| 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 |
2,159.75 |
2,194.75 |
35.00 |
1.6% |
2,159.50 |
| High |
2,198.75 |
2,225.75 |
27.00 |
1.2% |
2,244.00 |
| Low |
2,122.00 |
2,166.75 |
44.75 |
2.1% |
2,108.25 |
| Close |
2,195.00 |
2,220.75 |
25.75 |
1.2% |
2,169.00 |
| Range |
76.75 |
59.00 |
-17.75 |
-23.1% |
135.75 |
| ATR |
66.65 |
66.10 |
-0.55 |
-0.8% |
0.00 |
| Volume |
125,382 |
114,565 |
-10,817 |
-8.6% |
921,613 |
|
| Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,381.50 |
2,360.00 |
2,253.25 |
|
| R3 |
2,322.50 |
2,301.00 |
2,237.00 |
|
| R2 |
2,263.50 |
2,263.50 |
2,231.50 |
|
| R1 |
2,242.00 |
2,242.00 |
2,226.25 |
2,252.75 |
| PP |
2,204.50 |
2,204.50 |
2,204.50 |
2,209.75 |
| S1 |
2,183.00 |
2,183.00 |
2,215.25 |
2,193.75 |
| S2 |
2,145.50 |
2,145.50 |
2,210.00 |
|
| S3 |
2,086.50 |
2,124.00 |
2,204.50 |
|
| S4 |
2,027.50 |
2,065.00 |
2,188.25 |
|
|
| 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 |
2,122.00 |
122.00 |
5.5% |
62.50 |
2.8% |
81% |
False |
False |
177,983 |
| 10 |
2,268.25 |
2,108.25 |
160.00 |
7.2% |
58.50 |
2.6% |
70% |
False |
False |
223,613 |
| 20 |
2,268.25 |
2,022.25 |
246.00 |
11.1% |
64.75 |
2.9% |
81% |
False |
False |
263,491 |
| 40 |
2,435.50 |
1,972.25 |
463.25 |
20.9% |
70.50 |
3.2% |
54% |
False |
False |
317,834 |
| 60 |
2,435.50 |
1,972.25 |
463.25 |
20.9% |
60.25 |
2.7% |
54% |
False |
False |
300,173 |
| 80 |
2,435.50 |
1,972.25 |
463.25 |
20.9% |
53.50 |
2.4% |
54% |
False |
False |
250,364 |
| 100 |
2,435.50 |
1,972.25 |
463.25 |
20.9% |
48.50 |
2.2% |
54% |
False |
False |
200,332 |
| 120 |
2,435.50 |
1,972.25 |
463.25 |
20.9% |
45.50 |
2.0% |
54% |
False |
False |
166,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,476.50 |
|
2.618 |
2,380.25 |
|
1.618 |
2,321.25 |
|
1.000 |
2,284.75 |
|
0.618 |
2,262.25 |
|
HIGH |
2,225.75 |
|
0.618 |
2,203.25 |
|
0.500 |
2,196.25 |
|
0.382 |
2,189.25 |
|
LOW |
2,166.75 |
|
0.618 |
2,130.25 |
|
1.000 |
2,107.75 |
|
1.618 |
2,071.25 |
|
2.618 |
2,012.25 |
|
4.250 |
1,916.00 |
|
|
| Fisher Pivots for day following 13-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,212.50 |
2,205.50 |
| PP |
2,204.50 |
2,190.25 |
| S1 |
2,196.25 |
2,175.00 |
|