| Trading Metrics calculated at close of trading on 26-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2011 |
26-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,177.75 |
2,190.50 |
12.75 |
0.6% |
2,288.00 |
| High |
2,210.25 |
2,232.50 |
22.25 |
1.0% |
2,332.50 |
| Low |
2,134.00 |
2,162.25 |
28.25 |
1.3% |
2,134.00 |
| Close |
2,202.00 |
2,226.00 |
24.00 |
1.1% |
2,202.00 |
| Range |
76.25 |
70.25 |
-6.00 |
-7.9% |
198.50 |
| ATR |
66.42 |
66.69 |
0.27 |
0.4% |
0.00 |
| Volume |
398,446 |
390,098 |
-8,348 |
-2.1% |
1,976,624 |
|
| Daily Pivots for day following 26-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,417.75 |
2,392.00 |
2,264.75 |
|
| R3 |
2,347.50 |
2,321.75 |
2,245.25 |
|
| R2 |
2,277.25 |
2,277.25 |
2,239.00 |
|
| R1 |
2,251.50 |
2,251.50 |
2,232.50 |
2,264.50 |
| PP |
2,207.00 |
2,207.00 |
2,207.00 |
2,213.25 |
| S1 |
2,181.25 |
2,181.25 |
2,219.50 |
2,194.00 |
| S2 |
2,136.75 |
2,136.75 |
2,213.00 |
|
| S3 |
2,066.50 |
2,111.00 |
2,206.75 |
|
| S4 |
1,996.25 |
2,040.75 |
2,187.25 |
|
|
| 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 |
8.9% |
74.75 |
3.4% |
46% |
False |
False |
409,795 |
| 10 |
2,332.50 |
2,134.00 |
198.50 |
8.9% |
66.50 |
3.0% |
46% |
False |
False |
385,513 |
| 20 |
2,332.50 |
2,103.25 |
229.25 |
10.3% |
61.75 |
2.8% |
54% |
False |
False |
231,737 |
| 40 |
2,389.25 |
1,964.00 |
425.25 |
19.1% |
74.00 |
3.3% |
62% |
False |
False |
116,147 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
20.9% |
62.50 |
2.8% |
56% |
False |
False |
77,558 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
20.9% |
53.00 |
2.4% |
56% |
False |
False |
58,177 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
20.9% |
43.00 |
1.9% |
56% |
False |
False |
46,542 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
20.9% |
36.50 |
1.6% |
56% |
False |
False |
38,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,531.00 |
|
2.618 |
2,416.50 |
|
1.618 |
2,346.25 |
|
1.000 |
2,302.75 |
|
0.618 |
2,276.00 |
|
HIGH |
2,232.50 |
|
0.618 |
2,205.75 |
|
0.500 |
2,197.50 |
|
0.382 |
2,189.00 |
|
LOW |
2,162.25 |
|
0.618 |
2,118.75 |
|
1.000 |
2,092.00 |
|
1.618 |
2,048.50 |
|
2.618 |
1,978.25 |
|
4.250 |
1,863.75 |
|
|
| Fisher Pivots for day following 26-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,216.50 |
2,214.50 |
| PP |
2,207.00 |
2,203.25 |
| S1 |
2,197.50 |
2,191.75 |
|