| 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 |
1,121.00 |
1,119.25 |
-1.75 |
-0.2% |
1,193.00 |
| High |
1,131.50 |
1,152.25 |
20.75 |
1.8% |
1,208.00 |
| Low |
1,096.25 |
1,108.50 |
12.25 |
1.1% |
1,096.25 |
| Close |
1,123.25 |
1,152.00 |
28.75 |
2.6% |
1,123.25 |
| Range |
35.25 |
43.75 |
8.50 |
24.1% |
111.75 |
| ATR |
34.90 |
35.53 |
0.63 |
1.8% |
0.00 |
| Volume |
1,266 |
1,399 |
133 |
10.5% |
4,700 |
|
| Daily Pivots for day following 26-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,268.75 |
1,254.25 |
1,176.00 |
|
| R3 |
1,225.00 |
1,210.50 |
1,164.00 |
|
| R2 |
1,181.25 |
1,181.25 |
1,160.00 |
|
| R1 |
1,166.75 |
1,166.75 |
1,156.00 |
1,174.00 |
| PP |
1,137.50 |
1,137.50 |
1,137.50 |
1,141.25 |
| S1 |
1,123.00 |
1,123.00 |
1,148.00 |
1,130.25 |
| S2 |
1,093.75 |
1,093.75 |
1,144.00 |
|
| S3 |
1,050.00 |
1,079.25 |
1,140.00 |
|
| S4 |
1,006.25 |
1,035.50 |
1,128.00 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,477.75 |
1,412.25 |
1,184.75 |
|
| R3 |
1,366.00 |
1,300.50 |
1,154.00 |
|
| R2 |
1,254.25 |
1,254.25 |
1,143.75 |
|
| R1 |
1,188.75 |
1,188.75 |
1,133.50 |
1,165.50 |
| PP |
1,142.50 |
1,142.50 |
1,142.50 |
1,131.00 |
| S1 |
1,077.00 |
1,077.00 |
1,113.00 |
1,054.00 |
| S2 |
1,030.75 |
1,030.75 |
1,102.75 |
|
| S3 |
919.00 |
965.25 |
1,092.50 |
|
| S4 |
807.25 |
853.50 |
1,061.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,208.00 |
1,096.25 |
111.75 |
9.7% |
41.25 |
3.6% |
50% |
False |
False |
1,123 |
| 10 |
1,208.00 |
1,096.25 |
111.75 |
9.7% |
35.00 |
3.0% |
50% |
False |
False |
768 |
| 20 |
1,217.75 |
1,096.25 |
121.50 |
10.5% |
32.50 |
2.8% |
46% |
False |
False |
421 |
| 40 |
1,297.75 |
1,067.00 |
230.75 |
20.0% |
38.25 |
3.3% |
37% |
False |
False |
275 |
| 60 |
1,342.75 |
1,067.00 |
275.75 |
23.9% |
31.50 |
2.7% |
31% |
False |
False |
190 |
| 80 |
1,342.75 |
1,067.00 |
275.75 |
23.9% |
26.00 |
2.3% |
31% |
False |
False |
145 |
| 100 |
1,342.75 |
1,067.00 |
275.75 |
23.9% |
21.50 |
1.9% |
31% |
False |
False |
116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,338.25 |
|
2.618 |
1,266.75 |
|
1.618 |
1,223.00 |
|
1.000 |
1,196.00 |
|
0.618 |
1,179.25 |
|
HIGH |
1,152.25 |
|
0.618 |
1,135.50 |
|
0.500 |
1,130.50 |
|
0.382 |
1,125.25 |
|
LOW |
1,108.50 |
|
0.618 |
1,081.50 |
|
1.000 |
1,064.75 |
|
1.618 |
1,037.75 |
|
2.618 |
994.00 |
|
4.250 |
922.50 |
|
|
| Fisher Pivots for day following 26-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,144.75 |
1,142.75 |
| PP |
1,137.50 |
1,133.75 |
| S1 |
1,130.50 |
1,124.50 |
|