| Trading Metrics calculated at close of trading on 19-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2011 |
19-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1,790.5 |
1,820.0 |
29.5 |
1.6% |
1,862.2 |
| High |
1,825.0 |
1,832.9 |
7.9 |
0.4% |
1,865.2 |
| Low |
1,765.4 |
1,771.0 |
5.6 |
0.3% |
1,765.4 |
| Close |
1,814.7 |
1,778.9 |
-35.8 |
-2.0% |
1,814.7 |
| Range |
59.6 |
61.9 |
2.3 |
3.9% |
99.8 |
| ATR |
53.5 |
54.1 |
0.6 |
1.1% |
0.0 |
| Volume |
173,985 |
177,796 |
3,811 |
2.2% |
947,958 |
|
| Daily Pivots for day following 19-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,980.0 |
1,941.3 |
1,812.9 |
|
| R3 |
1,918.1 |
1,879.4 |
1,795.9 |
|
| R2 |
1,856.2 |
1,856.2 |
1,790.2 |
|
| R1 |
1,817.5 |
1,817.5 |
1,784.6 |
1,805.9 |
| PP |
1,794.3 |
1,794.3 |
1,794.3 |
1,788.5 |
| S1 |
1,755.6 |
1,755.6 |
1,773.2 |
1,744.0 |
| S2 |
1,732.4 |
1,732.4 |
1,767.6 |
|
| S3 |
1,670.5 |
1,693.7 |
1,761.9 |
|
| S4 |
1,608.6 |
1,631.8 |
1,744.9 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,114.5 |
2,064.4 |
1,869.6 |
|
| R3 |
2,014.7 |
1,964.6 |
1,842.1 |
|
| R2 |
1,914.9 |
1,914.9 |
1,833.0 |
|
| R1 |
1,864.8 |
1,864.8 |
1,823.8 |
1,840.0 |
| PP |
1,815.1 |
1,815.1 |
1,815.1 |
1,802.7 |
| S1 |
1,765.0 |
1,765.0 |
1,805.6 |
1,740.2 |
| S2 |
1,715.3 |
1,715.3 |
1,796.4 |
|
| S3 |
1,615.5 |
1,665.2 |
1,787.3 |
|
| S4 |
1,515.7 |
1,565.4 |
1,759.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,848.2 |
1,765.4 |
82.8 |
4.7% |
53.1 |
3.0% |
16% |
False |
False |
182,070 |
| 10 |
1,923.7 |
1,765.4 |
158.3 |
8.9% |
59.9 |
3.4% |
9% |
False |
False |
228,185 |
| 20 |
1,923.7 |
1,705.4 |
218.3 |
12.3% |
60.5 |
3.4% |
34% |
False |
False |
234,228 |
| 40 |
1,923.7 |
1,605.0 |
318.7 |
17.9% |
48.6 |
2.7% |
55% |
False |
False |
211,022 |
| 60 |
1,923.7 |
1,481.0 |
442.7 |
24.9% |
39.2 |
2.2% |
67% |
False |
False |
146,468 |
| 80 |
1,923.7 |
1,481.0 |
442.7 |
24.9% |
33.7 |
1.9% |
67% |
False |
False |
110,869 |
| 100 |
1,923.7 |
1,465.9 |
457.8 |
25.7% |
32.0 |
1.8% |
68% |
False |
False |
89,674 |
| 120 |
1,923.7 |
1,418.5 |
505.2 |
28.4% |
29.4 |
1.7% |
71% |
False |
False |
75,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,096.0 |
|
2.618 |
1,995.0 |
|
1.618 |
1,933.1 |
|
1.000 |
1,894.8 |
|
0.618 |
1,871.2 |
|
HIGH |
1,832.9 |
|
0.618 |
1,809.3 |
|
0.500 |
1,802.0 |
|
0.382 |
1,794.6 |
|
LOW |
1,771.0 |
|
0.618 |
1,732.7 |
|
1.000 |
1,709.1 |
|
1.618 |
1,670.8 |
|
2.618 |
1,608.9 |
|
4.250 |
1,507.9 |
|
|
| Fisher Pivots for day following 19-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,802.0 |
1,799.2 |
| PP |
1,794.3 |
1,792.4 |
| S1 |
1,786.6 |
1,785.7 |
|