| Trading Metrics calculated at close of trading on 21-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2011 |
21-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1,782.1 |
1,806.3 |
24.2 |
1.4% |
1,866.8 |
| High |
1,815.3 |
1,820.8 |
5.5 |
0.3% |
1,867.0 |
| Low |
1,776.0 |
1,784.0 |
8.0 |
0.5% |
1,767.4 |
| Close |
1,811.1 |
1,809.9 |
-1.2 |
-0.1% |
1,816.6 |
| Range |
39.3 |
36.8 |
-2.5 |
-6.4% |
99.6 |
| ATR |
50.9 |
49.9 |
-1.0 |
-2.0% |
0.0 |
| Volume |
3,069 |
2,450 |
-619 |
-20.2% |
21,503 |
|
| Daily Pivots for day following 21-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,915.3 |
1,899.4 |
1,830.1 |
|
| R3 |
1,878.5 |
1,862.6 |
1,820.0 |
|
| R2 |
1,841.7 |
1,841.7 |
1,816.6 |
|
| R1 |
1,825.8 |
1,825.8 |
1,813.3 |
1,833.8 |
| PP |
1,804.9 |
1,804.9 |
1,804.9 |
1,808.9 |
| S1 |
1,789.0 |
1,789.0 |
1,806.5 |
1,797.0 |
| S2 |
1,768.1 |
1,768.1 |
1,803.2 |
|
| S3 |
1,731.3 |
1,752.2 |
1,799.8 |
|
| S4 |
1,694.5 |
1,715.4 |
1,789.7 |
|
|
| 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 |
1,832.4 |
1,767.4 |
65.0 |
3.6% |
49.0 |
2.7% |
65% |
False |
False |
3,841 |
| 10 |
1,890.5 |
1,767.4 |
123.1 |
6.8% |
50.5 |
2.8% |
35% |
False |
False |
3,551 |
| 20 |
1,925.1 |
1,708.4 |
216.7 |
12.0% |
55.6 |
3.1% |
47% |
False |
False |
2,911 |
| 40 |
1,925.1 |
1,608.0 |
317.1 |
17.5% |
47.2 |
2.6% |
64% |
False |
False |
3,391 |
| 60 |
1,925.1 |
1,482.6 |
442.5 |
24.4% |
37.1 |
2.0% |
74% |
False |
False |
2,447 |
| 80 |
1,925.1 |
1,482.6 |
442.5 |
24.4% |
31.0 |
1.7% |
74% |
False |
False |
1,892 |
| 100 |
1,925.1 |
1,475.9 |
449.2 |
24.8% |
28.7 |
1.6% |
74% |
False |
False |
1,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,977.2 |
|
2.618 |
1,917.1 |
|
1.618 |
1,880.3 |
|
1.000 |
1,857.6 |
|
0.618 |
1,843.5 |
|
HIGH |
1,820.8 |
|
0.618 |
1,806.7 |
|
0.500 |
1,802.4 |
|
0.382 |
1,798.1 |
|
LOW |
1,784.0 |
|
0.618 |
1,761.3 |
|
1.000 |
1,747.2 |
|
1.618 |
1,724.5 |
|
2.618 |
1,687.7 |
|
4.250 |
1,627.6 |
|
|
| Fisher Pivots for day following 21-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,807.4 |
1,807.8 |
| PP |
1,804.9 |
1,805.8 |
| S1 |
1,802.4 |
1,803.7 |
|