| Trading Metrics calculated at close of trading on 13-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2011 |
13-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
5,082.0 |
5,162.5 |
80.5 |
1.6% |
5,215.5 |
| High |
5,160.0 |
5,233.0 |
73.0 |
1.4% |
5,483.5 |
| Low |
4,971.0 |
4,972.5 |
1.5 |
0.0% |
5,150.5 |
| Close |
5,160.0 |
5,208.0 |
48.0 |
0.9% |
5,177.0 |
| Range |
189.0 |
260.5 |
71.5 |
37.8% |
333.0 |
| ATR |
228.2 |
230.5 |
2.3 |
1.0% |
0.0 |
| Volume |
55,149 |
121,654 |
66,505 |
120.6% |
41,171 |
|
| Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,919.3 |
5,824.2 |
5,351.3 |
|
| R3 |
5,658.8 |
5,563.7 |
5,279.6 |
|
| R2 |
5,398.3 |
5,398.3 |
5,255.8 |
|
| R1 |
5,303.2 |
5,303.2 |
5,231.9 |
5,350.8 |
| PP |
5,137.8 |
5,137.8 |
5,137.8 |
5,161.6 |
| S1 |
5,042.7 |
5,042.7 |
5,184.1 |
5,090.3 |
| S2 |
4,877.3 |
4,877.3 |
5,160.2 |
|
| S3 |
4,616.8 |
4,782.2 |
5,136.4 |
|
| S4 |
4,356.3 |
4,521.7 |
5,064.7 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,269.3 |
6,056.2 |
5,360.2 |
|
| R3 |
5,936.3 |
5,723.2 |
5,268.6 |
|
| R2 |
5,603.3 |
5,603.3 |
5,238.1 |
|
| R1 |
5,390.2 |
5,390.2 |
5,207.5 |
5,330.3 |
| PP |
5,270.3 |
5,270.3 |
5,270.3 |
5,240.4 |
| S1 |
5,057.2 |
5,057.2 |
5,146.5 |
4,997.3 |
| S2 |
4,937.3 |
4,937.3 |
5,116.0 |
|
| S3 |
4,604.3 |
4,724.2 |
5,085.4 |
|
| S4 |
4,271.3 |
4,391.2 |
4,993.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,483.5 |
4,971.0 |
512.5 |
9.8% |
207.9 |
4.0% |
46% |
False |
False |
42,537 |
| 10 |
5,885.0 |
4,971.0 |
914.0 |
17.5% |
187.5 |
3.6% |
26% |
False |
False |
22,427 |
| 20 |
6,059.5 |
4,971.0 |
1,088.5 |
20.9% |
198.2 |
3.8% |
22% |
False |
False |
11,623 |
| 40 |
7,425.0 |
4,971.0 |
2,454.0 |
47.1% |
230.1 |
4.4% |
10% |
False |
False |
6,230 |
| 60 |
7,575.5 |
4,971.0 |
2,604.5 |
50.0% |
187.0 |
3.6% |
9% |
False |
False |
4,269 |
| 80 |
7,575.5 |
4,971.0 |
2,604.5 |
50.0% |
162.5 |
3.1% |
9% |
False |
False |
3,917 |
| 100 |
7,680.0 |
4,971.0 |
2,709.0 |
52.0% |
147.8 |
2.8% |
9% |
False |
False |
3,152 |
| 120 |
7,680.0 |
4,971.0 |
2,709.0 |
52.0% |
130.2 |
2.5% |
9% |
False |
False |
2,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,340.1 |
|
2.618 |
5,915.0 |
|
1.618 |
5,654.5 |
|
1.000 |
5,493.5 |
|
0.618 |
5,394.0 |
|
HIGH |
5,233.0 |
|
0.618 |
5,133.5 |
|
0.500 |
5,102.8 |
|
0.382 |
5,072.0 |
|
LOW |
4,972.5 |
|
0.618 |
4,811.5 |
|
1.000 |
4,712.0 |
|
1.618 |
4,551.0 |
|
2.618 |
4,290.5 |
|
4.250 |
3,865.4 |
|
|
| Fisher Pivots for day following 13-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,172.9 |
5,201.9 |
| PP |
5,137.8 |
5,195.8 |
| S1 |
5,102.8 |
5,189.8 |
|