| Trading Metrics calculated at close of trading on 14-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2011 |
14-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,002.0 |
1,995.0 |
-7.0 |
-0.3% |
2,165.0 |
| High |
2,035.0 |
2,102.0 |
67.0 |
3.3% |
2,168.0 |
| Low |
1,928.0 |
1,976.0 |
48.0 |
2.5% |
2,031.0 |
| Close |
2,010.0 |
2,064.0 |
54.0 |
2.7% |
2,054.0 |
| Range |
107.0 |
126.0 |
19.0 |
17.8% |
137.0 |
| ATR |
85.9 |
88.8 |
2.9 |
3.3% |
0.0 |
| Volume |
81,294 |
64,832 |
-16,462 |
-20.2% |
75,443 |
|
| Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,425.3 |
2,370.7 |
2,133.3 |
|
| R3 |
2,299.3 |
2,244.7 |
2,098.7 |
|
| R2 |
2,173.3 |
2,173.3 |
2,087.1 |
|
| R1 |
2,118.7 |
2,118.7 |
2,075.6 |
2,146.0 |
| PP |
2,047.3 |
2,047.3 |
2,047.3 |
2,061.0 |
| S1 |
1,992.7 |
1,992.7 |
2,052.5 |
2,020.0 |
| S2 |
1,921.3 |
1,921.3 |
2,040.9 |
|
| S3 |
1,795.3 |
1,866.7 |
2,029.4 |
|
| S4 |
1,669.3 |
1,740.7 |
1,994.7 |
|
|
| 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 |
11.6% |
89.8 |
4.4% |
57% |
False |
False |
41,611 |
| 10 |
2,310.0 |
1,928.0 |
382.0 |
18.5% |
80.5 |
3.9% |
36% |
False |
False |
27,144 |
| 20 |
2,310.0 |
1,928.0 |
382.0 |
18.5% |
76.6 |
3.7% |
36% |
False |
False |
14,202 |
| 40 |
2,788.0 |
1,928.0 |
860.0 |
41.7% |
80.9 |
3.9% |
16% |
False |
False |
7,419 |
| 60 |
2,890.0 |
1,928.0 |
962.0 |
46.6% |
67.2 |
3.3% |
14% |
False |
False |
5,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,637.5 |
|
2.618 |
2,431.9 |
|
1.618 |
2,305.9 |
|
1.000 |
2,228.0 |
|
0.618 |
2,179.9 |
|
HIGH |
2,102.0 |
|
0.618 |
2,053.9 |
|
0.500 |
2,039.0 |
|
0.382 |
2,024.1 |
|
LOW |
1,976.0 |
|
0.618 |
1,898.1 |
|
1.000 |
1,850.0 |
|
1.618 |
1,772.1 |
|
2.618 |
1,646.1 |
|
4.250 |
1,440.5 |
|
|
| Fisher Pivots for day following 14-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,055.7 |
2,047.7 |
| PP |
2,047.3 |
2,031.3 |
| S1 |
2,039.0 |
2,015.0 |
|