| Trading Metrics calculated at close of trading on 16-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2011 |
16-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
8,580 |
8,735 |
155 |
1.8% |
8,500 |
| High |
8,755 |
8,855 |
100 |
1.1% |
8,855 |
| Low |
8,565 |
8,730 |
165 |
1.9% |
8,390 |
| Close |
8,740 |
8,825 |
85 |
1.0% |
8,825 |
| Range |
190 |
125 |
-65 |
-34.2% |
465 |
| ATR |
170 |
167 |
-3 |
-1.9% |
0 |
| Volume |
9,371 |
7,173 |
-2,198 |
-23.5% |
47,124 |
|
| Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,178 |
9,127 |
8,894 |
|
| R3 |
9,053 |
9,002 |
8,860 |
|
| R2 |
8,928 |
8,928 |
8,848 |
|
| R1 |
8,877 |
8,877 |
8,837 |
8,903 |
| PP |
8,803 |
8,803 |
8,803 |
8,816 |
| S1 |
8,752 |
8,752 |
8,814 |
8,778 |
| S2 |
8,678 |
8,678 |
8,802 |
|
| S3 |
8,553 |
8,627 |
8,791 |
|
| S4 |
8,428 |
8,502 |
8,756 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,085 |
9,920 |
9,081 |
|
| R3 |
9,620 |
9,455 |
8,953 |
|
| R2 |
9,155 |
9,155 |
8,910 |
|
| R1 |
8,990 |
8,990 |
8,868 |
9,073 |
| PP |
8,690 |
8,690 |
8,690 |
8,731 |
| S1 |
8,525 |
8,525 |
8,783 |
8,608 |
| S2 |
8,225 |
8,225 |
8,740 |
|
| S3 |
7,760 |
8,060 |
8,697 |
|
| S4 |
7,295 |
7,595 |
8,569 |
|
|
| 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 |
5.3% |
166 |
1.9% |
94% |
True |
False |
9,424 |
| 10 |
8,965 |
8,390 |
575 |
6.5% |
190 |
2.2% |
76% |
False |
False |
10,985 |
| 20 |
9,045 |
8,390 |
655 |
7.4% |
156 |
1.8% |
66% |
False |
False |
5,647 |
| 40 |
10,120 |
8,390 |
1,730 |
19.6% |
144 |
1.6% |
25% |
False |
False |
2,851 |
| 60 |
10,120 |
8,390 |
1,730 |
19.6% |
96 |
1.1% |
25% |
False |
False |
1,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,386 |
|
2.618 |
9,182 |
|
1.618 |
9,057 |
|
1.000 |
8,980 |
|
0.618 |
8,932 |
|
HIGH |
8,855 |
|
0.618 |
8,807 |
|
0.500 |
8,793 |
|
0.382 |
8,778 |
|
LOW |
8,730 |
|
0.618 |
8,653 |
|
1.000 |
8,605 |
|
1.618 |
8,528 |
|
2.618 |
8,403 |
|
4.250 |
8,199 |
|
|
| Fisher Pivots for day following 16-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
8,814 |
8,768 |
| PP |
8,803 |
8,712 |
| S1 |
8,793 |
8,655 |
|