| Trading Metrics calculated at close of trading on 29-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2011 |
29-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,252.25 |
2,217.25 |
-35.00 |
-1.6% |
2,288.00 |
| High |
2,275.75 |
2,259.75 |
-16.00 |
-0.7% |
2,332.50 |
| Low |
2,212.00 |
2,152.50 |
-59.50 |
-2.7% |
2,134.00 |
| Close |
2,218.50 |
2,189.50 |
-29.00 |
-1.3% |
2,202.00 |
| Range |
63.75 |
107.25 |
43.50 |
68.2% |
198.50 |
| ATR |
66.30 |
69.23 |
2.92 |
4.4% |
0.00 |
| Volume |
325,688 |
405,111 |
79,423 |
24.4% |
1,976,624 |
|
| Daily Pivots for day following 29-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,522.25 |
2,463.25 |
2,248.50 |
|
| R3 |
2,415.00 |
2,356.00 |
2,219.00 |
|
| R2 |
2,307.75 |
2,307.75 |
2,209.25 |
|
| R1 |
2,248.75 |
2,248.75 |
2,199.25 |
2,224.50 |
| PP |
2,200.50 |
2,200.50 |
2,200.50 |
2,188.50 |
| S1 |
2,141.50 |
2,141.50 |
2,179.75 |
2,117.50 |
| S2 |
2,093.25 |
2,093.25 |
2,169.75 |
|
| S3 |
1,986.00 |
2,034.25 |
2,160.00 |
|
| S4 |
1,878.75 |
1,927.00 |
2,130.50 |
|
|
| 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 |
6.9% |
76.25 |
3.5% |
37% |
False |
False |
374,182 |
| 10 |
2,332.50 |
2,134.00 |
198.50 |
9.1% |
70.75 |
3.2% |
28% |
False |
False |
376,073 |
| 20 |
2,332.50 |
2,103.25 |
229.25 |
10.5% |
66.00 |
3.0% |
38% |
False |
False |
285,722 |
| 40 |
2,332.50 |
1,964.00 |
368.50 |
16.8% |
74.75 |
3.4% |
61% |
False |
False |
143,183 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
21.3% |
65.00 |
3.0% |
48% |
False |
False |
95,592 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
21.3% |
55.75 |
2.5% |
48% |
False |
False |
71,706 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
21.3% |
45.25 |
2.1% |
48% |
False |
False |
57,365 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
21.3% |
38.25 |
1.7% |
48% |
False |
False |
47,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,715.50 |
|
2.618 |
2,540.50 |
|
1.618 |
2,433.25 |
|
1.000 |
2,367.00 |
|
0.618 |
2,326.00 |
|
HIGH |
2,259.75 |
|
0.618 |
2,218.75 |
|
0.500 |
2,206.00 |
|
0.382 |
2,193.50 |
|
LOW |
2,152.50 |
|
0.618 |
2,086.25 |
|
1.000 |
2,045.25 |
|
1.618 |
1,979.00 |
|
2.618 |
1,871.75 |
|
4.250 |
1,696.75 |
|
|
| Fisher Pivots for day following 29-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,206.00 |
2,219.00 |
| PP |
2,200.50 |
2,209.00 |
| S1 |
2,195.00 |
2,199.25 |
|