| Trading Metrics calculated at close of trading on 27-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2011 |
27-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1,982.0 |
2,126.0 |
144.0 |
7.3% |
2,085.0 |
| High |
2,101.0 |
2,189.0 |
88.0 |
4.2% |
2,131.0 |
| Low |
1,965.0 |
2,117.0 |
152.0 |
7.7% |
1,927.0 |
| Close |
2,068.0 |
2,172.0 |
104.0 |
5.0% |
2,008.0 |
| Range |
136.0 |
72.0 |
-64.0 |
-47.1% |
204.0 |
| ATR |
91.0 |
93.2 |
2.1 |
2.4% |
0.0 |
| Volume |
409 |
14,249 |
13,840 |
3,383.9% |
9,329 |
|
| Daily Pivots for day following 27-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,375.3 |
2,345.7 |
2,211.6 |
|
| R3 |
2,303.3 |
2,273.7 |
2,191.8 |
|
| R2 |
2,231.3 |
2,231.3 |
2,185.2 |
|
| R1 |
2,201.7 |
2,201.7 |
2,178.6 |
2,216.5 |
| PP |
2,159.3 |
2,159.3 |
2,159.3 |
2,166.8 |
| S1 |
2,129.7 |
2,129.7 |
2,165.4 |
2,144.5 |
| S2 |
2,087.3 |
2,087.3 |
2,158.8 |
|
| S3 |
2,015.3 |
2,057.7 |
2,152.2 |
|
| S4 |
1,943.3 |
1,985.7 |
2,132.4 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,634.0 |
2,525.0 |
2,120.2 |
|
| R3 |
2,430.0 |
2,321.0 |
2,064.1 |
|
| R2 |
2,226.0 |
2,226.0 |
2,045.4 |
|
| R1 |
2,117.0 |
2,117.0 |
2,026.7 |
2,069.5 |
| PP |
2,022.0 |
2,022.0 |
2,022.0 |
1,998.3 |
| S1 |
1,913.0 |
1,913.0 |
1,989.3 |
1,865.5 |
| S2 |
1,818.0 |
1,818.0 |
1,970.6 |
|
| S3 |
1,614.0 |
1,709.0 |
1,951.9 |
|
| S4 |
1,410.0 |
1,505.0 |
1,895.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,189.0 |
1,927.0 |
262.0 |
12.1% |
93.6 |
4.3% |
94% |
True |
False |
4,221 |
| 10 |
2,189.0 |
1,927.0 |
262.0 |
12.1% |
83.6 |
3.8% |
94% |
True |
False |
17,573 |
| 20 |
2,310.0 |
1,927.0 |
383.0 |
17.6% |
79.3 |
3.7% |
64% |
False |
False |
19,185 |
| 40 |
2,542.0 |
1,927.0 |
615.0 |
28.3% |
85.6 |
3.9% |
40% |
False |
False |
10,117 |
| 60 |
2,869.0 |
1,927.0 |
942.0 |
43.4% |
72.9 |
3.4% |
26% |
False |
False |
6,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,495.0 |
|
2.618 |
2,377.5 |
|
1.618 |
2,305.5 |
|
1.000 |
2,261.0 |
|
0.618 |
2,233.5 |
|
HIGH |
2,189.0 |
|
0.618 |
2,161.5 |
|
0.500 |
2,153.0 |
|
0.382 |
2,144.5 |
|
LOW |
2,117.0 |
|
0.618 |
2,072.5 |
|
1.000 |
2,045.0 |
|
1.618 |
2,000.5 |
|
2.618 |
1,928.5 |
|
4.250 |
1,811.0 |
|
|
| Fisher Pivots for day following 27-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,165.7 |
2,134.0 |
| PP |
2,159.3 |
2,096.0 |
| S1 |
2,153.0 |
2,058.0 |
|