| Trading Metrics calculated at close of trading on 23-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2011 |
23-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,245.75 |
2,177.75 |
-68.00 |
-3.0% |
2,288.00 |
| High |
2,249.50 |
2,210.25 |
-39.25 |
-1.7% |
2,332.50 |
| Low |
2,144.50 |
2,134.00 |
-10.50 |
-0.5% |
2,134.00 |
| Close |
2,174.50 |
2,202.00 |
27.50 |
1.3% |
2,202.00 |
| Range |
105.00 |
76.25 |
-28.75 |
-27.4% |
198.50 |
| ATR |
65.66 |
66.42 |
0.76 |
1.2% |
0.00 |
| Volume |
581,143 |
398,446 |
-182,697 |
-31.4% |
1,976,624 |
|
| Daily Pivots for day following 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,410.75 |
2,382.75 |
2,244.00 |
|
| R3 |
2,334.50 |
2,306.50 |
2,223.00 |
|
| R2 |
2,258.25 |
2,258.25 |
2,216.00 |
|
| R1 |
2,230.25 |
2,230.25 |
2,209.00 |
2,244.25 |
| PP |
2,182.00 |
2,182.00 |
2,182.00 |
2,189.00 |
| S1 |
2,154.00 |
2,154.00 |
2,195.00 |
2,168.00 |
| S2 |
2,105.75 |
2,105.75 |
2,188.00 |
|
| S3 |
2,029.50 |
2,077.75 |
2,181.00 |
|
| S4 |
1,953.25 |
2,001.50 |
2,160.00 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,818.25 |
2,708.75 |
2,311.25 |
|
| R3 |
2,619.75 |
2,510.25 |
2,256.50 |
|
| R2 |
2,421.25 |
2,421.25 |
2,238.50 |
|
| R1 |
2,311.75 |
2,311.75 |
2,220.25 |
2,267.25 |
| PP |
2,222.75 |
2,222.75 |
2,222.75 |
2,200.50 |
| S1 |
2,113.25 |
2,113.25 |
2,183.75 |
2,068.75 |
| S2 |
2,024.25 |
2,024.25 |
2,165.50 |
|
| S3 |
1,825.75 |
1,914.75 |
2,147.50 |
|
| S4 |
1,627.25 |
1,716.25 |
2,092.75 |
|
|
| 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 |
2,134.00 |
198.50 |
9.0% |
72.75 |
3.3% |
34% |
False |
True |
395,324 |
| 10 |
2,332.50 |
2,117.00 |
215.50 |
9.8% |
67.25 |
3.1% |
39% |
False |
False |
382,044 |
| 20 |
2,332.50 |
2,076.50 |
256.00 |
11.6% |
62.75 |
2.8% |
49% |
False |
False |
212,244 |
| 40 |
2,389.25 |
1,964.00 |
425.25 |
19.3% |
73.25 |
3.3% |
56% |
False |
False |
106,399 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
21.1% |
62.00 |
2.8% |
51% |
False |
False |
71,059 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
21.1% |
52.00 |
2.4% |
51% |
False |
False |
53,301 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
21.1% |
42.25 |
1.9% |
51% |
False |
False |
42,641 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
21.1% |
35.75 |
1.6% |
51% |
False |
False |
35,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,534.25 |
|
2.618 |
2,409.75 |
|
1.618 |
2,333.50 |
|
1.000 |
2,286.50 |
|
0.618 |
2,257.25 |
|
HIGH |
2,210.25 |
|
0.618 |
2,181.00 |
|
0.500 |
2,172.00 |
|
0.382 |
2,163.25 |
|
LOW |
2,134.00 |
|
0.618 |
2,087.00 |
|
1.000 |
2,057.75 |
|
1.618 |
2,010.75 |
|
2.618 |
1,934.50 |
|
4.250 |
1,810.00 |
|
|
| Fisher Pivots for day following 23-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,192.00 |
2,226.00 |
| PP |
2,182.00 |
2,218.00 |
| S1 |
2,172.00 |
2,210.00 |
|