| Trading Metrics calculated at close of trading on 27-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2011 |
27-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1,661.0 |
1,627.0 |
-34.0 |
-2.0% |
1,820.9 |
| High |
1,668.0 |
1,680.4 |
12.4 |
0.7% |
1,832.4 |
| Low |
1,543.3 |
1,621.8 |
78.5 |
5.1% |
1,633.3 |
| Close |
1,596.5 |
1,654.3 |
57.8 |
3.6% |
1,641.5 |
| Range |
124.7 |
58.6 |
-66.1 |
-53.0% |
199.1 |
| ATR |
62.3 |
63.9 |
1.5 |
2.5% |
0.0 |
| Volume |
4,325 |
7,218 |
2,893 |
66.9% |
22,235 |
|
| Daily Pivots for day following 27-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,828.0 |
1,799.7 |
1,686.5 |
|
| R3 |
1,769.4 |
1,741.1 |
1,670.4 |
|
| R2 |
1,710.8 |
1,710.8 |
1,665.0 |
|
| R1 |
1,682.5 |
1,682.5 |
1,659.7 |
1,696.7 |
| PP |
1,652.2 |
1,652.2 |
1,652.2 |
1,659.2 |
| S1 |
1,623.9 |
1,623.9 |
1,648.9 |
1,638.1 |
| S2 |
1,593.6 |
1,593.6 |
1,643.6 |
|
| S3 |
1,535.0 |
1,565.3 |
1,638.2 |
|
| S4 |
1,476.4 |
1,506.7 |
1,622.1 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,299.7 |
2,169.7 |
1,751.0 |
|
| R3 |
2,100.6 |
1,970.6 |
1,696.3 |
|
| R2 |
1,901.5 |
1,901.5 |
1,678.0 |
|
| R1 |
1,771.5 |
1,771.5 |
1,659.8 |
1,737.0 |
| PP |
1,702.4 |
1,702.4 |
1,702.4 |
1,685.1 |
| S1 |
1,572.4 |
1,572.4 |
1,623.2 |
1,537.9 |
| S2 |
1,503.3 |
1,503.3 |
1,605.0 |
|
| S3 |
1,304.2 |
1,373.3 |
1,586.7 |
|
| S4 |
1,105.1 |
1,174.2 |
1,532.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,820.8 |
1,543.3 |
277.5 |
16.8% |
81.4 |
4.9% |
40% |
False |
False |
5,436 |
| 10 |
1,849.7 |
1,543.3 |
306.4 |
18.5% |
65.0 |
3.9% |
36% |
False |
False |
4,670 |
| 20 |
1,925.1 |
1,543.3 |
381.8 |
23.1% |
58.8 |
3.6% |
29% |
False |
False |
3,588 |
| 40 |
1,925.1 |
1,543.3 |
381.8 |
23.1% |
54.6 |
3.3% |
29% |
False |
False |
3,932 |
| 60 |
1,925.1 |
1,491.3 |
433.8 |
26.2% |
42.4 |
2.6% |
38% |
False |
False |
2,852 |
| 80 |
1,925.1 |
1,482.6 |
442.5 |
26.7% |
35.0 |
2.1% |
39% |
False |
False |
2,191 |
| 100 |
1,925.1 |
1,477.1 |
448.0 |
27.1% |
31.1 |
1.9% |
40% |
False |
False |
1,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,929.5 |
|
2.618 |
1,833.8 |
|
1.618 |
1,775.2 |
|
1.000 |
1,739.0 |
|
0.618 |
1,716.6 |
|
HIGH |
1,680.4 |
|
0.618 |
1,658.0 |
|
0.500 |
1,651.1 |
|
0.382 |
1,644.2 |
|
LOW |
1,621.8 |
|
0.618 |
1,585.6 |
|
1.000 |
1,563.2 |
|
1.618 |
1,527.0 |
|
2.618 |
1,468.4 |
|
4.250 |
1,372.8 |
|
|
| Fisher Pivots for day following 27-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,653.2 |
1,653.3 |
| PP |
1,652.2 |
1,652.4 |
| S1 |
1,651.1 |
1,651.4 |
|