Trading Metrics calculated at close of trading on 12-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2011 |
12-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1,871.9 |
1,862.2 |
-9.7 |
-0.5% |
1,879.9 |
High |
1,889.1 |
1,865.2 |
-23.9 |
-1.3% |
1,923.7 |
Low |
1,825.5 |
1,804.0 |
-21.5 |
-1.2% |
1,793.8 |
Close |
1,859.5 |
1,813.3 |
-46.2 |
-2.5% |
1,859.5 |
Range |
63.6 |
61.2 |
-2.4 |
-3.8% |
129.9 |
ATR |
53.7 |
54.2 |
0.5 |
1.0% |
0.0 |
Volume |
255,280 |
215,403 |
-39,877 |
-15.6% |
1,156,100 |
|
Daily Pivots for day following 12-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,011.1 |
1,973.4 |
1,847.0 |
|
R3 |
1,949.9 |
1,912.2 |
1,830.1 |
|
R2 |
1,888.7 |
1,888.7 |
1,824.5 |
|
R1 |
1,851.0 |
1,851.0 |
1,818.9 |
1,839.3 |
PP |
1,827.5 |
1,827.5 |
1,827.5 |
1,821.6 |
S1 |
1,789.8 |
1,789.8 |
1,807.7 |
1,778.1 |
S2 |
1,766.3 |
1,766.3 |
1,802.1 |
|
S3 |
1,705.1 |
1,728.6 |
1,796.5 |
|
S4 |
1,643.9 |
1,667.4 |
1,779.6 |
|
|
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 |
7.2% |
66.6 |
3.7% |
15% |
False |
False |
274,300 |
10 |
1,923.7 |
1,778.1 |
145.6 |
8.0% |
56.3 |
3.1% |
24% |
False |
False |
218,688 |
20 |
1,923.7 |
1,705.4 |
218.3 |
12.0% |
56.3 |
3.1% |
49% |
False |
False |
231,484 |
40 |
1,923.7 |
1,583.6 |
340.1 |
18.8% |
44.7 |
2.5% |
68% |
False |
False |
191,586 |
60 |
1,923.7 |
1,481.0 |
442.7 |
24.4% |
36.3 |
2.0% |
75% |
False |
False |
131,865 |
80 |
1,923.7 |
1,481.0 |
442.7 |
24.4% |
31.4 |
1.7% |
75% |
False |
False |
99,829 |
100 |
1,923.7 |
1,465.9 |
457.8 |
25.2% |
30.1 |
1.7% |
76% |
False |
False |
80,648 |
120 |
1,923.7 |
1,416.8 |
506.9 |
28.0% |
27.9 |
1.5% |
78% |
False |
False |
67,550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,125.3 |
2.618 |
2,025.4 |
1.618 |
1,964.2 |
1.000 |
1,926.4 |
0.618 |
1,903.0 |
HIGH |
1,865.2 |
0.618 |
1,841.8 |
0.500 |
1,834.6 |
0.382 |
1,827.4 |
LOW |
1,804.0 |
0.618 |
1,766.2 |
1.000 |
1,742.8 |
1.618 |
1,705.0 |
2.618 |
1,643.8 |
4.250 |
1,543.9 |
|
|
Fisher Pivots for day following 12-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1,834.6 |
1,846.6 |
PP |
1,827.5 |
1,835.5 |
S1 |
1,820.4 |
1,824.4 |
|