| Trading Metrics calculated at close of trading on 21-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2011 |
21-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,298.75 |
2,297.00 |
-1.75 |
-0.1% |
2,140.00 |
| High |
2,332.50 |
2,318.00 |
-14.50 |
-0.6% |
2,308.25 |
| Low |
2,283.75 |
2,244.25 |
-39.50 |
-1.7% |
2,117.00 |
| Close |
2,296.50 |
2,245.50 |
-51.00 |
-2.2% |
2,307.25 |
| Range |
48.75 |
73.75 |
25.00 |
51.3% |
191.25 |
| ATR |
61.78 |
62.64 |
0.85 |
1.4% |
0.00 |
| Volume |
325,787 |
353,504 |
27,717 |
8.5% |
1,843,816 |
|
| Daily Pivots for day following 21-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,490.50 |
2,441.75 |
2,286.00 |
|
| R3 |
2,416.75 |
2,368.00 |
2,265.75 |
|
| R2 |
2,343.00 |
2,343.00 |
2,259.00 |
|
| R1 |
2,294.25 |
2,294.25 |
2,252.25 |
2,281.75 |
| PP |
2,269.25 |
2,269.25 |
2,269.25 |
2,263.00 |
| S1 |
2,220.50 |
2,220.50 |
2,238.75 |
2,208.00 |
| S2 |
2,195.50 |
2,195.50 |
2,232.00 |
|
| S3 |
2,121.75 |
2,146.75 |
2,225.25 |
|
| S4 |
2,048.00 |
2,073.00 |
2,205.00 |
|
|
| 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 |
2,239.25 |
93.25 |
4.2% |
53.75 |
2.4% |
7% |
False |
False |
341,896 |
| 10 |
2,332.50 |
2,117.00 |
215.50 |
9.6% |
60.75 |
2.7% |
60% |
False |
False |
325,356 |
| 20 |
2,332.50 |
2,076.50 |
256.00 |
11.4% |
58.50 |
2.6% |
66% |
False |
False |
163,345 |
| 40 |
2,420.50 |
1,964.00 |
456.50 |
20.3% |
71.50 |
3.2% |
62% |
False |
False |
81,918 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
20.7% |
60.00 |
2.7% |
60% |
False |
False |
54,734 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
20.7% |
50.25 |
2.2% |
60% |
False |
False |
41,056 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
20.7% |
40.25 |
1.8% |
60% |
False |
False |
32,845 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
20.7% |
34.25 |
1.5% |
60% |
False |
False |
27,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,631.50 |
|
2.618 |
2,511.00 |
|
1.618 |
2,437.25 |
|
1.000 |
2,391.75 |
|
0.618 |
2,363.50 |
|
HIGH |
2,318.00 |
|
0.618 |
2,289.75 |
|
0.500 |
2,281.00 |
|
0.382 |
2,272.50 |
|
LOW |
2,244.25 |
|
0.618 |
2,198.75 |
|
1.000 |
2,170.50 |
|
1.618 |
2,125.00 |
|
2.618 |
2,051.25 |
|
4.250 |
1,930.75 |
|
|
| Fisher Pivots for day following 21-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,281.00 |
2,288.50 |
| PP |
2,269.25 |
2,274.00 |
| S1 |
2,257.50 |
2,259.75 |
|