| Trading Metrics calculated at close of trading on 15-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2011 |
15-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1,995.0 |
2,087.0 |
92.0 |
4.6% |
2,165.0 |
| High |
2,102.0 |
2,169.0 |
67.0 |
3.2% |
2,168.0 |
| Low |
1,976.0 |
2,074.0 |
98.0 |
5.0% |
2,031.0 |
| Close |
2,064.0 |
2,134.0 |
70.0 |
3.4% |
2,054.0 |
| Range |
126.0 |
95.0 |
-31.0 |
-24.6% |
137.0 |
| ATR |
88.8 |
89.9 |
1.2 |
1.3% |
0.0 |
| Volume |
64,832 |
66,681 |
1,849 |
2.9% |
75,443 |
|
| Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,410.7 |
2,367.3 |
2,186.3 |
|
| R3 |
2,315.7 |
2,272.3 |
2,160.1 |
|
| R2 |
2,220.7 |
2,220.7 |
2,151.4 |
|
| R1 |
2,177.3 |
2,177.3 |
2,142.7 |
2,199.0 |
| PP |
2,125.7 |
2,125.7 |
2,125.7 |
2,136.5 |
| S1 |
2,082.3 |
2,082.3 |
2,125.3 |
2,104.0 |
| S2 |
2,030.7 |
2,030.7 |
2,116.6 |
|
| S3 |
1,935.7 |
1,987.3 |
2,107.9 |
|
| S4 |
1,840.7 |
1,892.3 |
2,081.8 |
|
|
| 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 |
2,169.0 |
1,928.0 |
241.0 |
11.3% |
98.0 |
4.6% |
85% |
True |
False |
52,208 |
| 10 |
2,258.0 |
1,928.0 |
330.0 |
15.5% |
84.0 |
3.9% |
62% |
False |
False |
33,355 |
| 20 |
2,310.0 |
1,928.0 |
382.0 |
17.9% |
75.6 |
3.5% |
54% |
False |
False |
17,500 |
| 40 |
2,788.0 |
1,928.0 |
860.0 |
40.3% |
81.0 |
3.8% |
24% |
False |
False |
9,078 |
| 60 |
2,890.0 |
1,928.0 |
962.0 |
45.1% |
68.1 |
3.2% |
21% |
False |
False |
6,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,572.8 |
|
2.618 |
2,417.7 |
|
1.618 |
2,322.7 |
|
1.000 |
2,264.0 |
|
0.618 |
2,227.7 |
|
HIGH |
2,169.0 |
|
0.618 |
2,132.7 |
|
0.500 |
2,121.5 |
|
0.382 |
2,110.3 |
|
LOW |
2,074.0 |
|
0.618 |
2,015.3 |
|
1.000 |
1,979.0 |
|
1.618 |
1,920.3 |
|
2.618 |
1,825.3 |
|
4.250 |
1,670.3 |
|
|
| Fisher Pivots for day following 15-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,129.8 |
2,105.5 |
| PP |
2,125.7 |
2,077.0 |
| S1 |
2,121.5 |
2,048.5 |
|