| Trading Metrics calculated at close of trading on 16-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2011 |
16-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,252.00 |
2,290.25 |
38.25 |
1.7% |
2,159.75 |
| High |
2,292.50 |
2,298.50 |
6.00 |
0.3% |
2,298.50 |
| Low |
2,245.00 |
2,275.50 |
30.50 |
1.4% |
2,122.00 |
| Close |
2,290.00 |
2,292.79 |
2.79 |
0.1% |
2,292.79 |
| Range |
47.50 |
23.00 |
-24.50 |
-51.6% |
176.50 |
| ATR |
66.13 |
63.05 |
-3.08 |
-4.7% |
0.00 |
| Volume |
67,959 |
2,415 |
-65,544 |
-96.4% |
404,582 |
|
| Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,358.00 |
2,348.25 |
2,305.50 |
|
| R3 |
2,335.00 |
2,325.25 |
2,299.00 |
|
| R2 |
2,312.00 |
2,312.00 |
2,297.00 |
|
| R1 |
2,302.25 |
2,302.25 |
2,295.00 |
2,307.25 |
| PP |
2,289.00 |
2,289.00 |
2,289.00 |
2,291.25 |
| S1 |
2,279.25 |
2,279.25 |
2,290.75 |
2,284.25 |
| S2 |
2,266.00 |
2,266.00 |
2,288.50 |
|
| S3 |
2,243.00 |
2,256.25 |
2,286.50 |
|
| S4 |
2,220.00 |
2,233.25 |
2,280.25 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,767.25 |
2,706.50 |
2,389.75 |
|
| R3 |
2,590.75 |
2,530.00 |
2,341.25 |
|
| R2 |
2,414.25 |
2,414.25 |
2,325.25 |
|
| R1 |
2,353.50 |
2,353.50 |
2,309.00 |
2,384.00 |
| PP |
2,237.75 |
2,237.75 |
2,237.75 |
2,253.00 |
| S1 |
2,177.00 |
2,177.00 |
2,276.50 |
2,207.50 |
| S2 |
2,061.25 |
2,061.25 |
2,260.50 |
|
| S3 |
1,884.75 |
2,000.50 |
2,244.25 |
|
| S4 |
1,708.25 |
1,824.00 |
2,195.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,298.50 |
2,122.00 |
176.50 |
7.7% |
58.50 |
2.6% |
97% |
True |
False |
80,916 |
| 10 |
2,298.50 |
2,108.25 |
190.25 |
8.3% |
59.75 |
2.6% |
97% |
True |
False |
159,784 |
| 20 |
2,298.50 |
2,022.25 |
276.25 |
12.0% |
61.00 |
2.7% |
98% |
True |
False |
221,224 |
| 40 |
2,435.50 |
1,972.25 |
463.25 |
20.2% |
70.75 |
3.1% |
69% |
False |
False |
301,743 |
| 60 |
2,435.50 |
1,972.25 |
463.25 |
20.2% |
61.25 |
2.7% |
69% |
False |
False |
289,936 |
| 80 |
2,435.50 |
1,972.25 |
463.25 |
20.2% |
54.25 |
2.4% |
69% |
False |
False |
252,412 |
| 100 |
2,435.50 |
1,972.25 |
463.25 |
20.2% |
49.50 |
2.2% |
69% |
False |
False |
201,972 |
| 120 |
2,435.50 |
1,972.25 |
463.25 |
20.2% |
45.75 |
2.0% |
69% |
False |
False |
168,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,396.25 |
|
2.618 |
2,358.75 |
|
1.618 |
2,335.75 |
|
1.000 |
2,321.50 |
|
0.618 |
2,312.75 |
|
HIGH |
2,298.50 |
|
0.618 |
2,289.75 |
|
0.500 |
2,287.00 |
|
0.382 |
2,284.25 |
|
LOW |
2,275.50 |
|
0.618 |
2,261.25 |
|
1.000 |
2,252.50 |
|
1.618 |
2,238.25 |
|
2.618 |
2,215.25 |
|
4.250 |
2,177.75 |
|
|
| Fisher Pivots for day following 16-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,290.75 |
2,277.00 |
| PP |
2,289.00 |
2,261.00 |
| S1 |
2,287.00 |
2,245.00 |
|