| Trading Metrics calculated at close of trading on 20-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2011 |
20-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1,820.9 |
1,782.1 |
-38.8 |
-2.1% |
1,866.8 |
| High |
1,832.4 |
1,815.3 |
-17.1 |
-0.9% |
1,867.0 |
| Low |
1,775.0 |
1,776.0 |
1.0 |
0.1% |
1,767.4 |
| Close |
1,780.9 |
1,811.1 |
30.2 |
1.7% |
1,816.6 |
| Range |
57.4 |
39.3 |
-18.1 |
-31.5% |
99.6 |
| ATR |
51.8 |
50.9 |
-0.9 |
-1.7% |
0.0 |
| Volume |
3,525 |
3,069 |
-456 |
-12.9% |
21,503 |
|
| Daily Pivots for day following 20-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,918.7 |
1,904.2 |
1,832.7 |
|
| R3 |
1,879.4 |
1,864.9 |
1,821.9 |
|
| R2 |
1,840.1 |
1,840.1 |
1,818.3 |
|
| R1 |
1,825.6 |
1,825.6 |
1,814.7 |
1,832.9 |
| PP |
1,800.8 |
1,800.8 |
1,800.8 |
1,804.4 |
| S1 |
1,786.3 |
1,786.3 |
1,807.5 |
1,793.6 |
| S2 |
1,761.5 |
1,761.5 |
1,803.9 |
|
| S3 |
1,722.2 |
1,747.0 |
1,800.3 |
|
| S4 |
1,682.9 |
1,707.7 |
1,789.5 |
|
|
| 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 |
4.5% |
48.7 |
2.7% |
53% |
False |
False |
3,904 |
| 10 |
1,890.5 |
1,767.4 |
123.1 |
6.8% |
55.3 |
3.1% |
35% |
False |
False |
3,865 |
| 20 |
1,925.1 |
1,708.4 |
216.7 |
12.0% |
58.1 |
3.2% |
47% |
False |
False |
3,058 |
| 40 |
1,925.1 |
1,608.0 |
317.1 |
17.5% |
46.5 |
2.6% |
64% |
False |
False |
3,348 |
| 60 |
1,925.1 |
1,482.6 |
442.5 |
24.4% |
36.6 |
2.0% |
74% |
False |
False |
2,419 |
| 80 |
1,925.1 |
1,482.6 |
442.5 |
24.4% |
30.6 |
1.7% |
74% |
False |
False |
1,864 |
| 100 |
1,925.1 |
1,475.9 |
449.2 |
24.8% |
28.7 |
1.6% |
75% |
False |
False |
1,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,982.3 |
|
2.618 |
1,918.2 |
|
1.618 |
1,878.9 |
|
1.000 |
1,854.6 |
|
0.618 |
1,839.6 |
|
HIGH |
1,815.3 |
|
0.618 |
1,800.3 |
|
0.500 |
1,795.7 |
|
0.382 |
1,791.0 |
|
LOW |
1,776.0 |
|
0.618 |
1,751.7 |
|
1.000 |
1,736.7 |
|
1.618 |
1,712.4 |
|
2.618 |
1,673.1 |
|
4.250 |
1,609.0 |
|
|
| Fisher Pivots for day following 20-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,806.0 |
1,807.4 |
| PP |
1,800.8 |
1,803.6 |
| S1 |
1,795.7 |
1,799.9 |
|