| Trading Metrics calculated at close of trading on 20-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2011 |
20-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,085.0 |
2,073.0 |
-12.0 |
-0.6% |
1,990.0 |
| High |
2,102.0 |
2,126.0 |
24.0 |
1.1% |
2,178.0 |
| Low |
2,070.0 |
2,063.0 |
-7.0 |
-0.3% |
1,928.0 |
| Close |
2,086.0 |
2,124.0 |
38.0 |
1.8% |
2,129.0 |
| Range |
32.0 |
63.0 |
31.0 |
96.9% |
250.0 |
| ATR |
85.2 |
83.6 |
-1.6 |
-1.9% |
0.0 |
| Volume |
76 |
2,805 |
2,729 |
3,590.8% |
267,048 |
|
| Daily Pivots for day following 20-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,293.3 |
2,271.7 |
2,158.7 |
|
| R3 |
2,230.3 |
2,208.7 |
2,141.3 |
|
| R2 |
2,167.3 |
2,167.3 |
2,135.6 |
|
| R1 |
2,145.7 |
2,145.7 |
2,129.8 |
2,156.5 |
| PP |
2,104.3 |
2,104.3 |
2,104.3 |
2,109.8 |
| S1 |
2,082.7 |
2,082.7 |
2,118.2 |
2,093.5 |
| S2 |
2,041.3 |
2,041.3 |
2,112.5 |
|
| S3 |
1,978.3 |
2,019.7 |
2,106.7 |
|
| S4 |
1,915.3 |
1,956.7 |
2,089.4 |
|
|
| 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 |
1,976.0 |
202.0 |
9.5% |
73.6 |
3.5% |
73% |
False |
False |
30,926 |
| 10 |
2,178.0 |
1,928.0 |
250.0 |
11.8% |
74.2 |
3.5% |
78% |
False |
False |
31,274 |
| 20 |
2,310.0 |
1,928.0 |
382.0 |
18.0% |
71.2 |
3.3% |
51% |
False |
False |
18,488 |
| 40 |
2,723.0 |
1,928.0 |
795.0 |
37.4% |
83.0 |
3.9% |
25% |
False |
False |
9,638 |
| 60 |
2,890.0 |
1,928.0 |
962.0 |
45.3% |
68.1 |
3.2% |
20% |
False |
False |
6,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,393.8 |
|
2.618 |
2,290.9 |
|
1.618 |
2,227.9 |
|
1.000 |
2,189.0 |
|
0.618 |
2,164.9 |
|
HIGH |
2,126.0 |
|
0.618 |
2,101.9 |
|
0.500 |
2,094.5 |
|
0.382 |
2,087.1 |
|
LOW |
2,063.0 |
|
0.618 |
2,024.1 |
|
1.000 |
2,000.0 |
|
1.618 |
1,961.1 |
|
2.618 |
1,898.1 |
|
4.250 |
1,795.3 |
|
|
| Fisher Pivots for day following 20-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,114.2 |
2,122.8 |
| PP |
2,104.3 |
2,121.7 |
| S1 |
2,094.5 |
2,120.5 |
|