| Trading Metrics calculated at close of trading on 09-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2011 |
09-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
5,424.5 |
5,352.0 |
-72.5 |
-1.3% |
5,202.0 |
| High |
5,474.0 |
5,402.5 |
-71.5 |
-1.3% |
5,474.0 |
| Low |
5,307.5 |
5,140.5 |
-167.0 |
-3.1% |
5,140.5 |
| Close |
5,347.5 |
5,154.5 |
-193.0 |
-3.6% |
5,154.5 |
| Range |
166.5 |
262.0 |
95.5 |
57.4% |
333.5 |
| ATR |
235.7 |
237.6 |
1.9 |
0.8% |
0.0 |
| Volume |
212,280 |
236,650 |
24,370 |
11.5% |
885,737 |
|
| Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,018.5 |
5,848.5 |
5,298.6 |
|
| R3 |
5,756.5 |
5,586.5 |
5,226.6 |
|
| R2 |
5,494.5 |
5,494.5 |
5,202.5 |
|
| R1 |
5,324.5 |
5,324.5 |
5,178.5 |
5,278.5 |
| PP |
5,232.5 |
5,232.5 |
5,232.5 |
5,209.5 |
| S1 |
5,062.5 |
5,062.5 |
5,130.5 |
5,016.5 |
| S2 |
4,970.5 |
4,970.5 |
5,106.5 |
|
| S3 |
4,708.5 |
4,800.5 |
5,082.5 |
|
| S4 |
4,446.5 |
4,538.5 |
5,010.4 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,256.8 |
6,039.2 |
5,337.9 |
|
| R3 |
5,923.3 |
5,705.7 |
5,246.2 |
|
| R2 |
5,589.8 |
5,589.8 |
5,215.6 |
|
| R1 |
5,372.2 |
5,372.2 |
5,185.1 |
5,314.3 |
| PP |
5,256.3 |
5,256.3 |
5,256.3 |
5,227.4 |
| S1 |
5,038.7 |
5,038.7 |
5,123.9 |
4,980.8 |
| S2 |
4,922.8 |
4,922.8 |
5,093.4 |
|
| S3 |
4,589.3 |
4,705.2 |
5,062.8 |
|
| S4 |
4,255.8 |
4,371.7 |
4,971.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,650.0 |
5,140.5 |
509.5 |
9.9% |
189.1 |
3.7% |
3% |
False |
True |
209,888 |
| 10 |
5,872.5 |
5,140.5 |
732.0 |
14.2% |
180.6 |
3.5% |
2% |
False |
True |
190,793 |
| 20 |
6,112.0 |
5,140.5 |
971.5 |
18.8% |
211.9 |
4.1% |
1% |
False |
True |
188,322 |
| 40 |
7,399.0 |
5,140.5 |
2,258.5 |
43.8% |
235.6 |
4.6% |
1% |
False |
True |
201,226 |
| 60 |
7,547.0 |
5,140.5 |
2,406.5 |
46.7% |
197.9 |
3.8% |
1% |
False |
True |
180,174 |
| 80 |
7,547.0 |
5,140.5 |
2,406.5 |
46.7% |
176.6 |
3.4% |
1% |
False |
True |
136,058 |
| 100 |
7,650.0 |
5,140.5 |
2,509.5 |
48.7% |
161.9 |
3.1% |
1% |
False |
True |
108,936 |
| 120 |
7,650.0 |
5,140.5 |
2,509.5 |
48.7% |
147.8 |
2.9% |
1% |
False |
True |
90,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,516.0 |
|
2.618 |
6,088.4 |
|
1.618 |
5,826.4 |
|
1.000 |
5,664.5 |
|
0.618 |
5,564.4 |
|
HIGH |
5,402.5 |
|
0.618 |
5,302.4 |
|
0.500 |
5,271.5 |
|
0.382 |
5,240.6 |
|
LOW |
5,140.5 |
|
0.618 |
4,978.6 |
|
1.000 |
4,878.5 |
|
1.618 |
4,716.6 |
|
2.618 |
4,454.6 |
|
4.250 |
4,027.0 |
|
|
| Fisher Pivots for day following 09-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,271.5 |
5,307.3 |
| PP |
5,232.5 |
5,256.3 |
| S1 |
5,193.5 |
5,205.4 |
|