| 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 |
1,840.2 |
1,829.0 |
-11.2 |
-0.6% |
1,884.7 |
| High |
1,849.7 |
1,830.5 |
-19.2 |
-1.0% |
1,925.1 |
| Low |
1,814.5 |
1,777.9 |
-36.6 |
-2.0% |
1,798.6 |
| Close |
1,828.7 |
1,783.4 |
-45.3 |
-2.5% |
1,861.6 |
| Range |
35.2 |
52.6 |
17.4 |
49.4% |
126.5 |
| ATR |
50.6 |
50.7 |
0.1 |
0.3% |
0.0 |
| Volume |
2,764 |
3,679 |
915 |
33.1% |
11,901 |
|
| Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,955.1 |
1,921.8 |
1,812.3 |
|
| R3 |
1,902.5 |
1,869.2 |
1,797.9 |
|
| R2 |
1,849.9 |
1,849.9 |
1,793.0 |
|
| R1 |
1,816.6 |
1,816.6 |
1,788.2 |
1,807.0 |
| PP |
1,797.3 |
1,797.3 |
1,797.3 |
1,792.4 |
| S1 |
1,764.0 |
1,764.0 |
1,778.6 |
1,754.4 |
| S2 |
1,744.7 |
1,744.7 |
1,773.8 |
|
| S3 |
1,692.1 |
1,711.4 |
1,768.9 |
|
| S4 |
1,639.5 |
1,658.8 |
1,754.5 |
|
|
| 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 |
1,777.9 |
112.6 |
6.3% |
51.5 |
2.9% |
5% |
False |
True |
3,359 |
| 10 |
1,925.1 |
1,777.9 |
147.2 |
8.3% |
53.2 |
3.0% |
4% |
False |
True |
2,955 |
| 20 |
1,925.1 |
1,708.4 |
216.7 |
12.2% |
57.2 |
3.2% |
35% |
False |
False |
3,083 |
| 40 |
1,925.1 |
1,589.6 |
335.5 |
18.8% |
43.9 |
2.5% |
58% |
False |
False |
3,071 |
| 60 |
1,925.1 |
1,482.6 |
442.5 |
24.8% |
35.2 |
2.0% |
68% |
False |
False |
2,212 |
| 80 |
1,925.1 |
1,482.6 |
442.5 |
24.8% |
29.1 |
1.6% |
68% |
False |
False |
1,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,054.1 |
|
2.618 |
1,968.2 |
|
1.618 |
1,915.6 |
|
1.000 |
1,883.1 |
|
0.618 |
1,863.0 |
|
HIGH |
1,830.5 |
|
0.618 |
1,810.4 |
|
0.500 |
1,804.2 |
|
0.382 |
1,798.0 |
|
LOW |
1,777.9 |
|
0.618 |
1,745.4 |
|
1.000 |
1,725.3 |
|
1.618 |
1,692.8 |
|
2.618 |
1,640.2 |
|
4.250 |
1,554.4 |
|
|
| Fisher Pivots for day following 15-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,804.2 |
1,813.8 |
| PP |
1,797.3 |
1,803.7 |
| S1 |
1,790.3 |
1,793.5 |
|