| 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 |
2,194.75 |
2,221.00 |
26.25 |
1.2% |
2,159.50 |
| High |
2,225.75 |
2,278.25 |
52.50 |
2.4% |
2,244.00 |
| Low |
2,166.75 |
2,191.75 |
25.00 |
1.2% |
2,108.25 |
| Close |
2,220.75 |
2,252.00 |
31.25 |
1.4% |
2,169.00 |
| Range |
59.00 |
86.50 |
27.50 |
46.6% |
135.75 |
| ATR |
66.10 |
67.56 |
1.46 |
2.2% |
0.00 |
| Volume |
114,565 |
94,261 |
-20,304 |
-17.7% |
921,613 |
|
| Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,500.25 |
2,462.50 |
2,299.50 |
|
| R3 |
2,413.75 |
2,376.00 |
2,275.75 |
|
| R2 |
2,327.25 |
2,327.25 |
2,267.75 |
|
| R1 |
2,289.50 |
2,289.50 |
2,260.00 |
2,308.50 |
| PP |
2,240.75 |
2,240.75 |
2,240.75 |
2,250.00 |
| S1 |
2,203.00 |
2,203.00 |
2,244.00 |
2,222.00 |
| S2 |
2,154.25 |
2,154.25 |
2,236.25 |
|
| S3 |
2,067.75 |
2,116.50 |
2,228.25 |
|
| S4 |
1,981.25 |
2,030.00 |
2,204.50 |
|
|
| 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 |
2,278.25 |
2,122.00 |
156.25 |
6.9% |
67.75 |
3.0% |
83% |
True |
False |
146,325 |
| 10 |
2,278.25 |
2,108.25 |
170.00 |
7.5% |
62.25 |
2.8% |
85% |
True |
False |
207,556 |
| 20 |
2,278.25 |
2,022.25 |
256.00 |
11.4% |
66.50 |
3.0% |
90% |
True |
False |
253,458 |
| 40 |
2,435.50 |
1,972.25 |
463.25 |
20.6% |
71.00 |
3.2% |
60% |
False |
False |
313,301 |
| 60 |
2,435.50 |
1,972.25 |
463.25 |
20.6% |
61.25 |
2.7% |
60% |
False |
False |
298,159 |
| 80 |
2,435.50 |
1,972.25 |
463.25 |
20.6% |
54.25 |
2.4% |
60% |
False |
False |
251,538 |
| 100 |
2,435.50 |
1,972.25 |
463.25 |
20.6% |
49.25 |
2.2% |
60% |
False |
False |
201,272 |
| 120 |
2,435.50 |
1,972.25 |
463.25 |
20.6% |
45.75 |
2.0% |
60% |
False |
False |
167,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,646.00 |
|
2.618 |
2,504.75 |
|
1.618 |
2,418.25 |
|
1.000 |
2,364.75 |
|
0.618 |
2,331.75 |
|
HIGH |
2,278.25 |
|
0.618 |
2,245.25 |
|
0.500 |
2,235.00 |
|
0.382 |
2,224.75 |
|
LOW |
2,191.75 |
|
0.618 |
2,138.25 |
|
1.000 |
2,105.25 |
|
1.618 |
2,051.75 |
|
2.618 |
1,965.25 |
|
4.250 |
1,824.00 |
|
|
| Fisher Pivots for day following 14-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,246.25 |
2,234.75 |
| PP |
2,240.75 |
2,217.50 |
| S1 |
2,235.00 |
2,200.00 |
|