| Trading Metrics calculated at close of trading on 14-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2011 |
14-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1,824.3 |
1,840.2 |
15.9 |
0.9% |
1,884.7 |
| High |
1,845.8 |
1,849.7 |
3.9 |
0.2% |
1,925.1 |
| Low |
1,798.0 |
1,814.5 |
16.5 |
0.9% |
1,798.6 |
| Close |
1,832.4 |
1,828.7 |
-3.7 |
-0.2% |
1,861.6 |
| Range |
47.8 |
35.2 |
-12.6 |
-26.4% |
126.5 |
| ATR |
51.8 |
50.6 |
-1.2 |
-2.3% |
0.0 |
| Volume |
4,320 |
2,764 |
-1,556 |
-36.0% |
11,901 |
|
| Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,936.6 |
1,917.8 |
1,848.1 |
|
| R3 |
1,901.4 |
1,882.6 |
1,838.4 |
|
| R2 |
1,866.2 |
1,866.2 |
1,835.2 |
|
| R1 |
1,847.4 |
1,847.4 |
1,831.9 |
1,839.2 |
| PP |
1,831.0 |
1,831.0 |
1,831.0 |
1,826.9 |
| S1 |
1,812.2 |
1,812.2 |
1,825.5 |
1,804.0 |
| S2 |
1,795.8 |
1,795.8 |
1,822.2 |
|
| S3 |
1,760.6 |
1,777.0 |
1,819.0 |
|
| S4 |
1,725.4 |
1,741.8 |
1,809.3 |
|
|
| 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 |
5.1% |
52.0 |
2.8% |
33% |
False |
False |
3,261 |
| 10 |
1,925.1 |
1,798.0 |
127.1 |
7.0% |
50.7 |
2.8% |
24% |
False |
False |
2,686 |
| 20 |
1,925.1 |
1,708.4 |
216.7 |
11.8% |
55.2 |
3.0% |
56% |
False |
False |
3,006 |
| 40 |
1,925.1 |
1,585.0 |
340.1 |
18.6% |
43.1 |
2.4% |
72% |
False |
False |
2,989 |
| 60 |
1,925.1 |
1,482.6 |
442.5 |
24.2% |
34.5 |
1.9% |
78% |
False |
False |
2,153 |
| 80 |
1,925.1 |
1,482.6 |
442.5 |
24.2% |
28.5 |
1.6% |
78% |
False |
False |
1,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,999.3 |
|
2.618 |
1,941.9 |
|
1.618 |
1,906.7 |
|
1.000 |
1,884.9 |
|
0.618 |
1,871.5 |
|
HIGH |
1,849.7 |
|
0.618 |
1,836.3 |
|
0.500 |
1,832.1 |
|
0.382 |
1,827.9 |
|
LOW |
1,814.5 |
|
0.618 |
1,792.7 |
|
1.000 |
1,779.3 |
|
1.618 |
1,757.5 |
|
2.618 |
1,722.3 |
|
4.250 |
1,664.9 |
|
|
| Fisher Pivots for day following 14-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,832.1 |
1,832.5 |
| PP |
1,831.0 |
1,831.2 |
| S1 |
1,829.8 |
1,830.0 |
|