| Trading Metrics calculated at close of trading on 29-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2011 |
29-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1,654.0 |
1,608.5 |
-45.5 |
-2.8% |
1,820.9 |
| High |
1,668.5 |
1,638.9 |
-29.6 |
-1.8% |
1,832.4 |
| Low |
1,602.8 |
1,587.3 |
-15.5 |
-1.0% |
1,633.3 |
| Close |
1,620.0 |
1,619.2 |
-0.8 |
0.0% |
1,641.5 |
| Range |
65.7 |
51.6 |
-14.1 |
-21.5% |
199.1 |
| ATR |
64.0 |
63.1 |
-0.9 |
-1.4% |
0.0 |
| Volume |
3,209 |
3,476 |
267 |
8.3% |
22,235 |
|
| Daily Pivots for day following 29-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,769.9 |
1,746.2 |
1,647.6 |
|
| R3 |
1,718.3 |
1,694.6 |
1,633.4 |
|
| R2 |
1,666.7 |
1,666.7 |
1,628.7 |
|
| R1 |
1,643.0 |
1,643.0 |
1,623.9 |
1,654.9 |
| PP |
1,615.1 |
1,615.1 |
1,615.1 |
1,621.1 |
| S1 |
1,591.4 |
1,591.4 |
1,614.5 |
1,603.3 |
| S2 |
1,563.5 |
1,563.5 |
1,609.7 |
|
| S3 |
1,511.9 |
1,539.8 |
1,605.0 |
|
| S4 |
1,460.3 |
1,488.2 |
1,590.8 |
|
|
| 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 |
1,759.5 |
1,543.3 |
216.2 |
13.4% |
85.4 |
5.3% |
35% |
False |
False |
4,720 |
| 10 |
1,832.4 |
1,543.3 |
289.1 |
17.9% |
68.0 |
4.2% |
26% |
False |
False |
4,694 |
| 20 |
1,925.1 |
1,543.3 |
381.8 |
23.6% |
60.6 |
3.7% |
20% |
False |
False |
3,824 |
| 40 |
1,925.1 |
1,543.3 |
381.8 |
23.6% |
56.0 |
3.5% |
20% |
False |
False |
3,913 |
| 60 |
1,925.1 |
1,526.1 |
399.0 |
24.6% |
43.6 |
2.7% |
23% |
False |
False |
2,930 |
| 80 |
1,925.1 |
1,482.6 |
442.5 |
27.3% |
36.2 |
2.2% |
31% |
False |
False |
2,273 |
| 100 |
1,925.1 |
1,477.1 |
448.0 |
27.7% |
31.8 |
2.0% |
32% |
False |
False |
1,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,858.2 |
|
2.618 |
1,774.0 |
|
1.618 |
1,722.4 |
|
1.000 |
1,690.5 |
|
0.618 |
1,670.8 |
|
HIGH |
1,638.9 |
|
0.618 |
1,619.2 |
|
0.500 |
1,613.1 |
|
0.382 |
1,607.0 |
|
LOW |
1,587.3 |
|
0.618 |
1,555.4 |
|
1.000 |
1,535.7 |
|
1.618 |
1,503.8 |
|
2.618 |
1,452.2 |
|
4.250 |
1,368.0 |
|
|
| Fisher Pivots for day following 29-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,617.2 |
1,633.9 |
| PP |
1,615.1 |
1,629.0 |
| S1 |
1,613.1 |
1,624.1 |
|