| Trading Metrics calculated at close of trading on 28-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2011 |
28-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,226.50 |
2,252.25 |
25.75 |
1.2% |
2,288.00 |
| High |
2,285.25 |
2,275.75 |
-9.50 |
-0.4% |
2,332.50 |
| Low |
2,221.25 |
2,212.00 |
-9.25 |
-0.4% |
2,134.00 |
| Close |
2,254.00 |
2,218.50 |
-35.50 |
-1.6% |
2,202.00 |
| Range |
64.00 |
63.75 |
-0.25 |
-0.4% |
198.50 |
| ATR |
66.50 |
66.30 |
-0.20 |
-0.3% |
0.00 |
| Volume |
351,571 |
325,688 |
-25,883 |
-7.4% |
1,976,624 |
|
| Daily Pivots for day following 28-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,426.75 |
2,386.25 |
2,253.50 |
|
| R3 |
2,363.00 |
2,322.50 |
2,236.00 |
|
| R2 |
2,299.25 |
2,299.25 |
2,230.25 |
|
| R1 |
2,258.75 |
2,258.75 |
2,224.25 |
2,247.00 |
| PP |
2,235.50 |
2,235.50 |
2,235.50 |
2,229.50 |
| S1 |
2,195.00 |
2,195.00 |
2,212.75 |
2,183.50 |
| S2 |
2,171.75 |
2,171.75 |
2,206.75 |
|
| S3 |
2,108.00 |
2,131.25 |
2,201.00 |
|
| S4 |
2,044.25 |
2,067.50 |
2,183.50 |
|
|
| 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 |
2,285.25 |
2,134.00 |
151.25 |
6.8% |
75.75 |
3.4% |
56% |
False |
False |
409,389 |
| 10 |
2,332.50 |
2,134.00 |
198.50 |
8.9% |
64.75 |
2.9% |
43% |
False |
False |
375,642 |
| 20 |
2,332.50 |
2,103.25 |
229.25 |
10.3% |
63.00 |
2.8% |
50% |
False |
False |
265,539 |
| 40 |
2,332.50 |
1,964.00 |
368.50 |
16.6% |
73.50 |
3.3% |
69% |
False |
False |
133,066 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
21.0% |
63.50 |
2.9% |
55% |
False |
False |
88,842 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
21.0% |
54.50 |
2.5% |
55% |
False |
False |
66,642 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
21.0% |
44.25 |
2.0% |
55% |
False |
False |
53,314 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
21.0% |
37.50 |
1.7% |
55% |
False |
False |
44,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,546.75 |
|
2.618 |
2,442.75 |
|
1.618 |
2,379.00 |
|
1.000 |
2,339.50 |
|
0.618 |
2,315.25 |
|
HIGH |
2,275.75 |
|
0.618 |
2,251.50 |
|
0.500 |
2,244.00 |
|
0.382 |
2,236.25 |
|
LOW |
2,212.00 |
|
0.618 |
2,172.50 |
|
1.000 |
2,148.25 |
|
1.618 |
2,108.75 |
|
2.618 |
2,045.00 |
|
4.250 |
1,941.00 |
|
|
| Fisher Pivots for day following 28-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,244.00 |
2,223.75 |
| PP |
2,235.50 |
2,222.00 |
| S1 |
2,227.00 |
2,220.25 |
|