| Trading Metrics calculated at close of trading on 19-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2011 |
19-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
5,598.0 |
5,552.5 |
-45.5 |
-0.8% |
5,091.0 |
| High |
5,683.0 |
5,552.5 |
-130.5 |
-2.3% |
5,683.0 |
| Low |
5,550.5 |
5,385.0 |
-165.5 |
-3.0% |
4,988.0 |
| Close |
5,573.5 |
5,457.0 |
-116.5 |
-2.1% |
5,573.5 |
| Range |
132.5 |
167.5 |
35.0 |
26.4% |
695.0 |
| ATR |
225.8 |
223.1 |
-2.7 |
-1.2% |
0.0 |
| Volume |
6,110 |
81 |
-6,029 |
-98.7% |
73,208 |
|
| Daily Pivots for day following 19-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,967.3 |
5,879.7 |
5,549.1 |
|
| R3 |
5,799.8 |
5,712.2 |
5,503.1 |
|
| R2 |
5,632.3 |
5,632.3 |
5,487.7 |
|
| R1 |
5,544.7 |
5,544.7 |
5,472.4 |
5,504.8 |
| PP |
5,464.8 |
5,464.8 |
5,464.8 |
5,444.9 |
| S1 |
5,377.2 |
5,377.2 |
5,441.6 |
5,337.3 |
| S2 |
5,297.3 |
5,297.3 |
5,426.3 |
|
| S3 |
5,129.8 |
5,209.7 |
5,410.9 |
|
| S4 |
4,962.3 |
5,042.2 |
5,364.9 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,499.8 |
7,231.7 |
5,955.8 |
|
| R3 |
6,804.8 |
6,536.7 |
5,764.6 |
|
| R2 |
6,109.8 |
6,109.8 |
5,700.9 |
|
| R1 |
5,841.7 |
5,841.7 |
5,637.2 |
5,975.8 |
| PP |
5,414.8 |
5,414.8 |
5,414.8 |
5,481.9 |
| S1 |
5,146.7 |
5,146.7 |
5,509.8 |
5,280.8 |
| S2 |
4,719.8 |
4,719.8 |
5,446.1 |
|
| S3 |
4,024.8 |
4,451.7 |
5,382.4 |
|
| S4 |
3,329.8 |
3,756.7 |
5,191.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,683.0 |
4,988.0 |
695.0 |
12.7% |
228.1 |
4.2% |
67% |
False |
False |
13,755 |
| 10 |
5,683.0 |
4,988.0 |
695.0 |
12.7% |
200.7 |
3.7% |
67% |
False |
False |
7,687 |
| 20 |
5,887.0 |
4,988.0 |
899.0 |
16.5% |
182.0 |
3.3% |
52% |
False |
False |
3,930 |
| 40 |
7,454.0 |
4,988.0 |
2,466.0 |
45.2% |
219.1 |
4.0% |
19% |
False |
False |
2,046 |
| 60 |
7,570.5 |
4,988.0 |
2,582.5 |
47.3% |
168.4 |
3.1% |
18% |
False |
False |
1,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,264.4 |
|
2.618 |
5,991.0 |
|
1.618 |
5,823.5 |
|
1.000 |
5,720.0 |
|
0.618 |
5,656.0 |
|
HIGH |
5,552.5 |
|
0.618 |
5,488.5 |
|
0.500 |
5,468.8 |
|
0.382 |
5,449.0 |
|
LOW |
5,385.0 |
|
0.618 |
5,281.5 |
|
1.000 |
5,217.5 |
|
1.618 |
5,114.0 |
|
2.618 |
4,946.5 |
|
4.250 |
4,673.1 |
|
|
| Fisher Pivots for day following 19-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,468.8 |
5,534.0 |
| PP |
5,464.8 |
5,508.3 |
| S1 |
5,460.9 |
5,482.7 |
|