| Trading Metrics calculated at close of trading on 16-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2011 |
16-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,246.50 |
2,281.25 |
34.75 |
1.5% |
2,140.00 |
| High |
2,286.50 |
2,308.25 |
21.75 |
1.0% |
2,308.25 |
| Low |
2,239.25 |
2,269.25 |
30.00 |
1.3% |
2,117.00 |
| Close |
2,284.00 |
2,307.25 |
23.25 |
1.0% |
2,307.25 |
| Range |
47.25 |
39.00 |
-8.25 |
-17.5% |
191.25 |
| ATR |
64.82 |
62.98 |
-1.84 |
-2.8% |
0.00 |
| Volume |
400,800 |
311,647 |
-89,153 |
-22.2% |
1,843,816 |
|
| Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,412.00 |
2,398.50 |
2,328.75 |
|
| R3 |
2,373.00 |
2,359.50 |
2,318.00 |
|
| R2 |
2,334.00 |
2,334.00 |
2,314.50 |
|
| R1 |
2,320.50 |
2,320.50 |
2,310.75 |
2,327.25 |
| PP |
2,295.00 |
2,295.00 |
2,295.00 |
2,298.25 |
| S1 |
2,281.50 |
2,281.50 |
2,303.75 |
2,288.25 |
| S2 |
2,256.00 |
2,256.00 |
2,300.00 |
|
| S3 |
2,217.00 |
2,242.50 |
2,296.50 |
|
| S4 |
2,178.00 |
2,203.50 |
2,285.75 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,818.00 |
2,753.75 |
2,412.50 |
|
| R3 |
2,626.75 |
2,562.50 |
2,359.75 |
|
| R2 |
2,435.50 |
2,435.50 |
2,342.25 |
|
| R1 |
2,371.25 |
2,371.25 |
2,324.75 |
2,403.50 |
| PP |
2,244.25 |
2,244.25 |
2,244.25 |
2,260.25 |
| S1 |
2,180.00 |
2,180.00 |
2,289.75 |
2,212.00 |
| S2 |
2,053.00 |
2,053.00 |
2,272.25 |
|
| S3 |
1,861.75 |
1,988.75 |
2,254.75 |
|
| S4 |
1,670.50 |
1,797.50 |
2,202.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,308.25 |
2,117.00 |
191.25 |
8.3% |
61.75 |
2.7% |
99% |
True |
False |
368,763 |
| 10 |
2,308.25 |
2,103.25 |
205.00 |
8.9% |
60.75 |
2.6% |
100% |
True |
False |
226,433 |
| 20 |
2,308.25 |
2,019.25 |
289.00 |
12.5% |
60.25 |
2.6% |
100% |
True |
False |
113,595 |
| 40 |
2,429.50 |
1,964.00 |
465.50 |
20.2% |
69.75 |
3.0% |
74% |
False |
False |
57,129 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
20.2% |
59.75 |
2.6% |
74% |
False |
False |
38,120 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
20.2% |
48.00 |
2.1% |
74% |
False |
False |
28,593 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
20.2% |
38.50 |
1.7% |
74% |
False |
False |
22,875 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
20.2% |
32.75 |
1.4% |
74% |
False |
False |
19,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,474.00 |
|
2.618 |
2,410.25 |
|
1.618 |
2,371.25 |
|
1.000 |
2,347.25 |
|
0.618 |
2,332.25 |
|
HIGH |
2,308.25 |
|
0.618 |
2,293.25 |
|
0.500 |
2,288.75 |
|
0.382 |
2,284.25 |
|
LOW |
2,269.25 |
|
0.618 |
2,245.25 |
|
1.000 |
2,230.25 |
|
1.618 |
2,206.25 |
|
2.618 |
2,167.25 |
|
4.250 |
2,103.50 |
|
|
| Fisher Pivots for day following 16-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,301.00 |
2,287.25 |
| PP |
2,295.00 |
2,267.25 |
| S1 |
2,288.75 |
2,247.00 |
|