| Trading Metrics calculated at close of trading on 19-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2011 |
19-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,281.25 |
2,288.00 |
6.75 |
0.3% |
2,140.00 |
| High |
2,308.25 |
2,314.50 |
6.25 |
0.3% |
2,308.25 |
| Low |
2,269.25 |
2,254.25 |
-15.00 |
-0.7% |
2,117.00 |
| Close |
2,307.25 |
2,301.00 |
-6.25 |
-0.3% |
2,307.25 |
| Range |
39.00 |
60.25 |
21.25 |
54.5% |
191.25 |
| ATR |
62.98 |
62.78 |
-0.19 |
-0.3% |
0.00 |
| Volume |
311,647 |
317,744 |
6,097 |
2.0% |
1,843,816 |
|
| Daily Pivots for day following 19-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,470.75 |
2,446.00 |
2,334.25 |
|
| R3 |
2,410.50 |
2,385.75 |
2,317.50 |
|
| R2 |
2,350.25 |
2,350.25 |
2,312.00 |
|
| R1 |
2,325.50 |
2,325.50 |
2,306.50 |
2,338.00 |
| PP |
2,290.00 |
2,290.00 |
2,290.00 |
2,296.00 |
| S1 |
2,265.25 |
2,265.25 |
2,295.50 |
2,277.50 |
| S2 |
2,229.75 |
2,229.75 |
2,290.00 |
|
| S3 |
2,169.50 |
2,205.00 |
2,284.50 |
|
| S4 |
2,109.25 |
2,144.75 |
2,267.75 |
|
|
| 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 |
2,314.50 |
2,161.50 |
153.00 |
6.6% |
58.25 |
2.5% |
91% |
True |
False |
361,231 |
| 10 |
2,314.50 |
2,103.25 |
211.25 |
9.2% |
60.50 |
2.6% |
94% |
True |
False |
258,052 |
| 20 |
2,314.50 |
2,019.25 |
295.25 |
12.8% |
60.00 |
2.6% |
95% |
True |
False |
129,466 |
| 40 |
2,429.50 |
1,964.00 |
465.50 |
20.2% |
70.25 |
3.1% |
72% |
False |
False |
65,006 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
20.2% |
60.00 |
2.6% |
72% |
False |
False |
43,415 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
20.2% |
48.75 |
2.1% |
72% |
False |
False |
32,565 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
20.2% |
39.25 |
1.7% |
72% |
False |
False |
26,052 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
20.2% |
33.25 |
1.4% |
72% |
False |
False |
21,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,570.50 |
|
2.618 |
2,472.25 |
|
1.618 |
2,412.00 |
|
1.000 |
2,374.75 |
|
0.618 |
2,351.75 |
|
HIGH |
2,314.50 |
|
0.618 |
2,291.50 |
|
0.500 |
2,284.50 |
|
0.382 |
2,277.25 |
|
LOW |
2,254.25 |
|
0.618 |
2,217.00 |
|
1.000 |
2,194.00 |
|
1.618 |
2,156.75 |
|
2.618 |
2,096.50 |
|
4.250 |
1,998.25 |
|
|
| Fisher Pivots for day following 19-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,295.50 |
2,293.00 |
| PP |
2,290.00 |
2,285.00 |
| S1 |
2,284.50 |
2,277.00 |
|