| Trading Metrics calculated at close of trading on 13-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2011 |
13-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
10,990.01 |
11,054.99 |
64.98 |
0.6% |
11,237.31 |
| High |
11,062.03 |
11,140.85 |
78.82 |
0.7% |
11,477.30 |
| Low |
10,824.76 |
10,987.18 |
162.42 |
1.5% |
10,932.53 |
| Close |
11,061.12 |
11,105.85 |
44.73 |
0.4% |
10,992.13 |
| Range |
237.27 |
153.67 |
-83.60 |
-35.2% |
544.77 |
| ATR |
275.88 |
267.15 |
-8.73 |
-3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,538.97 |
11,476.08 |
11,190.37 |
|
| R3 |
11,385.30 |
11,322.41 |
11,148.11 |
|
| R2 |
11,231.63 |
11,231.63 |
11,134.02 |
|
| R1 |
11,168.74 |
11,168.74 |
11,119.94 |
11,200.19 |
| PP |
11,077.96 |
11,077.96 |
11,077.96 |
11,093.68 |
| S1 |
11,015.07 |
11,015.07 |
11,091.76 |
11,046.52 |
| S2 |
10,924.29 |
10,924.29 |
11,077.68 |
|
| S3 |
10,770.62 |
10,861.40 |
11,063.59 |
|
| S4 |
10,616.95 |
10,707.73 |
11,021.33 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,768.30 |
12,424.98 |
11,291.75 |
|
| R3 |
12,223.53 |
11,880.21 |
11,141.94 |
|
| R2 |
11,678.76 |
11,678.76 |
11,092.00 |
|
| R1 |
11,335.44 |
11,335.44 |
11,042.07 |
11,234.72 |
| PP |
11,133.99 |
11,133.99 |
11,133.99 |
11,083.62 |
| S1 |
10,790.67 |
10,790.67 |
10,942.19 |
10,689.95 |
| S2 |
10,589.22 |
10,589.22 |
10,892.26 |
|
| S3 |
10,044.45 |
10,245.90 |
10,842.32 |
|
| S4 |
9,499.68 |
9,701.13 |
10,692.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,477.30 |
10,824.76 |
652.54 |
5.9% |
244.18 |
2.2% |
43% |
False |
False |
|
| 10 |
11,716.84 |
10,824.76 |
892.08 |
8.0% |
242.02 |
2.2% |
32% |
False |
False |
|
| 20 |
11,716.84 |
10,801.41 |
915.43 |
8.2% |
266.30 |
2.4% |
33% |
False |
False |
|
| 40 |
12,751.43 |
10,604.07 |
2,147.36 |
19.3% |
278.17 |
2.5% |
23% |
False |
False |
|
| 60 |
12,753.89 |
10,604.07 |
2,149.82 |
19.4% |
233.30 |
2.1% |
23% |
False |
False |
|
| 80 |
12,753.89 |
10,604.07 |
2,149.82 |
19.4% |
208.46 |
1.9% |
23% |
False |
False |
|
| 100 |
12,876.00 |
10,604.07 |
2,271.93 |
20.5% |
191.60 |
1.7% |
22% |
False |
False |
|
| 120 |
12,876.00 |
10,604.07 |
2,271.93 |
20.5% |
177.96 |
1.6% |
22% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,793.95 |
|
2.618 |
11,543.16 |
|
1.618 |
11,389.49 |
|
1.000 |
11,294.52 |
|
0.618 |
11,235.82 |
|
HIGH |
11,140.85 |
|
0.618 |
11,082.15 |
|
0.500 |
11,064.02 |
|
0.382 |
11,045.88 |
|
LOW |
10,987.18 |
|
0.618 |
10,892.21 |
|
1.000 |
10,833.51 |
|
1.618 |
10,738.54 |
|
2.618 |
10,584.87 |
|
4.250 |
10,334.08 |
|
|
| Fisher Pivots for day following 13-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,091.91 |
11,090.50 |
| PP |
11,077.96 |
11,075.15 |
| S1 |
11,064.02 |
11,059.80 |
|