| Trading Metrics calculated at close of trading on 12-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2011 |
12-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,216.00 |
2,159.75 |
-56.25 |
-2.5% |
2,159.50 |
| High |
2,227.75 |
2,198.75 |
-29.00 |
-1.3% |
2,244.00 |
| Low |
2,149.75 |
2,122.00 |
-27.75 |
-1.3% |
2,108.25 |
| Close |
2,169.00 |
2,195.00 |
26.00 |
1.2% |
2,169.00 |
| Range |
78.00 |
76.75 |
-1.25 |
-1.6% |
135.75 |
| ATR |
65.87 |
66.65 |
0.78 |
1.2% |
0.00 |
| Volume |
143,368 |
125,382 |
-17,986 |
-12.5% |
921,613 |
|
| Daily Pivots for day following 12-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,402.25 |
2,375.25 |
2,237.25 |
|
| R3 |
2,325.50 |
2,298.50 |
2,216.00 |
|
| R2 |
2,248.75 |
2,248.75 |
2,209.00 |
|
| R1 |
2,221.75 |
2,221.75 |
2,202.00 |
2,235.25 |
| PP |
2,172.00 |
2,172.00 |
2,172.00 |
2,178.50 |
| S1 |
2,145.00 |
2,145.00 |
2,188.00 |
2,158.50 |
| S2 |
2,095.25 |
2,095.25 |
2,181.00 |
|
| S3 |
2,018.50 |
2,068.25 |
2,174.00 |
|
| S4 |
1,941.75 |
1,991.50 |
2,152.75 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,581.00 |
2,510.75 |
2,243.75 |
|
| R3 |
2,445.25 |
2,375.00 |
2,206.25 |
|
| R2 |
2,309.50 |
2,309.50 |
2,194.00 |
|
| R1 |
2,239.25 |
2,239.25 |
2,181.50 |
2,274.50 |
| PP |
2,173.75 |
2,173.75 |
2,173.75 |
2,191.25 |
| S1 |
2,103.50 |
2,103.50 |
2,156.50 |
2,138.50 |
| S2 |
2,038.00 |
2,038.00 |
2,144.00 |
|
| S3 |
1,902.25 |
1,967.75 |
2,131.75 |
|
| S4 |
1,766.50 |
1,832.00 |
2,094.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,244.00 |
2,108.25 |
135.75 |
6.2% |
63.25 |
2.9% |
64% |
False |
False |
209,399 |
| 10 |
2,268.25 |
2,108.25 |
160.00 |
7.3% |
59.25 |
2.7% |
54% |
False |
False |
231,989 |
| 20 |
2,268.25 |
2,022.25 |
246.00 |
11.2% |
63.50 |
2.9% |
70% |
False |
False |
268,977 |
| 40 |
2,435.50 |
1,972.25 |
463.25 |
21.1% |
69.75 |
3.2% |
48% |
False |
False |
320,321 |
| 60 |
2,435.50 |
1,972.25 |
463.25 |
21.1% |
60.00 |
2.7% |
48% |
False |
False |
303,406 |
| 80 |
2,435.50 |
1,972.25 |
463.25 |
21.1% |
53.00 |
2.4% |
48% |
False |
False |
248,934 |
| 100 |
2,435.50 |
1,972.25 |
463.25 |
21.1% |
48.25 |
2.2% |
48% |
False |
False |
199,187 |
| 120 |
2,435.50 |
1,972.25 |
463.25 |
21.1% |
45.25 |
2.1% |
48% |
False |
False |
166,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,525.00 |
|
2.618 |
2,399.75 |
|
1.618 |
2,323.00 |
|
1.000 |
2,275.50 |
|
0.618 |
2,246.25 |
|
HIGH |
2,198.75 |
|
0.618 |
2,169.50 |
|
0.500 |
2,160.50 |
|
0.382 |
2,151.25 |
|
LOW |
2,122.00 |
|
0.618 |
2,074.50 |
|
1.000 |
2,045.25 |
|
1.618 |
1,997.75 |
|
2.618 |
1,921.00 |
|
4.250 |
1,795.75 |
|
|
| Fisher Pivots for day following 12-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,183.50 |
2,191.00 |
| PP |
2,172.00 |
2,187.00 |
| S1 |
2,160.50 |
2,183.00 |
|