| Trading Metrics calculated at close of trading on 27-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2011 |
27-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1,994.0 |
2,122.0 |
128.0 |
6.4% |
2,105.0 |
| High |
2,107.0 |
2,197.0 |
90.0 |
4.3% |
2,136.0 |
| Low |
1,965.0 |
2,118.0 |
153.0 |
7.8% |
1,924.0 |
| Close |
2,097.0 |
2,163.0 |
66.0 |
3.1% |
2,020.0 |
| Range |
142.0 |
79.0 |
-63.0 |
-44.4% |
212.0 |
| ATR |
94.8 |
95.1 |
0.4 |
0.4% |
0.0 |
| Volume |
2,027,548 |
1,818,368 |
-209,180 |
-10.3% |
8,000,745 |
|
| Daily Pivots for day following 27-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,396.3 |
2,358.7 |
2,206.5 |
|
| R3 |
2,317.3 |
2,279.7 |
2,184.7 |
|
| R2 |
2,238.3 |
2,238.3 |
2,177.5 |
|
| R1 |
2,200.7 |
2,200.7 |
2,170.2 |
2,219.5 |
| PP |
2,159.3 |
2,159.3 |
2,159.3 |
2,168.8 |
| S1 |
2,121.7 |
2,121.7 |
2,155.8 |
2,140.5 |
| S2 |
2,080.3 |
2,080.3 |
2,148.5 |
|
| S3 |
2,001.3 |
2,042.7 |
2,141.3 |
|
| S4 |
1,922.3 |
1,963.7 |
2,119.6 |
|
|
| 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 |
2,197.0 |
1,924.0 |
273.0 |
12.6% |
99.2 |
4.6% |
88% |
True |
False |
1,839,150 |
| 10 |
2,197.0 |
1,924.0 |
273.0 |
12.6% |
89.4 |
4.1% |
88% |
True |
False |
1,740,966 |
| 20 |
2,314.0 |
1,924.0 |
390.0 |
18.0% |
80.3 |
3.7% |
61% |
False |
False |
1,076,411 |
| 40 |
2,584.0 |
1,924.0 |
660.0 |
30.5% |
96.1 |
4.4% |
36% |
False |
False |
546,860 |
| 60 |
2,872.0 |
1,924.0 |
948.0 |
43.8% |
81.6 |
3.8% |
25% |
False |
False |
365,094 |
| 80 |
2,887.0 |
1,924.0 |
963.0 |
44.5% |
72.8 |
3.4% |
25% |
False |
False |
276,813 |
| 100 |
2,925.0 |
1,924.0 |
1,001.0 |
46.3% |
66.2 |
3.1% |
24% |
False |
False |
221,870 |
| 120 |
2,969.0 |
1,924.0 |
1,045.0 |
48.3% |
60.4 |
2.8% |
23% |
False |
False |
184,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,532.8 |
|
2.618 |
2,403.8 |
|
1.618 |
2,324.8 |
|
1.000 |
2,276.0 |
|
0.618 |
2,245.8 |
|
HIGH |
2,197.0 |
|
0.618 |
2,166.8 |
|
0.500 |
2,157.5 |
|
0.382 |
2,148.2 |
|
LOW |
2,118.0 |
|
0.618 |
2,069.2 |
|
1.000 |
2,039.0 |
|
1.618 |
1,990.2 |
|
2.618 |
1,911.2 |
|
4.250 |
1,782.3 |
|
|
| Fisher Pivots for day following 27-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,161.2 |
2,128.8 |
| PP |
2,159.3 |
2,094.7 |
| S1 |
2,157.5 |
2,060.5 |
|