| 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 |
11,247.72 |
11,433.71 |
185.99 |
1.7% |
10,990.01 |
| High |
11,433.40 |
11,532.47 |
99.07 |
0.9% |
11,532.47 |
| Low |
11,247.49 |
11,407.41 |
159.92 |
1.4% |
10,824.76 |
| Close |
11,433.18 |
11,509.09 |
75.91 |
0.7% |
11,509.09 |
| Range |
185.91 |
125.06 |
-60.85 |
-32.7% |
707.71 |
| ATR |
269.75 |
259.41 |
-10.33 |
-3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,858.17 |
11,808.69 |
11,577.87 |
|
| R3 |
11,733.11 |
11,683.63 |
11,543.48 |
|
| R2 |
11,608.05 |
11,608.05 |
11,532.02 |
|
| R1 |
11,558.57 |
11,558.57 |
11,520.55 |
11,583.31 |
| PP |
11,482.99 |
11,482.99 |
11,482.99 |
11,495.36 |
| S1 |
11,433.51 |
11,433.51 |
11,497.63 |
11,458.25 |
| S2 |
11,357.93 |
11,357.93 |
11,486.16 |
|
| S3 |
11,232.87 |
11,308.45 |
11,474.70 |
|
| S4 |
11,107.81 |
11,183.39 |
11,440.31 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,411.90 |
13,168.21 |
11,898.33 |
|
| R3 |
12,704.19 |
12,460.50 |
11,703.71 |
|
| R2 |
11,996.48 |
11,996.48 |
11,638.84 |
|
| R1 |
11,752.79 |
11,752.79 |
11,573.96 |
11,874.64 |
| PP |
11,288.77 |
11,288.77 |
11,288.77 |
11,349.70 |
| S1 |
11,045.08 |
11,045.08 |
11,444.22 |
11,166.93 |
| S2 |
10,581.06 |
10,581.06 |
11,379.34 |
|
| S3 |
9,873.35 |
10,337.37 |
11,314.47 |
|
| S4 |
9,165.64 |
9,629.66 |
11,119.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,532.47 |
10,824.76 |
707.71 |
6.1% |
218.97 |
1.9% |
97% |
True |
False |
|
| 10 |
11,532.47 |
10,824.76 |
707.71 |
6.1% |
251.06 |
2.2% |
97% |
True |
False |
|
| 20 |
11,716.84 |
10,801.41 |
915.43 |
8.0% |
255.12 |
2.2% |
77% |
False |
False |
|
| 40 |
12,740.87 |
10,604.07 |
2,136.80 |
18.6% |
284.18 |
2.5% |
42% |
False |
False |
|
| 60 |
12,753.89 |
10,604.07 |
2,149.82 |
18.7% |
238.92 |
2.1% |
42% |
False |
False |
|
| 80 |
12,753.89 |
10,604.07 |
2,149.82 |
18.7% |
212.62 |
1.8% |
42% |
False |
False |
|
| 100 |
12,876.00 |
10,604.07 |
2,271.93 |
19.7% |
196.10 |
1.7% |
40% |
False |
False |
|
| 120 |
12,876.00 |
10,604.07 |
2,271.93 |
19.7% |
181.59 |
1.6% |
40% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,063.98 |
|
2.618 |
11,859.88 |
|
1.618 |
11,734.82 |
|
1.000 |
11,657.53 |
|
0.618 |
11,609.76 |
|
HIGH |
11,532.47 |
|
0.618 |
11,484.70 |
|
0.500 |
11,469.94 |
|
0.382 |
11,455.18 |
|
LOW |
11,407.41 |
|
0.618 |
11,330.12 |
|
1.000 |
11,282.35 |
|
1.618 |
11,205.06 |
|
2.618 |
11,080.00 |
|
4.250 |
10,875.91 |
|
|
| Fisher Pivots for day following 16-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,496.04 |
11,427.11 |
| PP |
11,482.99 |
11,345.13 |
| S1 |
11,469.94 |
11,263.16 |
|