| Trading Metrics calculated at close of trading on 09-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2011 |
09-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1,819.2 |
1,874.0 |
54.8 |
3.0% |
1,884.7 |
| High |
1,874.6 |
1,890.5 |
15.9 |
0.8% |
1,925.1 |
| Low |
1,819.2 |
1,827.3 |
8.1 |
0.4% |
1,798.6 |
| Close |
1,859.2 |
1,861.6 |
2.4 |
0.1% |
1,861.6 |
| Range |
55.4 |
63.2 |
7.8 |
14.1% |
126.5 |
| ATR |
50.7 |
51.6 |
0.9 |
1.8% |
0.0 |
| Volume |
3,190 |
1,776 |
-1,414 |
-44.3% |
11,901 |
|
| Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,049.4 |
2,018.7 |
1,896.4 |
|
| R3 |
1,986.2 |
1,955.5 |
1,879.0 |
|
| R2 |
1,923.0 |
1,923.0 |
1,873.2 |
|
| R1 |
1,892.3 |
1,892.3 |
1,867.4 |
1,876.1 |
| PP |
1,859.8 |
1,859.8 |
1,859.8 |
1,851.7 |
| S1 |
1,829.1 |
1,829.1 |
1,855.8 |
1,812.9 |
| S2 |
1,796.6 |
1,796.6 |
1,850.0 |
|
| S3 |
1,733.4 |
1,765.9 |
1,844.2 |
|
| S4 |
1,670.2 |
1,702.7 |
1,826.8 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,241.3 |
2,177.9 |
1,931.2 |
|
| R3 |
2,114.8 |
2,051.4 |
1,896.4 |
|
| R2 |
1,988.3 |
1,988.3 |
1,884.8 |
|
| R1 |
1,924.9 |
1,924.9 |
1,873.2 |
1,893.4 |
| PP |
1,861.8 |
1,861.8 |
1,861.8 |
1,846.0 |
| S1 |
1,798.4 |
1,798.4 |
1,850.0 |
1,766.9 |
| S2 |
1,735.3 |
1,735.3 |
1,838.4 |
|
| S3 |
1,608.8 |
1,671.9 |
1,826.8 |
|
| S4 |
1,482.3 |
1,545.4 |
1,792.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,925.1 |
1,798.6 |
126.5 |
6.8% |
64.6 |
3.5% |
50% |
False |
False |
2,623 |
| 10 |
1,925.1 |
1,762.0 |
163.1 |
8.8% |
55.3 |
3.0% |
61% |
False |
False |
1,974 |
| 20 |
1,925.1 |
1,708.4 |
216.7 |
11.6% |
53.4 |
2.9% |
71% |
False |
False |
2,750 |
| 40 |
1,925.1 |
1,582.2 |
342.9 |
18.4% |
40.9 |
2.2% |
81% |
False |
False |
2,745 |
| 60 |
1,925.1 |
1,482.6 |
442.5 |
23.8% |
32.6 |
1.8% |
86% |
False |
False |
1,973 |
| 80 |
1,925.1 |
1,482.6 |
442.5 |
23.8% |
27.4 |
1.5% |
86% |
False |
False |
1,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,159.1 |
|
2.618 |
2,056.0 |
|
1.618 |
1,992.8 |
|
1.000 |
1,953.7 |
|
0.618 |
1,929.6 |
|
HIGH |
1,890.5 |
|
0.618 |
1,866.4 |
|
0.500 |
1,858.9 |
|
0.382 |
1,851.4 |
|
LOW |
1,827.3 |
|
0.618 |
1,788.2 |
|
1.000 |
1,764.1 |
|
1.618 |
1,725.0 |
|
2.618 |
1,661.8 |
|
4.250 |
1,558.7 |
|
|
| Fisher Pivots for day following 09-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,860.7 |
1,855.9 |
| PP |
1,859.8 |
1,850.2 |
| S1 |
1,858.9 |
1,844.6 |
|