Trading Metrics calculated at close of trading on 21-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2011 |
21-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
11,401.47 |
11,408.58 |
7.11 |
0.1% |
10,990.01 |
High |
11,550.22 |
11,447.86 |
-102.36 |
-0.9% |
11,532.47 |
Low |
11,373.92 |
11,117.28 |
-256.64 |
-2.3% |
10,824.76 |
Close |
11,408.66 |
11,124.84 |
-283.82 |
-2.5% |
11,509.09 |
Range |
176.30 |
330.58 |
154.28 |
87.5% |
707.71 |
ATR |
253.11 |
258.64 |
5.53 |
2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,221.73 |
12,003.87 |
11,306.66 |
|
R3 |
11,891.15 |
11,673.29 |
11,215.75 |
|
R2 |
11,560.57 |
11,560.57 |
11,185.45 |
|
R1 |
11,342.71 |
11,342.71 |
11,155.14 |
11,286.35 |
PP |
11,229.99 |
11,229.99 |
11,229.99 |
11,201.82 |
S1 |
11,012.13 |
11,012.13 |
11,094.54 |
10,955.77 |
S2 |
10,899.41 |
10,899.41 |
11,064.23 |
|
S3 |
10,568.83 |
10,681.55 |
11,033.93 |
|
S4 |
10,238.25 |
10,350.97 |
10,943.02 |
|
|
Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,411.90 |
13,168.21 |
11,898.33 |
|
R3 |
12,704.19 |
12,460.50 |
11,703.71 |
|
R2 |
11,996.48 |
11,996.48 |
11,638.84 |
|
R1 |
11,752.79 |
11,752.79 |
11,573.96 |
11,874.64 |
PP |
11,288.77 |
11,288.77 |
11,288.77 |
11,349.70 |
S1 |
11,045.08 |
11,045.08 |
11,444.22 |
11,166.93 |
S2 |
10,581.06 |
10,581.06 |
11,379.34 |
|
S3 |
9,873.35 |
10,337.37 |
11,314.47 |
|
S4 |
9,165.64 |
9,629.66 |
11,119.85 |
|
|
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 |
11,117.28 |
432.94 |
3.9% |
213.88 |
1.9% |
2% |
False |
True |
|
10 |
11,550.22 |
10,824.76 |
725.46 |
6.5% |
240.61 |
2.2% |
41% |
False |
False |
|
20 |
11,716.84 |
10,824.76 |
892.08 |
8.0% |
252.66 |
2.3% |
34% |
False |
False |
|
40 |
12,498.65 |
10,604.07 |
1,894.58 |
17.0% |
294.52 |
2.6% |
27% |
False |
False |
|
60 |
12,753.89 |
10,604.07 |
2,149.82 |
19.3% |
242.72 |
2.2% |
24% |
False |
False |
|
80 |
12,753.89 |
10,604.07 |
2,149.82 |
19.3% |
217.85 |
2.0% |
24% |
False |
False |
|
100 |
12,876.00 |
10,604.07 |
2,271.93 |
20.4% |
200.65 |
1.8% |
23% |
False |
False |
|
120 |
12,876.00 |
10,604.07 |
2,271.93 |
20.4% |
185.60 |
1.7% |
23% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,852.83 |
2.618 |
12,313.32 |
1.618 |
11,982.74 |
1.000 |
11,778.44 |
0.618 |
11,652.16 |
HIGH |
11,447.86 |
0.618 |
11,321.58 |
0.500 |
11,282.57 |
0.382 |
11,243.56 |
LOW |
11,117.28 |
0.618 |
10,912.98 |
1.000 |
10,786.70 |
1.618 |
10,582.40 |
2.618 |
10,251.82 |
4.250 |
9,712.32 |
|
|
Fisher Pivots for day following 21-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
11,282.57 |
11,333.75 |
PP |
11,229.99 |
11,264.11 |
S1 |
11,177.42 |
11,194.48 |
|