.0 |
|
0.618 |
2,191.0 |
|
HIGH |
2,136.0 |
|
0.618 |
2,102.0 |
|
0.500 |
2,091.5 |
|
0.382 |
2,081.0 |
|
LOW |
2,047.0 |
|
0.618 |
1,992.0 |
|
1.000 |
1,958.0 |
|
1.618 |
1,903.0 |
|
2.618 |
1,814.0 |
|
4.250 |
1,668.8 |
|
|
| Fisher Pivots for day following 21-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,091.5 |
2,091.5 |
| PP |
2,077.0 |
2,077.0 |
| S1 |
2,062.5 |
2,062.5 |
|