| 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 |
1,122.00 |
1,157.50 |
35.50 |
3.2% |
1,199.25 |
| High |
1,159.00 |
1,190.00 |
31.00 |
2.7% |
1,214.50 |
| Low |
1,115.00 |
1,155.00 |
40.00 |
3.6% |
1,102.00 |
| Close |
1,158.50 |
1,169.50 |
11.00 |
0.9% |
1,129.75 |
| Range |
44.00 |
35.00 |
-9.00 |
-20.5% |
112.50 |
| ATR |
36.93 |
36.79 |
-0.14 |
-0.4% |
0.00 |
| Volume |
3,085,037 |
3,246,492 |
161,455 |
5.2% |
16,377,344 |
|
| Daily Pivots for day following 27-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,276.50 |
1,258.00 |
1,188.75 |
|
| R3 |
1,241.50 |
1,223.00 |
1,179.00 |
|
| R2 |
1,206.50 |
1,206.50 |
1,176.00 |
|
| R1 |
1,188.00 |
1,188.00 |
1,172.75 |
1,197.25 |
| PP |
1,171.50 |
1,171.50 |
1,171.50 |
1,176.00 |
| S1 |
1,153.00 |
1,153.00 |
1,166.25 |
1,162.25 |
| S2 |
1,136.50 |
1,136.50 |
1,163.00 |
|
| S3 |
1,101.50 |
1,118.00 |
1,160.00 |
|
| S4 |
1,066.50 |
1,083.00 |
1,150.25 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,486.25 |
1,420.50 |
1,191.50 |
|
| R3 |
1,373.75 |
1,308.00 |
1,160.75 |
|
| R2 |
1,261.25 |
1,261.25 |
1,150.50 |
|
| R1 |
1,195.50 |
1,195.50 |
1,140.00 |
1,172.00 |
| PP |
1,148.75 |
1,148.75 |
1,148.75 |
1,137.00 |
| S1 |
1,083.00 |
1,083.00 |
1,119.50 |
1,059.50 |
| S2 |
1,036.25 |
1,036.25 |
1,109.00 |
|
| S3 |
923.75 |
970.50 |
1,098.75 |
|
| S4 |
811.25 |
858.00 |
1,068.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,203.75 |
1,102.00 |
101.75 |
8.7% |
43.25 |
3.7% |
66% |
False |
False |
3,533,372 |
| 10 |
1,214.50 |
1,102.00 |
112.50 |
9.6% |
36.50 |
3.1% |
60% |
False |
False |
3,192,797 |
| 20 |
1,223.75 |
1,102.00 |
121.75 |
10.4% |
34.00 |
2.9% |
55% |
False |
False |
2,206,818 |
| 40 |
1,279.00 |
1,071.50 |
207.50 |
17.7% |
40.75 |
3.5% |
47% |
False |
False |
1,107,584 |
| 60 |
1,348.75 |
1,071.50 |
277.25 |
23.7% |
34.00 |
2.9% |
35% |
False |
False |
738,992 |
| 80 |
1,348.75 |
1,071.50 |
277.25 |
23.7% |
30.00 |
2.6% |
35% |
False |
False |
554,447 |
| 100 |
1,348.75 |
1,071.50 |
277.25 |
23.7% |
27.25 |
2.3% |
35% |
False |
False |
443,584 |
| 120 |
1,361.00 |
1,071.50 |
289.50 |
24.8% |
24.75 |
2.1% |
34% |
False |
False |
369,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,338.75 |
|
2.618 |
1,281.75 |
|
1.618 |
1,246.75 |
|
1.000 |
1,225.00 |
|
0.618 |
1,211.75 |
|
HIGH |
1,190.00 |
|
0.618 |
1,176.75 |
|
0.500 |
1,172.50 |
|
0.382 |
1,168.25 |
|
LOW |
1,155.00 |
|
0.618 |
1,133.25 |
|
1.000 |
1,120.00 |
|
1.618 |
1,098.25 |
|
2.618 |
1,063.25 |
|
4.250 |
1,006.25 |
|
|
| Fisher Pivots for day following 27-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,172.50 |
1,161.75 |
| PP |
1,171.50 |
1,153.75 |
| S1 |
1,170.50 |
1,146.00 |
|