| 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 |
4,100.0 |
4,111.0 |
11.0 |
0.3% |
4,185.0 |
| High |
4,124.0 |
4,123.0 |
-1.0 |
0.0% |
4,247.0 |
| Low |
4,007.0 |
4,036.0 |
29.0 |
0.7% |
4,075.0 |
| Close |
4,025.0 |
4,097.0 |
72.0 |
1.8% |
4,188.0 |
| Range |
117.0 |
87.0 |
-30.0 |
-25.6% |
172.0 |
| ATR |
80.6 |
81.9 |
1.2 |
1.5% |
0.0 |
| Volume |
79,595 |
42,040 |
-37,555 |
-47.2% |
13,200 |
|
| Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,346.3 |
4,308.7 |
4,144.9 |
|
| R3 |
4,259.3 |
4,221.7 |
4,120.9 |
|
| R2 |
4,172.3 |
4,172.3 |
4,113.0 |
|
| R1 |
4,134.7 |
4,134.7 |
4,105.0 |
4,110.0 |
| PP |
4,085.3 |
4,085.3 |
4,085.3 |
4,073.0 |
| S1 |
4,047.7 |
4,047.7 |
4,089.0 |
4,023.0 |
| S2 |
3,998.3 |
3,998.3 |
4,081.1 |
|
| S3 |
3,911.3 |
3,960.7 |
4,073.1 |
|
| S4 |
3,824.3 |
3,873.7 |
4,049.2 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,686.0 |
4,609.0 |
4,282.6 |
|
| R3 |
4,514.0 |
4,437.0 |
4,235.3 |
|
| R2 |
4,342.0 |
4,342.0 |
4,219.5 |
|
| R1 |
4,265.0 |
4,265.0 |
4,203.8 |
4,303.5 |
| PP |
4,170.0 |
4,170.0 |
4,170.0 |
4,189.3 |
| S1 |
4,093.0 |
4,093.0 |
4,172.2 |
4,131.5 |
| S2 |
3,998.0 |
3,998.0 |
4,156.5 |
|
| S3 |
3,826.0 |
3,921.0 |
4,140.7 |
|
| S4 |
3,654.0 |
3,749.0 |
4,093.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,243.0 |
4,007.0 |
236.0 |
5.8% |
74.2 |
1.8% |
38% |
False |
False |
54,997 |
| 10 |
4,264.0 |
4,007.0 |
257.0 |
6.3% |
60.5 |
1.5% |
35% |
False |
False |
28,008 |
| 20 |
4,356.0 |
4,007.0 |
349.0 |
8.5% |
52.9 |
1.3% |
26% |
False |
False |
14,237 |
| 40 |
4,595.0 |
3,730.0 |
865.0 |
21.1% |
57.5 |
1.4% |
42% |
False |
False |
7,236 |
| 60 |
4,656.0 |
3,730.0 |
926.0 |
22.6% |
43.8 |
1.1% |
40% |
False |
False |
4,862 |
| 80 |
4,716.0 |
3,730.0 |
986.0 |
24.1% |
33.1 |
0.8% |
37% |
False |
False |
3,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,492.8 |
|
2.618 |
4,350.8 |
|
1.618 |
4,263.8 |
|
1.000 |
4,210.0 |
|
0.618 |
4,176.8 |
|
HIGH |
4,123.0 |
|
0.618 |
4,089.8 |
|
0.500 |
4,079.5 |
|
0.382 |
4,069.2 |
|
LOW |
4,036.0 |
|
0.618 |
3,982.2 |
|
1.000 |
3,949.0 |
|
1.618 |
3,895.2 |
|
2.618 |
3,808.2 |
|
4.250 |
3,666.3 |
|
|
| Fisher Pivots for day following 15-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4,091.2 |
4,086.5 |
| PP |
4,085.3 |
4,076.0 |
| S1 |
4,079.5 |
4,065.5 |
|