| Trading Metrics calculated at close of trading on 15-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2011 |
15-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,221.00 |
2,252.00 |
31.00 |
1.4% |
2,159.50 |
| High |
2,278.25 |
2,292.50 |
14.25 |
0.6% |
2,244.00 |
| Low |
2,191.75 |
2,245.00 |
53.25 |
2.4% |
2,108.25 |
| Close |
2,252.00 |
2,290.00 |
38.00 |
1.7% |
2,169.00 |
| Range |
86.50 |
47.50 |
-39.00 |
-45.1% |
135.75 |
| ATR |
67.56 |
66.13 |
-1.43 |
-2.1% |
0.00 |
| Volume |
94,261 |
67,959 |
-26,302 |
-27.9% |
921,613 |
|
| Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,418.25 |
2,401.75 |
2,316.00 |
|
| R3 |
2,370.75 |
2,354.25 |
2,303.00 |
|
| R2 |
2,323.25 |
2,323.25 |
2,298.75 |
|
| R1 |
2,306.75 |
2,306.75 |
2,294.25 |
2,315.00 |
| PP |
2,275.75 |
2,275.75 |
2,275.75 |
2,280.00 |
| S1 |
2,259.25 |
2,259.25 |
2,285.75 |
2,267.50 |
| S2 |
2,228.25 |
2,228.25 |
2,281.25 |
|
| S3 |
2,180.75 |
2,211.75 |
2,277.00 |
|
| S4 |
2,133.25 |
2,164.25 |
2,264.00 |
|
|
| 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 |
2,292.50 |
2,122.00 |
170.50 |
7.4% |
69.50 |
3.0% |
99% |
True |
False |
109,107 |
| 10 |
2,292.50 |
2,108.25 |
184.25 |
8.0% |
62.25 |
2.7% |
99% |
True |
False |
185,774 |
| 20 |
2,292.50 |
2,022.25 |
270.25 |
11.8% |
66.00 |
2.9% |
99% |
True |
False |
243,323 |
| 40 |
2,435.50 |
1,972.25 |
463.25 |
20.2% |
71.50 |
3.1% |
69% |
False |
False |
308,656 |
| 60 |
2,435.50 |
1,972.25 |
463.25 |
20.2% |
61.25 |
2.7% |
69% |
False |
False |
293,625 |
| 80 |
2,435.50 |
1,972.25 |
463.25 |
20.2% |
54.25 |
2.4% |
69% |
False |
False |
252,385 |
| 100 |
2,435.50 |
1,972.25 |
463.25 |
20.2% |
49.50 |
2.2% |
69% |
False |
False |
201,948 |
| 120 |
2,435.50 |
1,972.25 |
463.25 |
20.2% |
46.00 |
2.0% |
69% |
False |
False |
168,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,494.50 |
|
2.618 |
2,416.75 |
|
1.618 |
2,369.25 |
|
1.000 |
2,340.00 |
|
0.618 |
2,321.75 |
|
HIGH |
2,292.50 |
|
0.618 |
2,274.25 |
|
0.500 |
2,268.75 |
|
0.382 |
2,263.25 |
|
LOW |
2,245.00 |
|
0.618 |
2,215.75 |
|
1.000 |
2,197.50 |
|
1.618 |
2,168.25 |
|
2.618 |
2,120.75 |
|
4.250 |
2,043.00 |
|
|
| Fisher Pivots for day following 15-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,283.00 |
2,270.00 |
| PP |
2,275.75 |
2,249.75 |
| S1 |
2,268.75 |
2,229.50 |
|