| Trading Metrics calculated at close of trading on 14-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2011 |
14-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,189.75 |
2,215.50 |
25.75 |
1.2% |
2,150.00 |
| High |
2,220.00 |
2,272.75 |
52.75 |
2.4% |
2,239.00 |
| Low |
2,161.50 |
2,186.00 |
24.50 |
1.1% |
2,103.25 |
| Close |
2,215.00 |
2,246.25 |
31.25 |
1.4% |
2,164.25 |
| Range |
58.50 |
86.75 |
28.25 |
48.3% |
135.75 |
| ATR |
64.59 |
66.17 |
1.58 |
2.5% |
0.00 |
| Volume |
374,107 |
401,860 |
27,753 |
7.4% |
418,968 |
|
| Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,495.25 |
2,457.50 |
2,294.00 |
|
| R3 |
2,408.50 |
2,370.75 |
2,270.00 |
|
| R2 |
2,321.75 |
2,321.75 |
2,262.25 |
|
| R1 |
2,284.00 |
2,284.00 |
2,254.25 |
2,303.00 |
| PP |
2,235.00 |
2,235.00 |
2,235.00 |
2,244.50 |
| S1 |
2,197.25 |
2,197.25 |
2,238.25 |
2,216.00 |
| S2 |
2,148.25 |
2,148.25 |
2,230.25 |
|
| S3 |
2,061.50 |
2,110.50 |
2,222.50 |
|
| S4 |
1,974.75 |
2,023.75 |
2,198.50 |
|
|
| 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 |
2,272.75 |
2,117.00 |
155.75 |
6.9% |
67.75 |
3.0% |
83% |
True |
False |
308,816 |
| 10 |
2,272.75 |
2,103.25 |
169.50 |
7.5% |
61.25 |
2.7% |
84% |
True |
False |
155,436 |
| 20 |
2,272.75 |
2,019.25 |
253.50 |
11.3% |
64.50 |
2.9% |
90% |
True |
False |
77,998 |
| 40 |
2,429.50 |
1,964.00 |
465.50 |
20.7% |
69.50 |
3.1% |
61% |
False |
False |
39,323 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
20.7% |
59.50 |
2.6% |
61% |
False |
False |
26,248 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
20.7% |
46.75 |
2.1% |
61% |
False |
False |
19,687 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
20.7% |
37.75 |
1.7% |
61% |
False |
False |
15,750 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
20.7% |
32.00 |
1.4% |
61% |
False |
False |
13,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,641.50 |
|
2.618 |
2,499.75 |
|
1.618 |
2,413.00 |
|
1.000 |
2,359.50 |
|
0.618 |
2,326.25 |
|
HIGH |
2,272.75 |
|
0.618 |
2,239.50 |
|
0.500 |
2,229.50 |
|
0.382 |
2,219.25 |
|
LOW |
2,186.00 |
|
0.618 |
2,132.50 |
|
1.000 |
2,099.25 |
|
1.618 |
2,045.75 |
|
2.618 |
1,959.00 |
|
4.250 |
1,817.25 |
|
|
| Fisher Pivots for day following 14-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,240.50 |
2,229.00 |
| PP |
2,235.00 |
2,212.00 |
| S1 |
2,229.50 |
2,195.00 |
|