| Trading Metrics calculated at close of trading on 19-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2011 |
19-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1,794.1 |
1,820.9 |
26.8 |
1.5% |
1,866.8 |
| High |
1,826.4 |
1,832.4 |
6.0 |
0.3% |
1,867.0 |
| Low |
1,767.4 |
1,775.0 |
7.6 |
0.4% |
1,767.4 |
| Close |
1,816.6 |
1,780.9 |
-35.7 |
-2.0% |
1,816.6 |
| Range |
59.0 |
57.4 |
-1.6 |
-2.7% |
99.6 |
| ATR |
51.3 |
51.8 |
0.4 |
0.8% |
0.0 |
| Volume |
6,484 |
3,525 |
-2,959 |
-45.6% |
21,503 |
|
| Daily Pivots for day following 19-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,968.3 |
1,932.0 |
1,812.5 |
|
| R3 |
1,910.9 |
1,874.6 |
1,796.7 |
|
| R2 |
1,853.5 |
1,853.5 |
1,791.4 |
|
| R1 |
1,817.2 |
1,817.2 |
1,786.2 |
1,806.7 |
| PP |
1,796.1 |
1,796.1 |
1,796.1 |
1,790.8 |
| S1 |
1,759.8 |
1,759.8 |
1,775.6 |
1,749.3 |
| S2 |
1,738.7 |
1,738.7 |
1,770.4 |
|
| S3 |
1,681.3 |
1,702.4 |
1,765.1 |
|
| S4 |
1,623.9 |
1,645.0 |
1,749.3 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,115.8 |
2,065.8 |
1,871.4 |
|
| R3 |
2,016.2 |
1,966.2 |
1,844.0 |
|
| R2 |
1,916.6 |
1,916.6 |
1,834.9 |
|
| R1 |
1,866.6 |
1,866.6 |
1,825.7 |
1,841.8 |
| PP |
1,817.0 |
1,817.0 |
1,817.0 |
1,804.6 |
| S1 |
1,767.0 |
1,767.0 |
1,807.5 |
1,742.2 |
| S2 |
1,717.4 |
1,717.4 |
1,798.3 |
|
| S3 |
1,617.8 |
1,667.4 |
1,789.2 |
|
| S4 |
1,518.2 |
1,567.8 |
1,761.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,849.7 |
1,767.4 |
82.3 |
4.6% |
50.4 |
2.8% |
16% |
False |
False |
4,154 |
| 10 |
1,925.1 |
1,767.4 |
157.7 |
8.9% |
57.5 |
3.2% |
9% |
False |
False |
3,692 |
| 20 |
1,925.1 |
1,708.4 |
216.7 |
12.2% |
58.1 |
3.3% |
33% |
False |
False |
3,051 |
| 40 |
1,925.1 |
1,608.0 |
317.1 |
17.8% |
45.9 |
2.6% |
55% |
False |
False |
3,282 |
| 60 |
1,925.1 |
1,482.6 |
442.5 |
24.8% |
36.4 |
2.0% |
67% |
False |
False |
2,371 |
| 80 |
1,925.1 |
1,482.6 |
442.5 |
24.8% |
30.3 |
1.7% |
67% |
False |
False |
1,843 |
| 100 |
1,925.1 |
1,475.9 |
449.2 |
25.2% |
28.4 |
1.6% |
68% |
False |
False |
1,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,076.4 |
|
2.618 |
1,982.7 |
|
1.618 |
1,925.3 |
|
1.000 |
1,889.8 |
|
0.618 |
1,867.9 |
|
HIGH |
1,832.4 |
|
0.618 |
1,810.5 |
|
0.500 |
1,803.7 |
|
0.382 |
1,796.9 |
|
LOW |
1,775.0 |
|
0.618 |
1,739.5 |
|
1.000 |
1,717.6 |
|
1.618 |
1,682.1 |
|
2.618 |
1,624.7 |
|
4.250 |
1,531.1 |
|
|
| Fisher Pivots for day following 19-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,803.7 |
1,799.9 |
| PP |
1,796.1 |
1,793.6 |
| S1 |
1,788.5 |
1,787.2 |
|