| Trading Metrics calculated at close of trading on 15-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2011 |
15-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,215.50 |
2,246.50 |
31.00 |
1.4% |
2,150.00 |
| High |
2,272.75 |
2,286.50 |
13.75 |
0.6% |
2,239.00 |
| Low |
2,186.00 |
2,239.25 |
53.25 |
2.4% |
2,103.25 |
| Close |
2,246.25 |
2,284.00 |
37.75 |
1.7% |
2,164.25 |
| Range |
86.75 |
47.25 |
-39.50 |
-45.5% |
135.75 |
| ATR |
66.17 |
64.82 |
-1.35 |
-2.0% |
0.00 |
| Volume |
401,860 |
400,800 |
-1,060 |
-0.3% |
418,968 |
|
| Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,411.75 |
2,395.00 |
2,310.00 |
|
| R3 |
2,364.50 |
2,347.75 |
2,297.00 |
|
| R2 |
2,317.25 |
2,317.25 |
2,292.75 |
|
| R1 |
2,300.50 |
2,300.50 |
2,288.25 |
2,309.00 |
| PP |
2,270.00 |
2,270.00 |
2,270.00 |
2,274.00 |
| S1 |
2,253.25 |
2,253.25 |
2,279.75 |
2,261.50 |
| S2 |
2,222.75 |
2,222.75 |
2,275.25 |
|
| S3 |
2,175.50 |
2,206.00 |
2,271.00 |
|
| S4 |
2,128.25 |
2,158.75 |
2,258.00 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,576.00 |
2,506.00 |
2,239.00 |
|
| R3 |
2,440.25 |
2,370.25 |
2,201.50 |
|
| R2 |
2,304.50 |
2,304.50 |
2,189.25 |
|
| R1 |
2,234.50 |
2,234.50 |
2,176.75 |
2,269.50 |
| PP |
2,168.75 |
2,168.75 |
2,168.75 |
2,186.50 |
| S1 |
2,098.75 |
2,098.75 |
2,151.75 |
2,133.75 |
| S2 |
2,033.00 |
2,033.00 |
2,139.25 |
|
| S3 |
1,897.25 |
1,963.00 |
2,127.00 |
|
| S4 |
1,761.50 |
1,827.25 |
2,089.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,286.50 |
2,117.00 |
169.50 |
7.4% |
69.50 |
3.0% |
99% |
True |
False |
364,778 |
| 10 |
2,286.50 |
2,103.25 |
183.25 |
8.0% |
61.50 |
2.7% |
99% |
True |
False |
195,371 |
| 20 |
2,286.50 |
2,019.25 |
267.25 |
11.7% |
64.25 |
2.8% |
99% |
True |
False |
98,026 |
| 40 |
2,429.50 |
1,964.00 |
465.50 |
20.4% |
69.75 |
3.1% |
69% |
False |
False |
49,341 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
20.4% |
59.50 |
2.6% |
69% |
False |
False |
32,927 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
20.4% |
47.50 |
2.1% |
69% |
False |
False |
24,697 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
20.4% |
38.25 |
1.7% |
69% |
False |
False |
19,758 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
20.4% |
32.50 |
1.4% |
69% |
False |
False |
16,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,487.25 |
|
2.618 |
2,410.25 |
|
1.618 |
2,363.00 |
|
1.000 |
2,333.75 |
|
0.618 |
2,315.75 |
|
HIGH |
2,286.50 |
|
0.618 |
2,268.50 |
|
0.500 |
2,263.00 |
|
0.382 |
2,257.25 |
|
LOW |
2,239.25 |
|
0.618 |
2,210.00 |
|
1.000 |
2,192.00 |
|
1.618 |
2,162.75 |
|
2.618 |
2,115.50 |
|
4.250 |
2,038.50 |
|
|
| Fisher Pivots for day following 15-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,277.00 |
2,264.00 |
| PP |
2,270.00 |
2,244.00 |
| S1 |
2,263.00 |
2,224.00 |
|