Trading Metrics calculated at close of trading on 13-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2011 |
13-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1,862.2 |
1,816.8 |
-45.4 |
-2.4% |
1,879.9 |
High |
1,865.2 |
1,847.5 |
-17.7 |
-0.9% |
1,923.7 |
Low |
1,804.0 |
1,794.8 |
-9.2 |
-0.5% |
1,793.8 |
Close |
1,813.3 |
1,830.1 |
16.8 |
0.9% |
1,859.5 |
Range |
61.2 |
52.7 |
-8.5 |
-13.9% |
129.9 |
ATR |
54.2 |
54.1 |
-0.1 |
-0.2% |
0.0 |
Volume |
215,403 |
177,303 |
-38,100 |
-17.7% |
1,156,100 |
|
Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,982.2 |
1,958.9 |
1,859.1 |
|
R3 |
1,929.5 |
1,906.2 |
1,844.6 |
|
R2 |
1,876.8 |
1,876.8 |
1,839.8 |
|
R1 |
1,853.5 |
1,853.5 |
1,834.9 |
1,865.2 |
PP |
1,824.1 |
1,824.1 |
1,824.1 |
1,830.0 |
S1 |
1,800.8 |
1,800.8 |
1,825.3 |
1,812.5 |
S2 |
1,771.4 |
1,771.4 |
1,820.4 |
|
S3 |
1,718.7 |
1,748.1 |
1,815.6 |
|
S4 |
1,666.0 |
1,695.4 |
1,801.1 |
|
|
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 |
1,889.1 |
1,793.8 |
95.3 |
5.2% |
64.8 |
3.5% |
38% |
False |
False |
231,169 |
10 |
1,923.7 |
1,786.2 |
137.5 |
7.5% |
55.3 |
3.0% |
32% |
False |
False |
218,284 |
20 |
1,923.7 |
1,705.4 |
218.3 |
11.9% |
57.1 |
3.1% |
57% |
False |
False |
234,652 |
40 |
1,923.7 |
1,583.6 |
340.1 |
18.6% |
45.6 |
2.5% |
72% |
False |
False |
195,784 |
60 |
1,923.7 |
1,481.0 |
442.7 |
24.2% |
36.9 |
2.0% |
79% |
False |
False |
134,642 |
80 |
1,923.7 |
1,481.0 |
442.7 |
24.2% |
31.9 |
1.7% |
79% |
False |
False |
102,001 |
100 |
1,923.7 |
1,465.9 |
457.8 |
25.0% |
30.5 |
1.7% |
80% |
False |
False |
82,413 |
120 |
1,923.7 |
1,416.8 |
506.9 |
27.7% |
28.2 |
1.5% |
82% |
False |
False |
69,021 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,071.5 |
2.618 |
1,985.5 |
1.618 |
1,932.8 |
1.000 |
1,900.2 |
0.618 |
1,880.1 |
HIGH |
1,847.5 |
0.618 |
1,827.4 |
0.500 |
1,821.2 |
0.382 |
1,814.9 |
LOW |
1,794.8 |
0.618 |
1,762.2 |
1.000 |
1,742.1 |
1.618 |
1,709.5 |
2.618 |
1,656.8 |
4.250 |
1,570.8 |
|
|
Fisher Pivots for day following 13-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1,827.1 |
1,842.0 |
PP |
1,824.1 |
1,838.0 |
S1 |
1,821.2 |
1,834.1 |
|