| Trading Metrics calculated at close of trading on 16-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2011 |
16-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,087.0 |
2,178.0 |
91.0 |
4.4% |
1,990.0 |
| High |
2,169.0 |
2,178.0 |
9.0 |
0.4% |
2,178.0 |
| Low |
2,074.0 |
2,126.0 |
52.0 |
2.5% |
1,928.0 |
| Close |
2,134.0 |
2,129.0 |
-5.0 |
-0.2% |
2,129.0 |
| Range |
95.0 |
52.0 |
-43.0 |
-45.3% |
250.0 |
| ATR |
89.9 |
87.2 |
-2.7 |
-3.0% |
0.0 |
| Volume |
66,681 |
20,238 |
-46,443 |
-69.6% |
267,048 |
|
| Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,300.3 |
2,266.7 |
2,157.6 |
|
| R3 |
2,248.3 |
2,214.7 |
2,143.3 |
|
| R2 |
2,196.3 |
2,196.3 |
2,138.5 |
|
| R1 |
2,162.7 |
2,162.7 |
2,133.8 |
2,153.5 |
| PP |
2,144.3 |
2,144.3 |
2,144.3 |
2,139.8 |
| S1 |
2,110.7 |
2,110.7 |
2,124.2 |
2,101.5 |
| S2 |
2,092.3 |
2,092.3 |
2,119.5 |
|
| S3 |
2,040.3 |
2,058.7 |
2,114.7 |
|
| S4 |
1,988.3 |
2,006.7 |
2,100.4 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,828.3 |
2,728.7 |
2,266.5 |
|
| R3 |
2,578.3 |
2,478.7 |
2,197.8 |
|
| R2 |
2,328.3 |
2,328.3 |
2,174.8 |
|
| R1 |
2,228.7 |
2,228.7 |
2,151.9 |
2,278.5 |
| PP |
2,078.3 |
2,078.3 |
2,078.3 |
2,103.3 |
| S1 |
1,978.7 |
1,978.7 |
2,106.1 |
2,028.5 |
| S2 |
1,828.3 |
1,828.3 |
2,083.2 |
|
| S3 |
1,578.3 |
1,728.7 |
2,060.3 |
|
| S4 |
1,328.3 |
1,478.7 |
1,991.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,178.0 |
1,928.0 |
250.0 |
11.7% |
86.6 |
4.1% |
80% |
True |
False |
53,409 |
| 10 |
2,178.0 |
1,928.0 |
250.0 |
11.7% |
81.7 |
3.8% |
80% |
True |
False |
34,249 |
| 20 |
2,310.0 |
1,928.0 |
382.0 |
17.9% |
74.5 |
3.5% |
53% |
False |
False |
18,412 |
| 40 |
2,754.0 |
1,928.0 |
826.0 |
38.8% |
81.7 |
3.8% |
24% |
False |
False |
9,573 |
| 60 |
2,890.0 |
1,928.0 |
962.0 |
45.2% |
67.8 |
3.2% |
21% |
False |
False |
6,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,399.0 |
|
2.618 |
2,314.1 |
|
1.618 |
2,262.1 |
|
1.000 |
2,230.0 |
|
0.618 |
2,210.1 |
|
HIGH |
2,178.0 |
|
0.618 |
2,158.1 |
|
0.500 |
2,152.0 |
|
0.382 |
2,145.9 |
|
LOW |
2,126.0 |
|
0.618 |
2,093.9 |
|
1.000 |
2,074.0 |
|
1.618 |
2,041.9 |
|
2.618 |
1,989.9 |
|
4.250 |
1,905.0 |
|
|
| Fisher Pivots for day following 16-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,152.0 |
2,111.7 |
| PP |
2,144.3 |
2,094.3 |
| S1 |
2,136.7 |
2,077.0 |
|