| Trading Metrics calculated at close of trading on 27-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2011 |
27-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1,660.0 |
1,629.2 |
-30.8 |
-1.9% |
1,820.0 |
| High |
1,666.3 |
1,679.2 |
12.9 |
0.8% |
1,832.9 |
| Low |
1,535.0 |
1,616.8 |
81.8 |
5.3% |
1,631.7 |
| Close |
1,594.8 |
1,652.5 |
57.7 |
3.6% |
1,639.8 |
| Range |
131.3 |
62.4 |
-68.9 |
-52.5% |
201.2 |
| ATR |
64.8 |
66.2 |
1.4 |
2.2% |
0.0 |
| Volume |
359,484 |
213,879 |
-145,605 |
-40.5% |
1,114,688 |
|
| Daily Pivots for day following 27-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,836.7 |
1,807.0 |
1,686.8 |
|
| R3 |
1,774.3 |
1,744.6 |
1,669.7 |
|
| R2 |
1,711.9 |
1,711.9 |
1,663.9 |
|
| R1 |
1,682.2 |
1,682.2 |
1,658.2 |
1,697.1 |
| PP |
1,649.5 |
1,649.5 |
1,649.5 |
1,656.9 |
| S1 |
1,619.8 |
1,619.8 |
1,646.8 |
1,634.7 |
| S2 |
1,587.1 |
1,587.1 |
1,641.1 |
|
| S3 |
1,524.7 |
1,557.4 |
1,635.3 |
|
| S4 |
1,462.3 |
1,495.0 |
1,618.2 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,305.1 |
2,173.6 |
1,750.5 |
|
| R3 |
2,103.9 |
1,972.4 |
1,695.1 |
|
| R2 |
1,902.7 |
1,902.7 |
1,676.7 |
|
| R1 |
1,771.2 |
1,771.2 |
1,658.2 |
1,736.4 |
| PP |
1,701.5 |
1,701.5 |
1,701.5 |
1,684.0 |
| S1 |
1,570.0 |
1,570.0 |
1,621.4 |
1,535.2 |
| S2 |
1,500.3 |
1,500.3 |
1,602.9 |
|
| S3 |
1,299.1 |
1,368.8 |
1,584.5 |
|
| S4 |
1,097.9 |
1,167.6 |
1,529.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,819.4 |
1,535.0 |
284.4 |
17.2% |
84.8 |
5.1% |
41% |
False |
False |
269,983 |
| 10 |
1,848.2 |
1,535.0 |
313.2 |
19.0% |
67.9 |
4.1% |
38% |
False |
False |
224,330 |
| 20 |
1,923.7 |
1,535.0 |
388.7 |
23.5% |
61.6 |
3.7% |
30% |
False |
False |
221,307 |
| 40 |
1,923.7 |
1,535.0 |
388.7 |
23.5% |
57.2 |
3.5% |
30% |
False |
False |
231,912 |
| 60 |
1,923.7 |
1,489.2 |
434.5 |
26.3% |
45.2 |
2.7% |
38% |
False |
False |
170,742 |
| 80 |
1,923.7 |
1,481.0 |
442.7 |
26.8% |
38.2 |
2.3% |
39% |
False |
False |
129,494 |
| 100 |
1,923.7 |
1,474.7 |
449.0 |
27.2% |
34.5 |
2.1% |
40% |
False |
False |
104,617 |
| 120 |
1,923.7 |
1,450.0 |
473.7 |
28.7% |
32.4 |
2.0% |
43% |
False |
False |
87,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,944.4 |
|
2.618 |
1,842.6 |
|
1.618 |
1,780.2 |
|
1.000 |
1,741.6 |
|
0.618 |
1,717.8 |
|
HIGH |
1,679.2 |
|
0.618 |
1,655.4 |
|
0.500 |
1,648.0 |
|
0.382 |
1,640.6 |
|
LOW |
1,616.8 |
|
0.618 |
1,578.2 |
|
1.000 |
1,554.4 |
|
1.618 |
1,515.8 |
|
2.618 |
1,453.4 |
|
4.250 |
1,351.6 |
|
|
| Fisher Pivots for day following 27-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,651.0 |
1,650.5 |
| PP |
1,649.5 |
1,648.5 |
| S1 |
1,648.0 |
1,646.5 |
|