| Trading Metrics calculated at close of trading on 14-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2011 |
14-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
8,545 |
8,595 |
50 |
0.6% |
8,770 |
| High |
8,615 |
8,675 |
60 |
0.7% |
8,855 |
| Low |
8,470 |
8,455 |
-15 |
-0.2% |
8,460 |
| Close |
8,610 |
8,585 |
-25 |
-0.3% |
8,510 |
| Range |
145 |
220 |
75 |
51.7% |
395 |
| ATR |
165 |
169 |
4 |
2.4% |
0 |
| Volume |
10,840 |
10,939 |
99 |
0.9% |
60,318 |
|
| Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,232 |
9,128 |
8,706 |
|
| R3 |
9,012 |
8,908 |
8,646 |
|
| R2 |
8,792 |
8,792 |
8,625 |
|
| R1 |
8,688 |
8,688 |
8,605 |
8,630 |
| PP |
8,572 |
8,572 |
8,572 |
8,543 |
| S1 |
8,468 |
8,468 |
8,565 |
8,410 |
| S2 |
8,352 |
8,352 |
8,545 |
|
| S3 |
8,132 |
8,248 |
8,525 |
|
| S4 |
7,912 |
8,028 |
8,464 |
|
|
| 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% |
193 |
2.2% |
42% |
False |
False |
11,148 |
| 10 |
9,045 |
8,390 |
655 |
7.6% |
181 |
2.1% |
30% |
False |
False |
9,603 |
| 20 |
9,110 |
8,390 |
720 |
8.4% |
151 |
1.8% |
27% |
False |
False |
4,820 |
| 40 |
10,120 |
8,390 |
1,730 |
20.2% |
136 |
1.6% |
11% |
False |
False |
2,438 |
| 60 |
10,120 |
8,390 |
1,730 |
20.2% |
91 |
1.1% |
11% |
False |
False |
1,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,610 |
|
2.618 |
9,251 |
|
1.618 |
9,031 |
|
1.000 |
8,895 |
|
0.618 |
8,811 |
|
HIGH |
8,675 |
|
0.618 |
8,591 |
|
0.500 |
8,565 |
|
0.382 |
8,539 |
|
LOW |
8,455 |
|
0.618 |
8,319 |
|
1.000 |
8,235 |
|
1.618 |
8,099 |
|
2.618 |
7,879 |
|
4.250 |
7,520 |
|
|
| Fisher Pivots for day following 14-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
8,578 |
8,568 |
| PP |
8,572 |
8,550 |
| S1 |
8,565 |
8,533 |
|