| Trading Metrics calculated at close of trading on 22-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2011 |
22-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
8,670 |
8,530 |
-140 |
-1.6% |
8,500 |
| High |
8,715 |
8,580 |
-135 |
-1.5% |
8,855 |
| Low |
8,540 |
8,280 |
-260 |
-3.0% |
8,390 |
| Close |
8,540 |
8,385 |
-155 |
-1.8% |
8,825 |
| Range |
175 |
300 |
125 |
71.4% |
465 |
| ATR |
166 |
175 |
10 |
5.8% |
0 |
| Volume |
8,595 |
12,967 |
4,372 |
50.9% |
47,124 |
|
| Daily Pivots for day following 22-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,315 |
9,150 |
8,550 |
|
| R3 |
9,015 |
8,850 |
8,468 |
|
| R2 |
8,715 |
8,715 |
8,440 |
|
| R1 |
8,550 |
8,550 |
8,413 |
8,483 |
| PP |
8,415 |
8,415 |
8,415 |
8,381 |
| S1 |
8,250 |
8,250 |
8,358 |
8,183 |
| S2 |
8,115 |
8,115 |
8,330 |
|
| S3 |
7,815 |
7,950 |
8,303 |
|
| S4 |
7,515 |
7,650 |
8,220 |
|
|
| 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 |
8,280 |
575 |
6.9% |
177 |
2.1% |
18% |
False |
True |
8,231 |
| 10 |
8,855 |
8,280 |
575 |
6.9% |
189 |
2.3% |
18% |
False |
True |
9,290 |
| 20 |
9,045 |
8,280 |
765 |
9.1% |
168 |
2.0% |
14% |
False |
True |
7,344 |
| 40 |
9,950 |
8,280 |
1,670 |
19.9% |
163 |
1.9% |
6% |
False |
True |
3,698 |
| 60 |
10,120 |
8,280 |
1,840 |
21.9% |
109 |
1.3% |
6% |
False |
True |
2,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,855 |
|
2.618 |
9,366 |
|
1.618 |
9,066 |
|
1.000 |
8,880 |
|
0.618 |
8,766 |
|
HIGH |
8,580 |
|
0.618 |
8,466 |
|
0.500 |
8,430 |
|
0.382 |
8,395 |
|
LOW |
8,280 |
|
0.618 |
8,095 |
|
1.000 |
7,980 |
|
1.618 |
7,795 |
|
2.618 |
7,495 |
|
4.250 |
7,005 |
|
|
| Fisher Pivots for day following 22-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
8,430 |
8,513 |
| PP |
8,415 |
8,470 |
| S1 |
8,400 |
8,428 |
|