| Trading Metrics calculated at close of trading on 12-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2011 |
12-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,129.0 |
1,990.0 |
-139.0 |
-6.5% |
2,165.0 |
| High |
2,140.0 |
2,005.0 |
-135.0 |
-6.3% |
2,168.0 |
| Low |
2,031.0 |
1,952.0 |
-79.0 |
-3.9% |
2,031.0 |
| Close |
2,054.0 |
1,980.0 |
-74.0 |
-3.6% |
2,054.0 |
| Range |
109.0 |
53.0 |
-56.0 |
-51.4% |
137.0 |
| ATR |
82.9 |
84.3 |
1.4 |
1.6% |
0.0 |
| Volume |
14,232 |
34,003 |
19,771 |
138.9% |
75,443 |
|
| Daily Pivots for day following 12-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,138.0 |
2,112.0 |
2,009.2 |
|
| R3 |
2,085.0 |
2,059.0 |
1,994.6 |
|
| R2 |
2,032.0 |
2,032.0 |
1,989.7 |
|
| R1 |
2,006.0 |
2,006.0 |
1,984.9 |
1,992.5 |
| PP |
1,979.0 |
1,979.0 |
1,979.0 |
1,972.3 |
| S1 |
1,953.0 |
1,953.0 |
1,975.1 |
1,939.5 |
| S2 |
1,926.0 |
1,926.0 |
1,970.3 |
|
| S3 |
1,873.0 |
1,900.0 |
1,965.4 |
|
| S4 |
1,820.0 |
1,847.0 |
1,950.9 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,495.3 |
2,411.7 |
2,129.4 |
|
| R3 |
2,358.3 |
2,274.7 |
2,091.7 |
|
| R2 |
2,221.3 |
2,221.3 |
2,079.1 |
|
| R1 |
2,137.7 |
2,137.7 |
2,066.6 |
2,111.0 |
| PP |
2,084.3 |
2,084.3 |
2,084.3 |
2,071.0 |
| S1 |
2,000.7 |
2,000.7 |
2,041.4 |
1,974.0 |
| S2 |
1,947.3 |
1,947.3 |
2,028.9 |
|
| S3 |
1,810.3 |
1,863.7 |
2,016.3 |
|
| S4 |
1,673.3 |
1,726.7 |
1,978.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,168.0 |
1,952.0 |
216.0 |
10.9% |
68.0 |
3.4% |
13% |
False |
True |
19,741 |
| 10 |
2,310.0 |
1,952.0 |
358.0 |
18.1% |
69.0 |
3.5% |
8% |
False |
True |
12,750 |
| 20 |
2,318.0 |
1,952.0 |
366.0 |
18.5% |
68.9 |
3.5% |
8% |
False |
True |
6,904 |
| 40 |
2,788.0 |
1,952.0 |
836.0 |
42.2% |
76.8 |
3.9% |
3% |
False |
True |
3,799 |
| 60 |
2,890.0 |
1,952.0 |
938.0 |
47.4% |
63.9 |
3.2% |
3% |
False |
True |
2,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,230.3 |
|
2.618 |
2,143.8 |
|
1.618 |
2,090.8 |
|
1.000 |
2,058.0 |
|
0.618 |
2,037.8 |
|
HIGH |
2,005.0 |
|
0.618 |
1,984.8 |
|
0.500 |
1,978.5 |
|
0.382 |
1,972.2 |
|
LOW |
1,952.0 |
|
0.618 |
1,919.2 |
|
1.000 |
1,899.0 |
|
1.618 |
1,866.2 |
|
2.618 |
1,813.2 |
|
4.250 |
1,726.8 |
|
|
| Fisher Pivots for day following 12-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,979.5 |
2,060.0 |
| PP |
1,979.0 |
2,033.3 |
| S1 |
1,978.5 |
2,006.7 |
|