| Trading Metrics calculated at close of trading on 29-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2011 |
29-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,147.0 |
2,156.0 |
9.0 |
0.4% |
2,105.0 |
| High |
2,213.0 |
2,223.0 |
10.0 |
0.5% |
2,136.0 |
| Low |
2,133.0 |
2,149.0 |
16.0 |
0.8% |
1,924.0 |
| Close |
2,138.0 |
2,203.0 |
65.0 |
3.0% |
2,020.0 |
| Range |
80.0 |
74.0 |
-6.0 |
-7.5% |
212.0 |
| ATR |
94.0 |
93.4 |
-0.6 |
-0.7% |
0.0 |
| Volume |
1,506,562 |
1,432,614 |
-73,948 |
-4.9% |
8,000,745 |
|
| Daily Pivots for day following 29-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,413.7 |
2,382.3 |
2,243.7 |
|
| R3 |
2,339.7 |
2,308.3 |
2,223.4 |
|
| R2 |
2,265.7 |
2,265.7 |
2,216.6 |
|
| R1 |
2,234.3 |
2,234.3 |
2,209.8 |
2,250.0 |
| PP |
2,191.7 |
2,191.7 |
2,191.7 |
2,199.5 |
| S1 |
2,160.3 |
2,160.3 |
2,196.2 |
2,176.0 |
| S2 |
2,117.7 |
2,117.7 |
2,189.4 |
|
| S3 |
2,043.7 |
2,086.3 |
2,182.7 |
|
| S4 |
1,969.7 |
2,012.3 |
2,162.3 |
|
|
| 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 |
2,223.0 |
1,924.0 |
299.0 |
13.6% |
96.0 |
4.4% |
93% |
True |
False |
1,749,551 |
| 10 |
2,223.0 |
1,924.0 |
299.0 |
13.6% |
82.0 |
3.7% |
93% |
True |
False |
1,655,540 |
| 20 |
2,314.0 |
1,924.0 |
390.0 |
17.7% |
82.0 |
3.7% |
72% |
False |
False |
1,221,084 |
| 40 |
2,533.0 |
1,924.0 |
609.0 |
27.6% |
96.2 |
4.4% |
46% |
False |
False |
619,987 |
| 60 |
2,872.0 |
1,924.0 |
948.0 |
43.0% |
83.0 |
3.8% |
29% |
False |
False |
414,076 |
| 80 |
2,887.0 |
1,924.0 |
963.0 |
43.7% |
74.0 |
3.4% |
29% |
False |
False |
313,449 |
| 100 |
2,902.0 |
1,924.0 |
978.0 |
44.4% |
67.0 |
3.0% |
29% |
False |
False |
251,258 |
| 120 |
2,969.0 |
1,924.0 |
1,045.0 |
47.4% |
61.4 |
2.8% |
27% |
False |
False |
209,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,537.5 |
|
2.618 |
2,416.7 |
|
1.618 |
2,342.7 |
|
1.000 |
2,297.0 |
|
0.618 |
2,268.7 |
|
HIGH |
2,223.0 |
|
0.618 |
2,194.7 |
|
0.500 |
2,186.0 |
|
0.382 |
2,177.3 |
|
LOW |
2,149.0 |
|
0.618 |
2,103.3 |
|
1.000 |
2,075.0 |
|
1.618 |
2,029.3 |
|
2.618 |
1,955.3 |
|
4.250 |
1,834.5 |
|
|
| Fisher Pivots for day following 29-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,197.3 |
2,192.2 |
| PP |
2,191.7 |
2,181.3 |
| S1 |
2,186.0 |
2,170.5 |
|