| Trading Metrics calculated at close of trading on 13-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2011 |
13-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1,866.8 |
1,824.3 |
-42.5 |
-2.3% |
1,884.7 |
| High |
1,867.0 |
1,845.8 |
-21.2 |
-1.1% |
1,925.1 |
| Low |
1,808.4 |
1,798.0 |
-10.4 |
-0.6% |
1,798.6 |
| Close |
1,815.5 |
1,832.4 |
16.9 |
0.9% |
1,861.6 |
| Range |
58.6 |
47.8 |
-10.8 |
-18.4% |
126.5 |
| ATR |
52.1 |
51.8 |
-0.3 |
-0.6% |
0.0 |
| Volume |
4,256 |
4,320 |
64 |
1.5% |
11,901 |
|
| Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,968.8 |
1,948.4 |
1,858.7 |
|
| R3 |
1,921.0 |
1,900.6 |
1,845.5 |
|
| R2 |
1,873.2 |
1,873.2 |
1,841.2 |
|
| R1 |
1,852.8 |
1,852.8 |
1,836.8 |
1,863.0 |
| PP |
1,825.4 |
1,825.4 |
1,825.4 |
1,830.5 |
| S1 |
1,805.0 |
1,805.0 |
1,828.0 |
1,815.2 |
| S2 |
1,777.6 |
1,777.6 |
1,823.6 |
|
| S3 |
1,729.8 |
1,757.2 |
1,819.3 |
|
| S4 |
1,682.0 |
1,709.4 |
1,806.1 |
|
|
| 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 |
1,890.5 |
1,798.0 |
92.5 |
5.0% |
61.9 |
3.4% |
37% |
False |
True |
3,827 |
| 10 |
1,925.1 |
1,789.0 |
136.1 |
7.4% |
52.6 |
2.9% |
32% |
False |
False |
2,505 |
| 20 |
1,925.1 |
1,708.4 |
216.7 |
11.8% |
54.7 |
3.0% |
57% |
False |
False |
2,951 |
| 40 |
1,925.1 |
1,585.0 |
340.1 |
18.6% |
42.8 |
2.3% |
73% |
False |
False |
2,929 |
| 60 |
1,925.1 |
1,482.6 |
442.5 |
24.1% |
34.0 |
1.9% |
79% |
False |
False |
2,110 |
| 80 |
1,925.1 |
1,482.6 |
442.5 |
24.1% |
28.4 |
1.5% |
79% |
False |
False |
1,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,049.0 |
|
2.618 |
1,970.9 |
|
1.618 |
1,923.1 |
|
1.000 |
1,893.6 |
|
0.618 |
1,875.3 |
|
HIGH |
1,845.8 |
|
0.618 |
1,827.5 |
|
0.500 |
1,821.9 |
|
0.382 |
1,816.3 |
|
LOW |
1,798.0 |
|
0.618 |
1,768.5 |
|
1.000 |
1,750.2 |
|
1.618 |
1,720.7 |
|
2.618 |
1,672.9 |
|
4.250 |
1,594.9 |
|
|
| Fisher Pivots for day following 13-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,828.9 |
1,844.3 |
| PP |
1,825.4 |
1,840.3 |
| S1 |
1,821.9 |
1,836.4 |
|