| Trading Metrics calculated at close of trading on 22-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2011 |
22-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1,806.3 |
1,786.8 |
-19.5 |
-1.1% |
1,866.8 |
| High |
1,820.8 |
1,787.2 |
-33.6 |
-1.8% |
1,867.0 |
| Low |
1,784.0 |
1,726.7 |
-57.3 |
-3.2% |
1,767.4 |
| Close |
1,809.9 |
1,743.5 |
-66.4 |
-3.7% |
1,816.6 |
| Range |
36.8 |
60.5 |
23.7 |
64.4% |
99.6 |
| ATR |
49.9 |
52.2 |
2.4 |
4.8% |
0.0 |
| Volume |
2,450 |
7,815 |
5,365 |
219.0% |
21,503 |
|
| Daily Pivots for day following 22-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,934.0 |
1,899.2 |
1,776.8 |
|
| R3 |
1,873.5 |
1,838.7 |
1,760.1 |
|
| R2 |
1,813.0 |
1,813.0 |
1,754.6 |
|
| R1 |
1,778.2 |
1,778.2 |
1,749.0 |
1,765.4 |
| PP |
1,752.5 |
1,752.5 |
1,752.5 |
1,746.0 |
| S1 |
1,717.7 |
1,717.7 |
1,738.0 |
1,704.9 |
| S2 |
1,692.0 |
1,692.0 |
1,732.4 |
|
| S3 |
1,631.5 |
1,657.2 |
1,726.9 |
|
| S4 |
1,571.0 |
1,596.7 |
1,710.2 |
|
|
| 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 |
1,726.7 |
105.7 |
6.1% |
50.6 |
2.9% |
16% |
False |
True |
4,668 |
| 10 |
1,890.5 |
1,726.7 |
163.8 |
9.4% |
51.0 |
2.9% |
10% |
False |
True |
4,013 |
| 20 |
1,925.1 |
1,708.4 |
216.7 |
12.4% |
53.5 |
3.1% |
16% |
False |
False |
3,071 |
| 40 |
1,925.1 |
1,608.0 |
317.1 |
18.2% |
48.3 |
2.8% |
43% |
False |
False |
3,568 |
| 60 |
1,925.1 |
1,482.6 |
442.5 |
25.4% |
37.9 |
2.2% |
59% |
False |
False |
2,576 |
| 80 |
1,925.1 |
1,482.6 |
442.5 |
25.4% |
31.7 |
1.8% |
59% |
False |
False |
1,989 |
| 100 |
1,925.1 |
1,475.9 |
449.2 |
25.8% |
29.0 |
1.7% |
60% |
False |
False |
1,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,044.3 |
|
2.618 |
1,945.6 |
|
1.618 |
1,885.1 |
|
1.000 |
1,847.7 |
|
0.618 |
1,824.6 |
|
HIGH |
1,787.2 |
|
0.618 |
1,764.1 |
|
0.500 |
1,757.0 |
|
0.382 |
1,749.8 |
|
LOW |
1,726.7 |
|
0.618 |
1,689.3 |
|
1.000 |
1,666.2 |
|
1.618 |
1,628.8 |
|
2.618 |
1,568.3 |
|
4.250 |
1,469.6 |
|
|
| Fisher Pivots for day following 22-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,757.0 |
1,773.8 |
| PP |
1,752.5 |
1,763.7 |
| S1 |
1,748.0 |
1,753.6 |
|