| Trading Metrics calculated at close of trading on 28-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2011 |
28-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1,627.0 |
1,654.0 |
27.0 |
1.7% |
1,820.9 |
| High |
1,680.4 |
1,668.5 |
-11.9 |
-0.7% |
1,832.4 |
| Low |
1,621.8 |
1,602.8 |
-19.0 |
-1.2% |
1,633.3 |
| Close |
1,654.3 |
1,620.0 |
-34.3 |
-2.1% |
1,641.5 |
| Range |
58.6 |
65.7 |
7.1 |
12.1% |
199.1 |
| ATR |
63.9 |
64.0 |
0.1 |
0.2% |
0.0 |
| Volume |
7,218 |
3,209 |
-4,009 |
-55.5% |
22,235 |
|
| Daily Pivots for day following 28-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,827.5 |
1,789.5 |
1,656.1 |
|
| R3 |
1,761.8 |
1,723.8 |
1,638.1 |
|
| R2 |
1,696.1 |
1,696.1 |
1,632.0 |
|
| R1 |
1,658.1 |
1,658.1 |
1,626.0 |
1,644.3 |
| PP |
1,630.4 |
1,630.4 |
1,630.4 |
1,623.5 |
| S1 |
1,592.4 |
1,592.4 |
1,614.0 |
1,578.6 |
| S2 |
1,564.7 |
1,564.7 |
1,608.0 |
|
| S3 |
1,499.0 |
1,526.7 |
1,601.9 |
|
| S4 |
1,433.3 |
1,461.0 |
1,583.9 |
|
|
| 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 |
1,787.2 |
1,543.3 |
243.9 |
15.1% |
87.1 |
5.4% |
31% |
False |
False |
5,588 |
| 10 |
1,832.4 |
1,543.3 |
289.1 |
17.8% |
68.1 |
4.2% |
27% |
False |
False |
4,715 |
| 20 |
1,925.1 |
1,543.3 |
381.8 |
23.6% |
59.4 |
3.7% |
20% |
False |
False |
3,700 |
| 40 |
1,925.1 |
1,543.3 |
381.8 |
23.6% |
55.1 |
3.4% |
20% |
False |
False |
3,998 |
| 60 |
1,925.1 |
1,517.1 |
408.0 |
25.2% |
43.0 |
2.7% |
25% |
False |
False |
2,901 |
| 80 |
1,925.1 |
1,482.6 |
442.5 |
27.3% |
35.7 |
2.2% |
31% |
False |
False |
2,231 |
| 100 |
1,925.1 |
1,477.1 |
448.0 |
27.7% |
31.5 |
1.9% |
32% |
False |
False |
1,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,947.7 |
|
2.618 |
1,840.5 |
|
1.618 |
1,774.8 |
|
1.000 |
1,734.2 |
|
0.618 |
1,709.1 |
|
HIGH |
1,668.5 |
|
0.618 |
1,643.4 |
|
0.500 |
1,635.7 |
|
0.382 |
1,627.9 |
|
LOW |
1,602.8 |
|
0.618 |
1,562.2 |
|
1.000 |
1,537.1 |
|
1.618 |
1,496.5 |
|
2.618 |
1,430.8 |
|
4.250 |
1,323.6 |
|
|
| Fisher Pivots for day following 28-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,635.7 |
1,617.3 |
| PP |
1,630.4 |
1,614.6 |
| S1 |
1,625.2 |
1,611.9 |
|