| Trading Metrics calculated at close of trading on 22-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2011 |
22-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,297.00 |
2,245.75 |
-51.25 |
-2.2% |
2,140.00 |
| High |
2,318.00 |
2,249.50 |
-68.50 |
-3.0% |
2,308.25 |
| Low |
2,244.25 |
2,144.50 |
-99.75 |
-4.4% |
2,117.00 |
| Close |
2,245.50 |
2,174.50 |
-71.00 |
-3.2% |
2,307.25 |
| Range |
73.75 |
105.00 |
31.25 |
42.4% |
191.25 |
| ATR |
62.64 |
65.66 |
3.03 |
4.8% |
0.00 |
| Volume |
353,504 |
581,143 |
227,639 |
64.4% |
1,843,816 |
|
| Daily Pivots for day following 22-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,504.50 |
2,444.50 |
2,232.25 |
|
| R3 |
2,399.50 |
2,339.50 |
2,203.50 |
|
| R2 |
2,294.50 |
2,294.50 |
2,193.75 |
|
| R1 |
2,234.50 |
2,234.50 |
2,184.00 |
2,212.00 |
| PP |
2,189.50 |
2,189.50 |
2,189.50 |
2,178.25 |
| S1 |
2,129.50 |
2,129.50 |
2,165.00 |
2,107.00 |
| S2 |
2,084.50 |
2,084.50 |
2,155.25 |
|
| S3 |
1,979.50 |
2,024.50 |
2,145.50 |
|
| S4 |
1,874.50 |
1,919.50 |
2,116.75 |
|
|
| 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 |
2,144.50 |
188.00 |
8.6% |
65.25 |
3.0% |
16% |
False |
True |
377,965 |
| 10 |
2,332.50 |
2,117.00 |
215.50 |
9.9% |
67.50 |
3.1% |
27% |
False |
False |
371,371 |
| 20 |
2,332.50 |
2,076.50 |
256.00 |
11.8% |
61.25 |
2.8% |
38% |
False |
False |
192,334 |
| 40 |
2,392.75 |
1,964.00 |
428.75 |
19.7% |
72.50 |
3.3% |
49% |
False |
False |
96,441 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
21.4% |
61.00 |
2.8% |
45% |
False |
False |
64,420 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
21.4% |
51.25 |
2.4% |
45% |
False |
False |
48,320 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
21.4% |
41.50 |
1.9% |
45% |
False |
False |
38,656 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
21.4% |
35.25 |
1.6% |
45% |
False |
False |
32,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,695.75 |
|
2.618 |
2,524.50 |
|
1.618 |
2,419.50 |
|
1.000 |
2,354.50 |
|
0.618 |
2,314.50 |
|
HIGH |
2,249.50 |
|
0.618 |
2,209.50 |
|
0.500 |
2,197.00 |
|
0.382 |
2,184.50 |
|
LOW |
2,144.50 |
|
0.618 |
2,079.50 |
|
1.000 |
2,039.50 |
|
1.618 |
1,974.50 |
|
2.618 |
1,869.50 |
|
4.250 |
1,698.25 |
|
|
| Fisher Pivots for day following 22-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,197.00 |
2,238.50 |
| PP |
2,189.50 |
2,217.25 |
| S1 |
2,182.00 |
2,195.75 |
|