| Trading Metrics calculated at close of trading on 13-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2011 |
13-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1,990.0 |
2,002.0 |
12.0 |
0.6% |
2,165.0 |
| High |
2,005.0 |
2,035.0 |
30.0 |
1.5% |
2,168.0 |
| Low |
1,952.0 |
1,928.0 |
-24.0 |
-1.2% |
2,031.0 |
| Close |
1,980.0 |
2,010.0 |
30.0 |
1.5% |
2,054.0 |
| Range |
53.0 |
107.0 |
54.0 |
101.9% |
137.0 |
| ATR |
84.3 |
85.9 |
1.6 |
1.9% |
0.0 |
| Volume |
34,003 |
81,294 |
47,291 |
139.1% |
75,443 |
|
| Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,312.0 |
2,268.0 |
2,068.9 |
|
| R3 |
2,205.0 |
2,161.0 |
2,039.4 |
|
| R2 |
2,098.0 |
2,098.0 |
2,029.6 |
|
| R1 |
2,054.0 |
2,054.0 |
2,019.8 |
2,076.0 |
| PP |
1,991.0 |
1,991.0 |
1,991.0 |
2,002.0 |
| S1 |
1,947.0 |
1,947.0 |
2,000.2 |
1,969.0 |
| S2 |
1,884.0 |
1,884.0 |
1,990.4 |
|
| S3 |
1,777.0 |
1,840.0 |
1,980.6 |
|
| S4 |
1,670.0 |
1,733.0 |
1,951.2 |
|
|
| 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 |
1,928.0 |
240.0 |
11.9% |
74.8 |
3.7% |
34% |
False |
True |
31,622 |
| 10 |
2,310.0 |
1,928.0 |
382.0 |
19.0% |
75.0 |
3.7% |
21% |
False |
True |
20,797 |
| 20 |
2,318.0 |
1,928.0 |
390.0 |
19.4% |
72.5 |
3.6% |
21% |
False |
True |
10,968 |
| 40 |
2,788.0 |
1,928.0 |
860.0 |
42.8% |
78.6 |
3.9% |
10% |
False |
True |
5,814 |
| 60 |
2,890.0 |
1,928.0 |
962.0 |
47.9% |
65.3 |
3.2% |
9% |
False |
True |
3,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,489.8 |
|
2.618 |
2,315.1 |
|
1.618 |
2,208.1 |
|
1.000 |
2,142.0 |
|
0.618 |
2,101.1 |
|
HIGH |
2,035.0 |
|
0.618 |
1,994.1 |
|
0.500 |
1,981.5 |
|
0.382 |
1,968.9 |
|
LOW |
1,928.0 |
|
0.618 |
1,861.9 |
|
1.000 |
1,821.0 |
|
1.618 |
1,754.9 |
|
2.618 |
1,647.9 |
|
4.250 |
1,473.3 |
|
|
| Fisher Pivots for day following 13-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,000.5 |
2,034.0 |
| PP |
1,991.0 |
2,026.0 |
| S1 |
1,981.5 |
2,018.0 |
|