Trading Metrics calculated at close of trading on 09-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2011 |
09-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1,819.5 |
1,871.9 |
52.4 |
2.9% |
1,879.9 |
High |
1,873.3 |
1,889.1 |
15.8 |
0.8% |
1,923.7 |
Low |
1,816.2 |
1,825.5 |
9.3 |
0.5% |
1,793.8 |
Close |
1,857.5 |
1,859.5 |
2.0 |
0.1% |
1,859.5 |
Range |
57.1 |
63.6 |
6.5 |
11.4% |
129.9 |
ATR |
52.9 |
53.7 |
0.8 |
1.4% |
0.0 |
Volume |
210,880 |
255,280 |
44,400 |
21.1% |
1,156,100 |
|
Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,048.8 |
2,017.8 |
1,894.5 |
|
R3 |
1,985.2 |
1,954.2 |
1,877.0 |
|
R2 |
1,921.6 |
1,921.6 |
1,871.2 |
|
R1 |
1,890.6 |
1,890.6 |
1,865.3 |
1,874.3 |
PP |
1,858.0 |
1,858.0 |
1,858.0 |
1,849.9 |
S1 |
1,827.0 |
1,827.0 |
1,853.7 |
1,810.7 |
S2 |
1,794.4 |
1,794.4 |
1,847.8 |
|
S3 |
1,730.8 |
1,763.4 |
1,842.0 |
|
S4 |
1,667.2 |
1,699.8 |
1,824.5 |
|
|
Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,248.7 |
2,184.0 |
1,930.9 |
|
R3 |
2,118.8 |
2,054.1 |
1,895.2 |
|
R2 |
1,988.9 |
1,988.9 |
1,883.3 |
|
R1 |
1,924.2 |
1,924.2 |
1,871.4 |
1,891.6 |
PP |
1,859.0 |
1,859.0 |
1,859.0 |
1,842.7 |
S1 |
1,794.3 |
1,794.3 |
1,847.6 |
1,761.7 |
S2 |
1,729.1 |
1,729.1 |
1,835.7 |
|
S3 |
1,599.2 |
1,664.4 |
1,823.8 |
|
S4 |
1,469.3 |
1,534.5 |
1,788.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,923.7 |
1,793.8 |
129.9 |
7.0% |
66.5 |
3.6% |
51% |
False |
False |
265,322 |
10 |
1,923.7 |
1,759.5 |
164.2 |
8.8% |
57.1 |
3.1% |
61% |
False |
False |
222,074 |
20 |
1,923.7 |
1,705.4 |
218.3 |
11.7% |
55.5 |
3.0% |
71% |
False |
False |
230,310 |
40 |
1,923.7 |
1,578.0 |
345.7 |
18.6% |
43.6 |
2.3% |
81% |
False |
False |
187,089 |
60 |
1,923.7 |
1,481.0 |
442.7 |
23.8% |
35.5 |
1.9% |
85% |
False |
False |
128,351 |
80 |
1,923.7 |
1,481.0 |
442.7 |
23.8% |
30.8 |
1.7% |
85% |
False |
False |
97,180 |
100 |
1,923.7 |
1,465.9 |
457.8 |
24.6% |
29.6 |
1.6% |
86% |
False |
False |
78,519 |
120 |
1,923.7 |
1,416.8 |
506.9 |
27.3% |
27.4 |
1.5% |
87% |
False |
False |
65,767 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,159.4 |
2.618 |
2,055.6 |
1.618 |
1,992.0 |
1.000 |
1,952.7 |
0.618 |
1,928.4 |
HIGH |
1,889.1 |
0.618 |
1,864.8 |
0.500 |
1,857.3 |
0.382 |
1,849.8 |
LOW |
1,825.5 |
0.618 |
1,786.2 |
1.000 |
1,761.9 |
1.618 |
1,722.6 |
2.618 |
1,659.0 |
4.250 |
1,555.2 |
|
|
Fisher Pivots for day following 09-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1,858.8 |
1,853.5 |
PP |
1,858.0 |
1,847.5 |
S1 |
1,857.3 |
1,841.5 |
|