| 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 |
5,079.0 |
5,154.5 |
75.5 |
1.5% |
5,202.0 |
| High |
5,149.0 |
5,224.5 |
75.5 |
1.5% |
5,474.0 |
| Low |
4,962.0 |
4,963.0 |
1.0 |
0.0% |
5,140.5 |
| Close |
5,149.0 |
5,193.5 |
44.5 |
0.9% |
5,154.5 |
| Range |
187.0 |
261.5 |
74.5 |
39.8% |
333.5 |
| ATR |
234.4 |
236.3 |
1.9 |
0.8% |
0.0 |
| Volume |
267,934 |
347,155 |
79,221 |
29.6% |
885,737 |
|
| Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,911.5 |
5,814.0 |
5,337.3 |
|
| R3 |
5,650.0 |
5,552.5 |
5,265.4 |
|
| R2 |
5,388.5 |
5,388.5 |
5,241.4 |
|
| R1 |
5,291.0 |
5,291.0 |
5,217.5 |
5,339.8 |
| PP |
5,127.0 |
5,127.0 |
5,127.0 |
5,151.4 |
| S1 |
5,029.5 |
5,029.5 |
5,169.5 |
5,078.3 |
| S2 |
4,865.5 |
4,865.5 |
5,145.6 |
|
| S3 |
4,604.0 |
4,768.0 |
5,121.6 |
|
| S4 |
4,342.5 |
4,506.5 |
5,049.7 |
|
|
| 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 |
5,474.0 |
4,962.0 |
512.0 |
9.9% |
210.8 |
4.1% |
45% |
False |
False |
249,924 |
| 10 |
5,872.5 |
4,962.0 |
910.5 |
17.5% |
193.7 |
3.7% |
25% |
False |
False |
222,503 |
| 20 |
6,050.0 |
4,962.0 |
1,088.0 |
20.9% |
209.9 |
4.0% |
21% |
False |
False |
202,534 |
| 40 |
7,399.0 |
4,962.0 |
2,437.0 |
46.9% |
241.2 |
4.6% |
9% |
False |
False |
209,497 |
| 60 |
7,547.0 |
4,962.0 |
2,585.0 |
49.8% |
200.5 |
3.9% |
9% |
False |
False |
186,426 |
| 80 |
7,547.0 |
4,962.0 |
2,585.0 |
49.8% |
178.8 |
3.4% |
9% |
False |
False |
143,723 |
| 100 |
7,650.0 |
4,962.0 |
2,688.0 |
51.8% |
164.4 |
3.2% |
9% |
False |
False |
115,080 |
| 120 |
7,650.0 |
4,962.0 |
2,688.0 |
51.8% |
150.3 |
2.9% |
9% |
False |
False |
95,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,335.9 |
|
2.618 |
5,909.1 |
|
1.618 |
5,647.6 |
|
1.000 |
5,486.0 |
|
0.618 |
5,386.1 |
|
HIGH |
5,224.5 |
|
0.618 |
5,124.6 |
|
0.500 |
5,093.8 |
|
0.382 |
5,062.9 |
|
LOW |
4,963.0 |
|
0.618 |
4,801.4 |
|
1.000 |
4,701.5 |
|
1.618 |
4,539.9 |
|
2.618 |
4,278.4 |
|
4.250 |
3,851.6 |
|
|
| Fisher Pivots for day following 13-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,160.3 |
5,189.8 |
| PP |
5,127.0 |
5,186.0 |
| S1 |
5,093.8 |
5,182.3 |
|