| Trading Metrics calculated at close of trading on 23-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2011 |
23-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
8,530 |
8,395 |
-135 |
-1.6% |
8,800 |
| High |
8,580 |
8,495 |
-85 |
-1.0% |
8,800 |
| Low |
8,280 |
8,280 |
0 |
0.0% |
8,280 |
| Close |
8,385 |
8,455 |
70 |
0.8% |
8,455 |
| Range |
300 |
215 |
-85 |
-28.3% |
520 |
| ATR |
175 |
178 |
3 |
1.6% |
0 |
| Volume |
12,967 |
10,503 |
-2,464 |
-19.0% |
44,487 |
|
| Daily Pivots for day following 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,055 |
8,970 |
8,573 |
|
| R3 |
8,840 |
8,755 |
8,514 |
|
| R2 |
8,625 |
8,625 |
8,495 |
|
| R1 |
8,540 |
8,540 |
8,475 |
8,583 |
| PP |
8,410 |
8,410 |
8,410 |
8,431 |
| S1 |
8,325 |
8,325 |
8,435 |
8,368 |
| S2 |
8,195 |
8,195 |
8,416 |
|
| S3 |
7,980 |
8,110 |
8,396 |
|
| S4 |
7,765 |
7,895 |
8,337 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,072 |
9,783 |
8,741 |
|
| R3 |
9,552 |
9,263 |
8,598 |
|
| R2 |
9,032 |
9,032 |
8,550 |
|
| R1 |
8,743 |
8,743 |
8,503 |
8,628 |
| PP |
8,512 |
8,512 |
8,512 |
8,454 |
| S1 |
8,223 |
8,223 |
8,407 |
8,108 |
| S2 |
7,992 |
7,992 |
8,360 |
|
| S3 |
7,472 |
7,703 |
8,312 |
|
| S4 |
6,952 |
7,183 |
8,169 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,800 |
8,280 |
520 |
6.2% |
195 |
2.3% |
34% |
False |
True |
8,897 |
| 10 |
8,855 |
8,280 |
575 |
6.8% |
181 |
2.1% |
30% |
False |
True |
9,161 |
| 20 |
9,045 |
8,280 |
765 |
9.0% |
174 |
2.1% |
23% |
False |
True |
7,868 |
| 40 |
9,950 |
8,280 |
1,670 |
19.8% |
168 |
2.0% |
10% |
False |
True |
3,959 |
| 60 |
10,120 |
8,280 |
1,840 |
21.8% |
112 |
1.3% |
10% |
False |
True |
2,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,409 |
|
2.618 |
9,058 |
|
1.618 |
8,843 |
|
1.000 |
8,710 |
|
0.618 |
8,628 |
|
HIGH |
8,495 |
|
0.618 |
8,413 |
|
0.500 |
8,388 |
|
0.382 |
8,362 |
|
LOW |
8,280 |
|
0.618 |
8,147 |
|
1.000 |
8,065 |
|
1.618 |
7,932 |
|
2.618 |
7,717 |
|
4.250 |
7,366 |
|
|
| Fisher Pivots for day following 23-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
8,433 |
8,498 |
| PP |
8,410 |
8,483 |
| S1 |
8,388 |
8,469 |
|