| 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 |
1,162.25 |
1,141.00 |
-21.25 |
-1.8% |
1,193.00 |
| High |
1,174.75 |
1,164.00 |
-10.75 |
-0.9% |
1,208.00 |
| Low |
1,137.50 |
1,127.50 |
-10.00 |
-0.9% |
1,096.25 |
| Close |
1,142.25 |
1,150.00 |
7.75 |
0.7% |
1,123.25 |
| Range |
37.25 |
36.50 |
-0.75 |
-2.0% |
111.75 |
| ATR |
35.60 |
35.66 |
0.06 |
0.2% |
0.00 |
| Volume |
1,307 |
1,502 |
195 |
14.9% |
4,700 |
|
| Daily Pivots for day following 29-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,256.75 |
1,239.75 |
1,170.00 |
|
| R3 |
1,220.25 |
1,203.25 |
1,160.00 |
|
| R2 |
1,183.75 |
1,183.75 |
1,156.75 |
|
| R1 |
1,166.75 |
1,166.75 |
1,153.25 |
1,175.25 |
| PP |
1,147.25 |
1,147.25 |
1,147.25 |
1,151.50 |
| S1 |
1,130.25 |
1,130.25 |
1,146.75 |
1,138.75 |
| S2 |
1,110.75 |
1,110.75 |
1,143.25 |
|
| S3 |
1,074.25 |
1,093.75 |
1,140.00 |
|
| S4 |
1,037.75 |
1,057.25 |
1,130.00 |
|
|
| 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 |
1,183.50 |
1,096.25 |
87.25 |
7.6% |
37.50 |
3.3% |
62% |
False |
False |
1,557 |
| 10 |
1,208.00 |
1,096.25 |
111.75 |
9.7% |
35.25 |
3.1% |
48% |
False |
False |
1,159 |
| 20 |
1,216.25 |
1,096.25 |
120.00 |
10.4% |
33.75 |
2.9% |
45% |
False |
False |
662 |
| 40 |
1,252.50 |
1,067.00 |
185.50 |
16.1% |
38.50 |
3.3% |
45% |
False |
False |
402 |
| 60 |
1,342.75 |
1,067.00 |
275.75 |
24.0% |
32.50 |
2.8% |
30% |
False |
False |
276 |
| 80 |
1,342.75 |
1,067.00 |
275.75 |
24.0% |
27.25 |
2.4% |
30% |
False |
False |
208 |
| 100 |
1,342.75 |
1,067.00 |
275.75 |
24.0% |
22.50 |
1.9% |
30% |
False |
False |
167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,319.00 |
|
2.618 |
1,259.50 |
|
1.618 |
1,223.00 |
|
1.000 |
1,200.50 |
|
0.618 |
1,186.50 |
|
HIGH |
1,164.00 |
|
0.618 |
1,150.00 |
|
0.500 |
1,145.75 |
|
0.382 |
1,141.50 |
|
LOW |
1,127.50 |
|
0.618 |
1,105.00 |
|
1.000 |
1,091.00 |
|
1.618 |
1,068.50 |
|
2.618 |
1,032.00 |
|
4.250 |
972.50 |
|
|
| Fisher Pivots for day following 29-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,148.50 |
1,155.50 |
| PP |
1,147.25 |
1,153.75 |
| S1 |
1,145.75 |
1,151.75 |
|