| Trading Metrics calculated at close of trading on 22-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2011 |
22-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,112.0 |
2,025.0 |
-87.0 |
-4.1% |
1,998.0 |
| High |
2,136.0 |
2,039.0 |
-97.0 |
-4.5% |
2,183.0 |
| Low |
2,047.0 |
1,958.0 |
-89.0 |
-4.3% |
1,932.0 |
| Close |
2,048.0 |
1,986.0 |
-62.0 |
-3.0% |
2,152.0 |
| Range |
89.0 |
81.0 |
-8.0 |
-9.0% |
251.0 |
| ATR |
90.1 |
90.1 |
0.0 |
0.0% |
0.0 |
| Volume |
1,311,901 |
2,075,272 |
763,371 |
58.2% |
8,733,763 |
|
| Daily Pivots for day following 22-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,237.3 |
2,192.7 |
2,030.6 |
|
| R3 |
2,156.3 |
2,111.7 |
2,008.3 |
|
| R2 |
2,075.3 |
2,075.3 |
2,000.9 |
|
| R1 |
2,030.7 |
2,030.7 |
1,993.4 |
2,012.5 |
| PP |
1,994.3 |
1,994.3 |
1,994.3 |
1,985.3 |
| S1 |
1,949.7 |
1,949.7 |
1,978.6 |
1,931.5 |
| S2 |
1,913.3 |
1,913.3 |
1,971.2 |
|
| S3 |
1,832.3 |
1,868.7 |
1,963.7 |
|
| S4 |
1,751.3 |
1,787.7 |
1,941.5 |
|
|
| 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 |
1,958.0 |
225.0 |
11.3% |
68.0 |
3.4% |
12% |
False |
True |
1,561,529 |
| 10 |
2,183.0 |
1,932.0 |
251.0 |
12.6% |
84.1 |
4.2% |
22% |
False |
False |
1,506,882 |
| 20 |
2,314.0 |
1,932.0 |
382.0 |
19.2% |
74.6 |
3.8% |
14% |
False |
False |
786,642 |
| 40 |
2,705.0 |
1,932.0 |
773.0 |
38.9% |
93.6 |
4.7% |
7% |
False |
False |
401,674 |
| 60 |
2,887.0 |
1,932.0 |
955.0 |
48.1% |
78.2 |
3.9% |
6% |
False |
False |
268,910 |
| 80 |
2,887.0 |
1,932.0 |
955.0 |
48.1% |
70.2 |
3.5% |
6% |
False |
False |
204,622 |
| 100 |
2,925.0 |
1,932.0 |
993.0 |
50.0% |
64.4 |
3.2% |
5% |
False |
False |
163,790 |
| 120 |
2,969.0 |
1,932.0 |
1,037.0 |
52.2% |
58.5 |
2.9% |
5% |
False |
False |
136,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,383.3 |
|
2.618 |
2,251.1 |
|
1.618 |
2,170.1 |
|
1.000 |
2,120.0 |
|
0.618 |
2,089.1 |
|
HIGH |
2,039.0 |
|
0.618 |
2,008.1 |
|
0.500 |
1,998.5 |
|
0.382 |
1,988.9 |
|
LOW |
1,958.0 |
|
0.618 |
1,907.9 |
|
1.000 |
1,877.0 |
|
1.618 |
1,826.9 |
|
2.618 |
1,745.9 |
|
4.250 |
1,613.8 |
|
|
| Fisher Pivots for day following 22-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,998.5 |
2,047.0 |
| PP |
1,994.3 |
2,026.7 |
| S1 |
1,990.2 |
2,006.3 |
|