| Trading Metrics calculated at close of trading on 28-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2011 |
28-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,122.0 |
2,147.0 |
25.0 |
1.2% |
2,105.0 |
| High |
2,197.0 |
2,213.0 |
16.0 |
0.7% |
2,136.0 |
| Low |
2,118.0 |
2,133.0 |
15.0 |
0.7% |
1,924.0 |
| Close |
2,163.0 |
2,138.0 |
-25.0 |
-1.2% |
2,020.0 |
| Range |
79.0 |
80.0 |
1.0 |
1.3% |
212.0 |
| ATR |
95.1 |
94.0 |
-1.1 |
-1.1% |
0.0 |
| Volume |
1,818,368 |
1,506,562 |
-311,806 |
-17.1% |
8,000,745 |
|
| Daily Pivots for day following 28-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,401.3 |
2,349.7 |
2,182.0 |
|
| R3 |
2,321.3 |
2,269.7 |
2,160.0 |
|
| R2 |
2,241.3 |
2,241.3 |
2,152.7 |
|
| R1 |
2,189.7 |
2,189.7 |
2,145.3 |
2,175.5 |
| PP |
2,161.3 |
2,161.3 |
2,161.3 |
2,154.3 |
| S1 |
2,109.7 |
2,109.7 |
2,130.7 |
2,095.5 |
| S2 |
2,081.3 |
2,081.3 |
2,123.3 |
|
| S3 |
2,001.3 |
2,029.7 |
2,116.0 |
|
| S4 |
1,921.3 |
1,949.7 |
2,094.0 |
|
|
| 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 |
2,213.0 |
1,924.0 |
289.0 |
13.5% |
97.4 |
4.6% |
74% |
True |
False |
1,878,082 |
| 10 |
2,213.0 |
1,924.0 |
289.0 |
13.5% |
84.4 |
3.9% |
74% |
True |
False |
1,714,875 |
| 20 |
2,314.0 |
1,924.0 |
390.0 |
18.2% |
81.9 |
3.8% |
55% |
False |
False |
1,151,321 |
| 40 |
2,543.0 |
1,924.0 |
619.0 |
29.0% |
96.1 |
4.5% |
35% |
False |
False |
584,366 |
| 60 |
2,872.0 |
1,924.0 |
948.0 |
44.3% |
82.5 |
3.9% |
23% |
False |
False |
390,202 |
| 80 |
2,887.0 |
1,924.0 |
963.0 |
45.0% |
73.4 |
3.4% |
22% |
False |
False |
295,610 |
| 100 |
2,925.0 |
1,924.0 |
1,001.0 |
46.8% |
66.7 |
3.1% |
21% |
False |
False |
236,933 |
| 120 |
2,969.0 |
1,924.0 |
1,045.0 |
48.9% |
60.9 |
2.8% |
20% |
False |
False |
197,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,553.0 |
|
2.618 |
2,422.4 |
|
1.618 |
2,342.4 |
|
1.000 |
2,293.0 |
|
0.618 |
2,262.4 |
|
HIGH |
2,213.0 |
|
0.618 |
2,182.4 |
|
0.500 |
2,173.0 |
|
0.382 |
2,163.6 |
|
LOW |
2,133.0 |
|
0.618 |
2,083.6 |
|
1.000 |
2,053.0 |
|
1.618 |
2,003.6 |
|
2.618 |
1,923.6 |
|
4.250 |
1,793.0 |
|
|
| Fisher Pivots for day following 28-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,173.0 |
2,121.7 |
| PP |
2,161.3 |
2,105.3 |
| S1 |
2,149.7 |
2,089.0 |
|