| Trading Metrics calculated at close of trading on 26-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2011 |
26-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1,996.0 |
1,994.0 |
-2.0 |
-0.1% |
2,105.0 |
| High |
2,029.0 |
2,107.0 |
78.0 |
3.8% |
2,136.0 |
| Low |
1,924.0 |
1,965.0 |
41.0 |
2.1% |
1,924.0 |
| Close |
2,020.0 |
2,097.0 |
77.0 |
3.8% |
2,020.0 |
| Range |
105.0 |
142.0 |
37.0 |
35.2% |
212.0 |
| ATR |
91.1 |
94.8 |
3.6 |
4.0% |
0.0 |
| Volume |
1,962,663 |
2,027,548 |
64,885 |
3.3% |
8,000,745 |
|
| Daily Pivots for day following 26-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,482.3 |
2,431.7 |
2,175.1 |
|
| R3 |
2,340.3 |
2,289.7 |
2,136.1 |
|
| R2 |
2,198.3 |
2,198.3 |
2,123.0 |
|
| R1 |
2,147.7 |
2,147.7 |
2,110.0 |
2,173.0 |
| PP |
2,056.3 |
2,056.3 |
2,056.3 |
2,069.0 |
| S1 |
2,005.7 |
2,005.7 |
2,084.0 |
2,031.0 |
| S2 |
1,914.3 |
1,914.3 |
2,071.0 |
|
| S3 |
1,772.3 |
1,863.7 |
2,058.0 |
|
| S4 |
1,630.3 |
1,721.7 |
2,018.9 |
|
|
| 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 |
10.1% |
97.0 |
4.6% |
82% |
False |
False |
1,740,740 |
| 10 |
2,183.0 |
1,924.0 |
259.0 |
12.4% |
92.4 |
4.4% |
67% |
False |
False |
1,753,123 |
| 20 |
2,314.0 |
1,924.0 |
390.0 |
18.6% |
78.6 |
3.7% |
44% |
False |
False |
985,588 |
| 40 |
2,705.0 |
1,924.0 |
781.0 |
37.2% |
97.4 |
4.6% |
22% |
False |
False |
501,410 |
| 60 |
2,874.0 |
1,924.0 |
950.0 |
45.3% |
80.5 |
3.8% |
18% |
False |
False |
334,790 |
| 80 |
2,887.0 |
1,924.0 |
963.0 |
45.9% |
72.3 |
3.4% |
18% |
False |
False |
254,142 |
| 100 |
2,925.0 |
1,924.0 |
1,001.0 |
47.7% |
65.9 |
3.1% |
17% |
False |
False |
203,689 |
| 120 |
2,969.0 |
1,924.0 |
1,045.0 |
49.8% |
60.0 |
2.9% |
17% |
False |
False |
169,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,710.5 |
|
2.618 |
2,478.8 |
|
1.618 |
2,336.8 |
|
1.000 |
2,249.0 |
|
0.618 |
2,194.8 |
|
HIGH |
2,107.0 |
|
0.618 |
2,052.8 |
|
0.500 |
2,036.0 |
|
0.382 |
2,019.2 |
|
LOW |
1,965.0 |
|
0.618 |
1,877.2 |
|
1.000 |
1,823.0 |
|
1.618 |
1,735.2 |
|
2.618 |
1,593.2 |
|
4.250 |
1,361.5 |
|
|
| Fisher Pivots for day following 26-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,076.7 |
2,069.8 |
| PP |
2,056.3 |
2,042.7 |
| S1 |
2,036.0 |
2,015.5 |
|