| Trading Metrics calculated at close of trading on 20-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2011 |
20-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,288.00 |
2,298.75 |
10.75 |
0.5% |
2,140.00 |
| High |
2,314.50 |
2,332.50 |
18.00 |
0.8% |
2,308.25 |
| Low |
2,254.25 |
2,283.75 |
29.50 |
1.3% |
2,117.00 |
| Close |
2,301.00 |
2,296.50 |
-4.50 |
-0.2% |
2,307.25 |
| Range |
60.25 |
48.75 |
-11.50 |
-19.1% |
191.25 |
| ATR |
62.78 |
61.78 |
-1.00 |
-1.6% |
0.00 |
| Volume |
317,744 |
325,787 |
8,043 |
2.5% |
1,843,816 |
|
| Daily Pivots for day following 20-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,450.50 |
2,422.25 |
2,323.25 |
|
| R3 |
2,401.75 |
2,373.50 |
2,310.00 |
|
| R2 |
2,353.00 |
2,353.00 |
2,305.50 |
|
| R1 |
2,324.75 |
2,324.75 |
2,301.00 |
2,314.50 |
| PP |
2,304.25 |
2,304.25 |
2,304.25 |
2,299.00 |
| S1 |
2,276.00 |
2,276.00 |
2,292.00 |
2,265.75 |
| S2 |
2,255.50 |
2,255.50 |
2,287.50 |
|
| S3 |
2,206.75 |
2,227.25 |
2,283.00 |
|
| S4 |
2,158.00 |
2,178.50 |
2,269.75 |
|
|
| 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 |
2,332.50 |
2,186.00 |
146.50 |
6.4% |
56.50 |
2.5% |
75% |
True |
False |
351,567 |
| 10 |
2,332.50 |
2,117.00 |
215.50 |
9.4% |
59.25 |
2.6% |
83% |
True |
False |
290,380 |
| 20 |
2,332.50 |
2,032.50 |
300.00 |
13.1% |
59.50 |
2.6% |
88% |
True |
False |
145,685 |
| 40 |
2,429.50 |
1,964.00 |
465.50 |
20.3% |
70.25 |
3.1% |
71% |
False |
False |
73,086 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
20.3% |
59.75 |
2.6% |
71% |
False |
False |
48,843 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
20.3% |
49.25 |
2.1% |
71% |
False |
False |
36,637 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
20.3% |
39.50 |
1.7% |
71% |
False |
False |
29,310 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
20.3% |
33.75 |
1.5% |
71% |
False |
False |
24,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,539.75 |
|
2.618 |
2,460.25 |
|
1.618 |
2,411.50 |
|
1.000 |
2,381.25 |
|
0.618 |
2,362.75 |
|
HIGH |
2,332.50 |
|
0.618 |
2,314.00 |
|
0.500 |
2,308.00 |
|
0.382 |
2,302.25 |
|
LOW |
2,283.75 |
|
0.618 |
2,253.50 |
|
1.000 |
2,235.00 |
|
1.618 |
2,204.75 |
|
2.618 |
2,156.00 |
|
4.250 |
2,076.50 |
|
|
| Fisher Pivots for day following 20-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,308.00 |
2,295.50 |
| PP |
2,304.25 |
2,294.50 |
| S1 |
2,300.50 |
2,293.50 |
|