| Trading Metrics calculated at close of trading on 12-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2011 |
12-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,210.50 |
2,140.00 |
-70.50 |
-3.2% |
2,150.00 |
| High |
2,223.25 |
2,194.00 |
-29.25 |
-1.3% |
2,239.00 |
| Low |
2,145.00 |
2,117.00 |
-28.00 |
-1.3% |
2,103.25 |
| Close |
2,164.25 |
2,190.25 |
26.00 |
1.2% |
2,164.25 |
| Range |
78.25 |
77.00 |
-1.25 |
-1.6% |
135.75 |
| ATR |
64.14 |
65.06 |
0.92 |
1.4% |
0.00 |
| Volume |
291,723 |
355,402 |
63,679 |
21.8% |
418,968 |
|
| Daily Pivots for day following 12-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,398.00 |
2,371.25 |
2,232.50 |
|
| R3 |
2,321.00 |
2,294.25 |
2,211.50 |
|
| R2 |
2,244.00 |
2,244.00 |
2,204.25 |
|
| R1 |
2,217.25 |
2,217.25 |
2,197.25 |
2,230.50 |
| PP |
2,167.00 |
2,167.00 |
2,167.00 |
2,173.75 |
| S1 |
2,140.25 |
2,140.25 |
2,183.25 |
2,153.50 |
| S2 |
2,090.00 |
2,090.00 |
2,176.25 |
|
| S3 |
2,013.00 |
2,063.25 |
2,169.00 |
|
| S4 |
1,936.00 |
1,986.25 |
2,148.00 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,576.00 |
2,506.00 |
2,239.00 |
|
| R3 |
2,440.25 |
2,370.25 |
2,201.50 |
|
| R2 |
2,304.50 |
2,304.50 |
2,189.25 |
|
| R1 |
2,234.50 |
2,234.50 |
2,176.75 |
2,269.50 |
| PP |
2,168.75 |
2,168.75 |
2,168.75 |
2,186.50 |
| S1 |
2,098.75 |
2,098.75 |
2,151.75 |
2,133.75 |
| S2 |
2,033.00 |
2,033.00 |
2,139.25 |
|
| S3 |
1,897.25 |
1,963.00 |
2,127.00 |
|
| S4 |
1,761.50 |
1,827.25 |
2,089.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,239.00 |
2,103.25 |
135.75 |
6.2% |
62.50 |
2.9% |
64% |
False |
False |
154,874 |
| 10 |
2,262.75 |
2,103.25 |
159.50 |
7.3% |
57.00 |
2.6% |
55% |
False |
False |
77,961 |
| 20 |
2,262.75 |
2,019.25 |
243.50 |
11.1% |
61.25 |
2.8% |
70% |
False |
False |
39,214 |
| 40 |
2,429.50 |
1,964.00 |
465.50 |
21.3% |
68.00 |
3.1% |
49% |
False |
False |
19,935 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
21.3% |
58.00 |
2.7% |
49% |
False |
False |
13,316 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
21.3% |
45.00 |
2.1% |
49% |
False |
False |
9,988 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
21.3% |
36.25 |
1.7% |
49% |
False |
False |
7,991 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
21.3% |
31.00 |
1.4% |
49% |
False |
False |
6,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,521.25 |
|
2.618 |
2,395.50 |
|
1.618 |
2,318.50 |
|
1.000 |
2,271.00 |
|
0.618 |
2,241.50 |
|
HIGH |
2,194.00 |
|
0.618 |
2,164.50 |
|
0.500 |
2,155.50 |
|
0.382 |
2,146.50 |
|
LOW |
2,117.00 |
|
0.618 |
2,069.50 |
|
1.000 |
2,040.00 |
|
1.618 |
1,992.50 |
|
2.618 |
1,915.50 |
|
4.250 |
1,789.75 |
|
|
| Fisher Pivots for day following 12-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,178.75 |
2,186.25 |
| PP |
2,167.00 |
2,182.00 |
| S1 |
2,155.50 |
2,178.00 |
|