| Trading Metrics calculated at close of trading on 14-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2011 |
14-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
5,180.0 |
5,128.0 |
-52.0 |
-1.0% |
5,463.0 |
| High |
5,248.5 |
5,470.0 |
221.5 |
4.2% |
5,502.5 |
| Low |
4,988.0 |
5,095.5 |
107.5 |
2.2% |
5,176.0 |
| Close |
5,171.5 |
5,361.0 |
189.5 |
3.7% |
5,211.5 |
| Range |
260.5 |
374.5 |
114.0 |
43.8% |
326.5 |
| ATR |
219.0 |
230.1 |
11.1 |
5.1% |
0.0 |
| Volume |
13,523 |
24,364 |
10,841 |
80.2% |
3,921 |
|
| Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,432.3 |
6,271.2 |
5,567.0 |
|
| R3 |
6,057.8 |
5,896.7 |
5,464.0 |
|
| R2 |
5,683.3 |
5,683.3 |
5,429.7 |
|
| R1 |
5,522.2 |
5,522.2 |
5,395.3 |
5,602.8 |
| PP |
5,308.8 |
5,308.8 |
5,308.8 |
5,349.1 |
| S1 |
5,147.7 |
5,147.7 |
5,326.7 |
5,228.3 |
| S2 |
4,934.3 |
4,934.3 |
5,292.3 |
|
| S3 |
4,559.8 |
4,773.2 |
5,258.0 |
|
| S4 |
4,185.3 |
4,398.7 |
5,155.0 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,276.2 |
6,070.3 |
5,391.1 |
|
| R3 |
5,949.7 |
5,743.8 |
5,301.3 |
|
| R2 |
5,623.2 |
5,623.2 |
5,271.4 |
|
| R1 |
5,417.3 |
5,417.3 |
5,241.4 |
5,357.0 |
| PP |
5,296.7 |
5,296.7 |
5,296.7 |
5,266.5 |
| S1 |
5,090.8 |
5,090.8 |
5,181.6 |
5,030.5 |
| S2 |
4,970.2 |
4,970.2 |
5,151.6 |
|
| S3 |
4,643.7 |
4,764.3 |
5,121.7 |
|
| S4 |
4,317.2 |
4,437.8 |
5,031.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,502.5 |
4,988.0 |
514.5 |
9.6% |
242.6 |
4.5% |
72% |
False |
False |
9,099 |
| 10 |
5,826.0 |
4,988.0 |
838.0 |
15.6% |
196.8 |
3.7% |
45% |
False |
False |
4,677 |
| 20 |
5,910.0 |
4,988.0 |
922.0 |
17.2% |
190.4 |
3.6% |
40% |
False |
False |
2,416 |
| 40 |
7,454.0 |
4,988.0 |
2,466.0 |
46.0% |
212.7 |
4.0% |
15% |
False |
False |
1,282 |
| 60 |
7,570.5 |
4,988.0 |
2,582.5 |
48.2% |
164.5 |
3.1% |
14% |
False |
False |
874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,061.6 |
|
2.618 |
6,450.4 |
|
1.618 |
6,075.9 |
|
1.000 |
5,844.5 |
|
0.618 |
5,701.4 |
|
HIGH |
5,470.0 |
|
0.618 |
5,326.9 |
|
0.500 |
5,282.8 |
|
0.382 |
5,238.6 |
|
LOW |
5,095.5 |
|
0.618 |
4,864.1 |
|
1.000 |
4,721.0 |
|
1.618 |
4,489.6 |
|
2.618 |
4,115.1 |
|
4.250 |
3,503.9 |
|
|
| Fisher Pivots for day following 14-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,334.9 |
5,317.0 |
| PP |
5,308.8 |
5,273.0 |
| S1 |
5,282.8 |
5,229.0 |
|