| Trading Metrics calculated at close of trading on 23-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2011 |
23-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
5,288.0 |
5,193.0 |
-95.0 |
-1.8% |
5,487.0 |
| High |
5,312.5 |
5,242.0 |
-70.5 |
-1.3% |
5,589.0 |
| Low |
5,107.5 |
4,980.0 |
-127.5 |
-2.5% |
4,980.0 |
| Close |
5,173.0 |
5,218.5 |
45.5 |
0.9% |
5,218.5 |
| Range |
205.0 |
262.0 |
57.0 |
27.8% |
609.0 |
| ATR |
238.6 |
240.3 |
1.7 |
0.7% |
0.0 |
| Volume |
229,966 |
228,413 |
-1,553 |
-0.7% |
963,488 |
|
| Daily Pivots for day following 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,932.8 |
5,837.7 |
5,362.6 |
|
| R3 |
5,670.8 |
5,575.7 |
5,290.6 |
|
| R2 |
5,408.8 |
5,408.8 |
5,266.5 |
|
| R1 |
5,313.7 |
5,313.7 |
5,242.5 |
5,361.3 |
| PP |
5,146.8 |
5,146.8 |
5,146.8 |
5,170.6 |
| S1 |
5,051.7 |
5,051.7 |
5,194.5 |
5,099.3 |
| S2 |
4,884.8 |
4,884.8 |
5,170.5 |
|
| S3 |
4,622.8 |
4,789.7 |
5,146.5 |
|
| S4 |
4,360.8 |
4,527.7 |
5,074.4 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,089.5 |
6,763.0 |
5,553.5 |
|
| R3 |
6,480.5 |
6,154.0 |
5,386.0 |
|
| R2 |
5,871.5 |
5,871.5 |
5,330.2 |
|
| R1 |
5,545.0 |
5,545.0 |
5,274.3 |
5,403.8 |
| PP |
5,262.5 |
5,262.5 |
5,262.5 |
5,191.9 |
| S1 |
4,936.0 |
4,936.0 |
5,162.7 |
4,794.8 |
| S2 |
4,653.5 |
4,653.5 |
5,106.9 |
|
| S3 |
4,044.5 |
4,327.0 |
5,051.0 |
|
| S4 |
3,435.5 |
3,718.0 |
4,883.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,589.0 |
4,980.0 |
609.0 |
11.7% |
213.0 |
4.1% |
39% |
False |
True |
192,697 |
| 10 |
5,679.0 |
4,971.0 |
708.0 |
13.6% |
224.6 |
4.3% |
35% |
False |
False |
167,227 |
| 20 |
5,885.0 |
4,971.0 |
914.0 |
17.5% |
198.4 |
3.8% |
27% |
False |
False |
86,055 |
| 40 |
7,323.0 |
4,971.0 |
2,352.0 |
45.1% |
254.6 |
4.9% |
11% |
False |
False |
43,564 |
| 60 |
7,575.5 |
4,971.0 |
2,604.5 |
49.9% |
202.7 |
3.9% |
10% |
False |
False |
29,148 |
| 80 |
7,575.5 |
4,971.0 |
2,604.5 |
49.9% |
178.2 |
3.4% |
10% |
False |
False |
22,603 |
| 100 |
7,593.5 |
4,971.0 |
2,622.5 |
50.3% |
159.2 |
3.0% |
9% |
False |
False |
18,100 |
| 120 |
7,680.0 |
4,971.0 |
2,709.0 |
51.9% |
142.6 |
2.7% |
9% |
False |
False |
15,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,355.5 |
|
2.618 |
5,927.9 |
|
1.618 |
5,665.9 |
|
1.000 |
5,504.0 |
|
0.618 |
5,403.9 |
|
HIGH |
5,242.0 |
|
0.618 |
5,141.9 |
|
0.500 |
5,111.0 |
|
0.382 |
5,080.1 |
|
LOW |
4,980.0 |
|
0.618 |
4,818.1 |
|
1.000 |
4,718.0 |
|
1.618 |
4,556.1 |
|
2.618 |
4,294.1 |
|
4.250 |
3,866.5 |
|
|
| Fisher Pivots for day following 23-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,182.7 |
5,284.0 |
| PP |
5,146.8 |
5,262.2 |
| S1 |
5,111.0 |
5,240.3 |
|