| 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 |
8,500 |
8,545 |
45 |
0.5% |
8,770 |
| High |
8,540 |
8,615 |
75 |
0.9% |
8,855 |
| Low |
8,390 |
8,470 |
80 |
1.0% |
8,460 |
| Close |
8,535 |
8,610 |
75 |
0.9% |
8,510 |
| Range |
150 |
145 |
-5 |
-3.3% |
395 |
| ATR |
166 |
165 |
-2 |
-0.9% |
0 |
| Volume |
8,801 |
10,840 |
2,039 |
23.2% |
60,318 |
|
| Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,000 |
8,950 |
8,690 |
|
| R3 |
8,855 |
8,805 |
8,650 |
|
| R2 |
8,710 |
8,710 |
8,637 |
|
| R1 |
8,660 |
8,660 |
8,623 |
8,685 |
| PP |
8,565 |
8,565 |
8,565 |
8,578 |
| S1 |
8,515 |
8,515 |
8,597 |
8,540 |
| S2 |
8,420 |
8,420 |
8,584 |
|
| S3 |
8,275 |
8,370 |
8,570 |
|
| S4 |
8,130 |
8,225 |
8,530 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,793 |
9,547 |
8,727 |
|
| R3 |
9,398 |
9,152 |
8,619 |
|
| R2 |
9,003 |
9,003 |
8,583 |
|
| R1 |
8,757 |
8,757 |
8,546 |
8,683 |
| PP |
8,608 |
8,608 |
8,608 |
8,571 |
| S1 |
8,362 |
8,362 |
8,474 |
8,288 |
| S2 |
8,213 |
8,213 |
8,438 |
|
| S3 |
7,818 |
7,967 |
8,402 |
|
| S4 |
7,423 |
7,572 |
8,293 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,855 |
8,390 |
465 |
5.4% |
183 |
2.1% |
47% |
False |
False |
11,944 |
| 10 |
9,045 |
8,390 |
655 |
7.6% |
166 |
1.9% |
34% |
False |
False |
8,520 |
| 20 |
9,110 |
8,390 |
720 |
8.4% |
147 |
1.7% |
31% |
False |
False |
4,274 |
| 40 |
10,120 |
8,390 |
1,730 |
20.1% |
130 |
1.5% |
13% |
False |
False |
2,165 |
| 60 |
10,120 |
8,390 |
1,730 |
20.1% |
87 |
1.0% |
13% |
False |
False |
1,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,231 |
|
2.618 |
8,995 |
|
1.618 |
8,850 |
|
1.000 |
8,760 |
|
0.618 |
8,705 |
|
HIGH |
8,615 |
|
0.618 |
8,560 |
|
0.500 |
8,543 |
|
0.382 |
8,526 |
|
LOW |
8,470 |
|
0.618 |
8,381 |
|
1.000 |
8,325 |
|
1.618 |
8,236 |
|
2.618 |
8,091 |
|
4.250 |
7,854 |
|
|
| Fisher Pivots for day following 13-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
8,588 |
8,598 |
| PP |
8,565 |
8,587 |
| S1 |
8,543 |
8,575 |
|