| Trading Metrics calculated at close of trading on 13-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2011 |
13-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,140.00 |
2,189.75 |
49.75 |
2.3% |
2,150.00 |
| High |
2,194.00 |
2,220.00 |
26.00 |
1.2% |
2,239.00 |
| Low |
2,117.00 |
2,161.50 |
44.50 |
2.1% |
2,103.25 |
| Close |
2,190.25 |
2,215.00 |
24.75 |
1.1% |
2,164.25 |
| Range |
77.00 |
58.50 |
-18.50 |
-24.0% |
135.75 |
| ATR |
65.06 |
64.59 |
-0.47 |
-0.7% |
0.00 |
| Volume |
355,402 |
374,107 |
18,705 |
5.3% |
418,968 |
|
| Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,374.25 |
2,353.25 |
2,247.25 |
|
| R3 |
2,315.75 |
2,294.75 |
2,231.00 |
|
| R2 |
2,257.25 |
2,257.25 |
2,225.75 |
|
| R1 |
2,236.25 |
2,236.25 |
2,220.25 |
2,246.75 |
| PP |
2,198.75 |
2,198.75 |
2,198.75 |
2,204.00 |
| S1 |
2,177.75 |
2,177.75 |
2,209.75 |
2,188.25 |
| S2 |
2,140.25 |
2,140.25 |
2,204.25 |
|
| S3 |
2,081.75 |
2,119.25 |
2,199.00 |
|
| S4 |
2,023.25 |
2,060.75 |
2,182.75 |
|
|
| 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 |
2,117.00 |
122.00 |
5.5% |
62.00 |
2.8% |
80% |
False |
False |
229,193 |
| 10 |
2,262.75 |
2,103.25 |
159.50 |
7.2% |
57.25 |
2.6% |
70% |
False |
False |
115,357 |
| 20 |
2,262.75 |
2,019.25 |
243.50 |
11.0% |
62.50 |
2.8% |
80% |
False |
False |
57,913 |
| 40 |
2,429.50 |
1,964.00 |
465.50 |
21.0% |
68.75 |
3.1% |
54% |
False |
False |
29,286 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
21.0% |
58.50 |
2.6% |
54% |
False |
False |
19,551 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
21.0% |
45.75 |
2.1% |
54% |
False |
False |
14,664 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
21.0% |
36.75 |
1.7% |
54% |
False |
False |
11,732 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
21.0% |
31.50 |
1.4% |
54% |
False |
False |
9,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,468.50 |
|
2.618 |
2,373.25 |
|
1.618 |
2,314.75 |
|
1.000 |
2,278.50 |
|
0.618 |
2,256.25 |
|
HIGH |
2,220.00 |
|
0.618 |
2,197.75 |
|
0.500 |
2,190.75 |
|
0.382 |
2,183.75 |
|
LOW |
2,161.50 |
|
0.618 |
2,125.25 |
|
1.000 |
2,103.00 |
|
1.618 |
2,066.75 |
|
2.618 |
2,008.25 |
|
4.250 |
1,913.00 |
|
|
| Fisher Pivots for day following 13-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,207.00 |
2,200.00 |
| PP |
2,198.75 |
2,185.00 |
| S1 |
2,190.75 |
2,170.00 |
|