| Trading Metrics calculated at close of trading on 23-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2011 |
23-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,025.0 |
1,996.0 |
-29.0 |
-1.4% |
2,105.0 |
| High |
2,039.0 |
2,029.0 |
-10.0 |
-0.5% |
2,136.0 |
| Low |
1,958.0 |
1,924.0 |
-34.0 |
-1.7% |
1,924.0 |
| Close |
1,986.0 |
2,020.0 |
34.0 |
1.7% |
2,020.0 |
| Range |
81.0 |
105.0 |
24.0 |
29.6% |
212.0 |
| ATR |
90.1 |
91.1 |
1.1 |
1.2% |
0.0 |
| Volume |
2,075,272 |
1,962,663 |
-112,609 |
-5.4% |
8,000,745 |
|
| Daily Pivots for day following 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,306.0 |
2,268.0 |
2,077.8 |
|
| R3 |
2,201.0 |
2,163.0 |
2,048.9 |
|
| R2 |
2,096.0 |
2,096.0 |
2,039.3 |
|
| R1 |
2,058.0 |
2,058.0 |
2,029.6 |
2,077.0 |
| PP |
1,991.0 |
1,991.0 |
1,991.0 |
2,000.5 |
| S1 |
1,953.0 |
1,953.0 |
2,010.4 |
1,972.0 |
| S2 |
1,886.0 |
1,886.0 |
2,000.8 |
|
| S3 |
1,781.0 |
1,848.0 |
1,991.1 |
|
| S4 |
1,676.0 |
1,743.0 |
1,962.3 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,662.7 |
2,553.3 |
2,136.6 |
|
| R3 |
2,450.7 |
2,341.3 |
2,078.3 |
|
| R2 |
2,238.7 |
2,238.7 |
2,058.9 |
|
| R1 |
2,129.3 |
2,129.3 |
2,039.4 |
2,078.0 |
| PP |
2,026.7 |
2,026.7 |
2,026.7 |
2,001.0 |
| S1 |
1,917.3 |
1,917.3 |
2,000.6 |
1,866.0 |
| S2 |
1,814.7 |
1,814.7 |
1,981.1 |
|
| S3 |
1,602.7 |
1,705.3 |
1,961.7 |
|
| S4 |
1,390.7 |
1,493.3 |
1,903.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,136.0 |
1,924.0 |
212.0 |
10.5% |
77.6 |
3.8% |
45% |
False |
True |
1,600,149 |
| 10 |
2,183.0 |
1,924.0 |
259.0 |
12.8% |
83.7 |
4.1% |
37% |
False |
True |
1,673,450 |
| 20 |
2,314.0 |
1,924.0 |
390.0 |
19.3% |
75.6 |
3.7% |
25% |
False |
True |
884,358 |
| 40 |
2,705.0 |
1,924.0 |
781.0 |
38.7% |
95.1 |
4.7% |
12% |
False |
True |
450,728 |
| 60 |
2,887.0 |
1,924.0 |
963.0 |
47.7% |
79.0 |
3.9% |
10% |
False |
True |
301,010 |
| 80 |
2,887.0 |
1,924.0 |
963.0 |
47.7% |
71.1 |
3.5% |
10% |
False |
True |
228,822 |
| 100 |
2,925.0 |
1,924.0 |
1,001.0 |
49.6% |
65.0 |
3.2% |
10% |
False |
True |
183,416 |
| 120 |
2,969.0 |
1,924.0 |
1,045.0 |
51.7% |
59.2 |
2.9% |
9% |
False |
True |
152,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,475.3 |
|
2.618 |
2,303.9 |
|
1.618 |
2,198.9 |
|
1.000 |
2,134.0 |
|
0.618 |
2,093.9 |
|
HIGH |
2,029.0 |
|
0.618 |
1,988.9 |
|
0.500 |
1,976.5 |
|
0.382 |
1,964.1 |
|
LOW |
1,924.0 |
|
0.618 |
1,859.1 |
|
1.000 |
1,819.0 |
|
1.618 |
1,754.1 |
|
2.618 |
1,649.1 |
|
4.250 |
1,477.8 |
|
|
| Fisher Pivots for day following 23-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,005.5 |
2,030.0 |
| PP |
1,991.0 |
2,026.7 |
| S1 |
1,976.5 |
2,023.3 |
|