| Trading Metrics calculated at close of trading on 26-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2011 |
26-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
5,193.0 |
5,158.0 |
-35.0 |
-0.7% |
5,487.0 |
| High |
5,242.0 |
5,425.5 |
183.5 |
3.5% |
5,589.0 |
| Low |
4,980.0 |
5,085.0 |
105.0 |
2.1% |
4,980.0 |
| Close |
5,218.5 |
5,424.0 |
205.5 |
3.9% |
5,218.5 |
| Range |
262.0 |
340.5 |
78.5 |
30.0% |
609.0 |
| ATR |
240.3 |
247.5 |
7.2 |
3.0% |
0.0 |
| Volume |
228,413 |
241,681 |
13,268 |
5.8% |
963,488 |
|
| Daily Pivots for day following 26-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,333.0 |
6,219.0 |
5,611.3 |
|
| R3 |
5,992.5 |
5,878.5 |
5,517.6 |
|
| R2 |
5,652.0 |
5,652.0 |
5,486.4 |
|
| R1 |
5,538.0 |
5,538.0 |
5,455.2 |
5,595.0 |
| PP |
5,311.5 |
5,311.5 |
5,311.5 |
5,340.0 |
| S1 |
5,197.5 |
5,197.5 |
5,392.8 |
5,254.5 |
| S2 |
4,971.0 |
4,971.0 |
5,361.6 |
|
| S3 |
4,630.5 |
4,857.0 |
5,330.4 |
|
| S4 |
4,290.0 |
4,516.5 |
5,236.7 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,089.5 |
6,763.0 |
5,553.5 |
|
| R3 |
6,480.5 |
6,154.0 |
5,386.0 |
|
| R2 |
5,871.5 |
5,871.5 |
5,330.2 |
|
| R1 |
5,545.0 |
5,545.0 |
5,274.3 |
5,403.8 |
| PP |
5,262.5 |
5,262.5 |
5,262.5 |
5,191.9 |
| S1 |
4,936.0 |
4,936.0 |
5,162.7 |
4,794.8 |
| S2 |
4,653.5 |
4,653.5 |
5,106.9 |
|
| S3 |
4,044.5 |
4,327.0 |
5,051.0 |
|
| S4 |
3,435.5 |
3,718.0 |
4,883.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,589.0 |
4,980.0 |
609.0 |
11.2% |
253.7 |
4.7% |
73% |
False |
False |
208,884 |
| 10 |
5,679.0 |
4,972.5 |
706.5 |
13.0% |
239.8 |
4.4% |
64% |
False |
False |
185,881 |
| 20 |
5,885.0 |
4,971.0 |
914.0 |
16.9% |
206.6 |
3.8% |
50% |
False |
False |
98,101 |
| 40 |
7,323.0 |
4,971.0 |
2,352.0 |
43.4% |
260.0 |
4.8% |
19% |
False |
False |
49,596 |
| 60 |
7,575.5 |
4,971.0 |
2,604.5 |
48.0% |
206.8 |
3.8% |
17% |
False |
False |
33,167 |
| 80 |
7,575.5 |
4,971.0 |
2,604.5 |
48.0% |
181.2 |
3.3% |
17% |
False |
False |
25,620 |
| 100 |
7,593.5 |
4,971.0 |
2,622.5 |
48.3% |
161.4 |
3.0% |
17% |
False |
False |
20,516 |
| 120 |
7,680.0 |
4,971.0 |
2,709.0 |
49.9% |
145.1 |
2.7% |
17% |
False |
False |
17,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,872.6 |
|
2.618 |
6,316.9 |
|
1.618 |
5,976.4 |
|
1.000 |
5,766.0 |
|
0.618 |
5,635.9 |
|
HIGH |
5,425.5 |
|
0.618 |
5,295.4 |
|
0.500 |
5,255.3 |
|
0.382 |
5,215.1 |
|
LOW |
5,085.0 |
|
0.618 |
4,874.6 |
|
1.000 |
4,744.5 |
|
1.618 |
4,534.1 |
|
2.618 |
4,193.6 |
|
4.250 |
3,637.9 |
|
|
| Fisher Pivots for day following 26-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,367.8 |
5,350.3 |
| PP |
5,311.5 |
5,276.5 |
| S1 |
5,255.3 |
5,202.8 |
|