| Trading Metrics calculated at close of trading on 19-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2011 |
19-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
4,149.0 |
4,128.0 |
-21.0 |
-0.5% |
4,094.0 |
| High |
4,173.0 |
4,134.0 |
-39.0 |
-0.9% |
4,173.0 |
| Low |
4,137.0 |
4,079.0 |
-58.0 |
-1.4% |
4,007.0 |
| Close |
4,154.0 |
4,094.0 |
-60.0 |
-1.4% |
4,154.0 |
| Range |
36.0 |
55.0 |
19.0 |
52.8% |
166.0 |
| ATR |
81.4 |
81.0 |
-0.5 |
-0.6% |
0.0 |
| Volume |
32,821 |
27,675 |
-5,146 |
-15.7% |
299,374 |
|
| Daily Pivots for day following 19-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,267.3 |
4,235.7 |
4,124.3 |
|
| R3 |
4,212.3 |
4,180.7 |
4,109.1 |
|
| R2 |
4,157.3 |
4,157.3 |
4,104.1 |
|
| R1 |
4,125.7 |
4,125.7 |
4,099.0 |
4,114.0 |
| PP |
4,102.3 |
4,102.3 |
4,102.3 |
4,096.5 |
| S1 |
4,070.7 |
4,070.7 |
4,089.0 |
4,059.0 |
| S2 |
4,047.3 |
4,047.3 |
4,083.9 |
|
| S3 |
3,992.3 |
4,015.7 |
4,078.9 |
|
| S4 |
3,937.3 |
3,960.7 |
4,063.8 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,609.3 |
4,547.7 |
4,245.3 |
|
| R3 |
4,443.3 |
4,381.7 |
4,199.7 |
|
| R2 |
4,277.3 |
4,277.3 |
4,184.4 |
|
| R1 |
4,215.7 |
4,215.7 |
4,169.2 |
4,246.5 |
| PP |
4,111.3 |
4,111.3 |
4,111.3 |
4,126.8 |
| S1 |
4,049.7 |
4,049.7 |
4,138.8 |
4,080.5 |
| S2 |
3,945.3 |
3,945.3 |
4,123.6 |
|
| S3 |
3,779.3 |
3,883.7 |
4,108.4 |
|
| S4 |
3,613.3 |
3,717.7 |
4,062.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,173.0 |
4,007.0 |
166.0 |
4.1% |
67.4 |
1.6% |
52% |
False |
False |
58,711 |
| 10 |
4,247.0 |
4,007.0 |
240.0 |
5.9% |
63.7 |
1.6% |
36% |
False |
False |
33,987 |
| 20 |
4,356.0 |
4,007.0 |
349.0 |
8.5% |
52.1 |
1.3% |
25% |
False |
False |
17,248 |
| 40 |
4,568.0 |
3,730.0 |
838.0 |
20.5% |
58.0 |
1.4% |
43% |
False |
False |
8,746 |
| 60 |
4,656.0 |
3,730.0 |
926.0 |
22.6% |
44.8 |
1.1% |
39% |
False |
False |
5,869 |
| 80 |
4,716.0 |
3,730.0 |
986.0 |
24.1% |
34.2 |
0.8% |
37% |
False |
False |
4,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,367.8 |
|
2.618 |
4,278.0 |
|
1.618 |
4,223.0 |
|
1.000 |
4,189.0 |
|
0.618 |
4,168.0 |
|
HIGH |
4,134.0 |
|
0.618 |
4,113.0 |
|
0.500 |
4,106.5 |
|
0.382 |
4,100.0 |
|
LOW |
4,079.0 |
|
0.618 |
4,045.0 |
|
1.000 |
4,024.0 |
|
1.618 |
3,990.0 |
|
2.618 |
3,935.0 |
|
4.250 |
3,845.3 |
|
|
| Fisher Pivots for day following 19-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4,106.5 |
4,104.5 |
| PP |
4,102.3 |
4,101.0 |
| S1 |
4,098.2 |
4,097.5 |
|