| Trading Metrics calculated at close of trading on 27-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2011 |
27-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
10,771.78 |
11,045.23 |
273.45 |
2.5% |
11,506.67 |
| High |
11,057.49 |
11,369.30 |
311.81 |
2.8% |
11,550.22 |
| Low |
10,771.78 |
11,045.23 |
273.45 |
2.5% |
10,597.14 |
| Close |
11,043.86 |
11,190.69 |
146.83 |
1.3% |
10,771.48 |
| Range |
285.71 |
324.07 |
38.36 |
13.4% |
953.08 |
| ATR |
271.27 |
275.14 |
3.87 |
1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,173.95 |
12,006.39 |
11,368.93 |
|
| R3 |
11,849.88 |
11,682.32 |
11,279.81 |
|
| R2 |
11,525.81 |
11,525.81 |
11,250.10 |
|
| R1 |
11,358.25 |
11,358.25 |
11,220.40 |
11,442.03 |
| PP |
11,201.74 |
11,201.74 |
11,201.74 |
11,243.63 |
| S1 |
11,034.18 |
11,034.18 |
11,160.98 |
11,117.96 |
| S2 |
10,877.67 |
10,877.67 |
11,131.28 |
|
| S3 |
10,553.60 |
10,710.11 |
11,101.57 |
|
| S4 |
10,229.53 |
10,386.04 |
11,012.45 |
|
|
| 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 |
11,447.86 |
10,597.14 |
850.72 |
7.6% |
327.02 |
2.9% |
70% |
False |
False |
|
| 10 |
11,550.22 |
10,597.14 |
953.08 |
8.5% |
276.69 |
2.5% |
62% |
False |
False |
|
| 20 |
11,716.84 |
10,597.14 |
1,119.70 |
10.0% |
259.36 |
2.3% |
53% |
False |
False |
|
| 40 |
12,130.30 |
10,597.14 |
1,533.16 |
13.7% |
306.86 |
2.7% |
39% |
False |
False |
|
| 60 |
12,753.89 |
10,597.14 |
2,156.75 |
19.3% |
254.24 |
2.3% |
28% |
False |
False |
|
| 80 |
12,753.89 |
10,597.14 |
2,156.75 |
19.3% |
225.68 |
2.0% |
28% |
False |
False |
|
| 100 |
12,781.06 |
10,597.14 |
2,183.92 |
19.5% |
208.51 |
1.9% |
27% |
False |
False |
|
| 120 |
12,876.00 |
10,597.14 |
2,278.86 |
20.4% |
194.08 |
1.7% |
26% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,746.60 |
|
2.618 |
12,217.72 |
|
1.618 |
11,893.65 |
|
1.000 |
11,693.37 |
|
0.618 |
11,569.58 |
|
HIGH |
11,369.30 |
|
0.618 |
11,245.51 |
|
0.500 |
11,207.27 |
|
0.382 |
11,169.02 |
|
LOW |
11,045.23 |
|
0.618 |
10,844.95 |
|
1.000 |
10,721.16 |
|
1.618 |
10,520.88 |
|
2.618 |
10,196.81 |
|
4.250 |
9,667.93 |
|
|
| Fisher Pivots for day following 27-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,207.27 |
11,128.47 |
| PP |
11,201.74 |
11,066.24 |
| S1 |
11,196.22 |
11,004.02 |
|