| Trading Metrics calculated at close of trading on 15-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2011 |
15-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
11,028 |
11,181 |
153 |
1.4% |
11,108 |
| High |
11,314 |
11,381 |
67 |
0.6% |
11,400 |
| Low |
10,868 |
11,124 |
256 |
2.4% |
10,848 |
| Close |
11,174 |
11,375 |
201 |
1.8% |
10,949 |
| Range |
446 |
257 |
-189 |
-42.4% |
552 |
| ATR |
303 |
299 |
-3 |
-1.1% |
0 |
| Volume |
162,733 |
128,765 |
-33,968 |
-20.9% |
156,926 |
|
| Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,064 |
11,977 |
11,516 |
|
| R3 |
11,807 |
11,720 |
11,446 |
|
| R2 |
11,550 |
11,550 |
11,422 |
|
| R1 |
11,463 |
11,463 |
11,399 |
11,507 |
| PP |
11,293 |
11,293 |
11,293 |
11,315 |
| S1 |
11,206 |
11,206 |
11,352 |
11,250 |
| S2 |
11,036 |
11,036 |
11,328 |
|
| S3 |
10,779 |
10,949 |
11,304 |
|
| S4 |
10,522 |
10,692 |
11,234 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,722 |
12,387 |
11,253 |
|
| R3 |
12,170 |
11,835 |
11,101 |
|
| R2 |
11,618 |
11,618 |
11,050 |
|
| R1 |
11,283 |
11,283 |
11,000 |
11,175 |
| PP |
11,066 |
11,066 |
11,066 |
11,011 |
| S1 |
10,731 |
10,731 |
10,899 |
10,623 |
| S2 |
10,514 |
10,514 |
10,848 |
|
| S3 |
9,962 |
10,179 |
10,797 |
|
| S4 |
9,410 |
9,627 |
10,646 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,381 |
10,695 |
686 |
6.0% |
337 |
3.0% |
99% |
True |
False |
139,914 |
| 10 |
11,625 |
10,695 |
930 |
8.2% |
296 |
2.6% |
73% |
False |
False |
74,042 |
| 20 |
11,625 |
10,651 |
974 |
8.6% |
296 |
2.6% |
74% |
False |
False |
37,204 |
| 40 |
12,675 |
10,370 |
2,305 |
20.3% |
312 |
2.7% |
44% |
False |
False |
18,690 |
| 60 |
12,675 |
10,370 |
2,305 |
20.3% |
258 |
2.3% |
44% |
False |
False |
12,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,473 |
|
2.618 |
12,054 |
|
1.618 |
11,797 |
|
1.000 |
11,638 |
|
0.618 |
11,540 |
|
HIGH |
11,381 |
|
0.618 |
11,283 |
|
0.500 |
11,253 |
|
0.382 |
11,222 |
|
LOW |
11,124 |
|
0.618 |
10,965 |
|
1.000 |
10,867 |
|
1.618 |
10,708 |
|
2.618 |
10,451 |
|
4.250 |
10,032 |
|
|
| Fisher Pivots for day following 15-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,334 |
11,286 |
| PP |
11,293 |
11,197 |
| S1 |
11,253 |
11,108 |
|