| Trading Metrics calculated at close of trading on 23-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2011 |
23-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
11,121.89 |
10,732.77 |
-389.12 |
-3.5% |
11,506.67 |
| High |
11,122.12 |
10,808.49 |
-313.63 |
-2.8% |
11,550.22 |
| Low |
10,597.14 |
10,638.73 |
41.59 |
0.4% |
10,597.14 |
| Close |
10,733.83 |
10,771.48 |
37.65 |
0.4% |
10,771.48 |
| Range |
524.98 |
169.76 |
-355.22 |
-67.7% |
953.08 |
| ATR |
277.86 |
270.14 |
-7.72 |
-2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,248.85 |
11,179.92 |
10,864.85 |
|
| R3 |
11,079.09 |
11,010.16 |
10,818.16 |
|
| R2 |
10,909.33 |
10,909.33 |
10,802.60 |
|
| R1 |
10,840.40 |
10,840.40 |
10,787.04 |
10,874.87 |
| PP |
10,739.57 |
10,739.57 |
10,739.57 |
10,756.80 |
| S1 |
10,670.64 |
10,670.64 |
10,755.92 |
10,705.11 |
| S2 |
10,569.81 |
10,569.81 |
10,740.36 |
|
| S3 |
10,400.05 |
10,500.88 |
10,724.80 |
|
| S4 |
10,230.29 |
10,331.12 |
10,678.11 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,832.19 |
13,254.91 |
11,295.67 |
|
| R3 |
12,879.11 |
12,301.83 |
11,033.58 |
|
| R2 |
11,926.03 |
11,926.03 |
10,946.21 |
|
| R1 |
11,348.75 |
11,348.75 |
10,858.85 |
11,160.85 |
| PP |
10,972.95 |
10,972.95 |
10,972.95 |
10,879.00 |
| S1 |
10,395.67 |
10,395.67 |
10,684.11 |
10,207.77 |
| S2 |
10,019.87 |
10,019.87 |
10,596.75 |
|
| S3 |
9,066.79 |
9,442.59 |
10,509.38 |
|
| S4 |
8,113.71 |
8,489.51 |
10,247.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,550.22 |
10,597.14 |
953.08 |
8.8% |
290.64 |
2.7% |
18% |
False |
False |
|
| 10 |
11,550.22 |
10,597.14 |
953.08 |
8.8% |
254.80 |
2.4% |
18% |
False |
False |
|
| 20 |
11,716.84 |
10,597.14 |
1,119.70 |
10.4% |
261.49 |
2.4% |
16% |
False |
False |
|
| 40 |
12,282.42 |
10,597.14 |
1,685.28 |
15.6% |
302.72 |
2.8% |
10% |
False |
False |
|
| 60 |
12,753.89 |
10,597.14 |
2,156.75 |
20.0% |
250.03 |
2.3% |
8% |
False |
False |
|
| 80 |
12,753.89 |
10,597.14 |
2,156.75 |
20.0% |
221.31 |
2.1% |
8% |
False |
False |
|
| 100 |
12,806.68 |
10,597.14 |
2,209.54 |
20.5% |
205.78 |
1.9% |
8% |
False |
False |
|
| 120 |
12,876.00 |
10,597.14 |
2,278.86 |
21.2% |
190.24 |
1.8% |
8% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,529.97 |
|
2.618 |
11,252.92 |
|
1.618 |
11,083.16 |
|
1.000 |
10,978.25 |
|
0.618 |
10,913.40 |
|
HIGH |
10,808.49 |
|
0.618 |
10,743.64 |
|
0.500 |
10,723.61 |
|
0.382 |
10,703.58 |
|
LOW |
10,638.73 |
|
0.618 |
10,533.82 |
|
1.000 |
10,468.97 |
|
1.618 |
10,364.06 |
|
2.618 |
10,194.30 |
|
4.250 |
9,917.25 |
|
|
| Fisher Pivots for day following 23-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
10,755.52 |
11,022.50 |
| PP |
10,739.57 |
10,938.83 |
| S1 |
10,723.61 |
10,855.15 |
|