Trading Metrics calculated at close of trading on 15-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2011 |
15-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1,837.3 |
1,824.0 |
-13.3 |
-0.7% |
1,879.9 |
High |
1,848.2 |
1,829.7 |
-18.5 |
-1.0% |
1,923.7 |
Low |
1,811.5 |
1,775.0 |
-36.5 |
-2.0% |
1,793.8 |
Close |
1,826.5 |
1,781.4 |
-45.1 |
-2.5% |
1,859.5 |
Range |
36.7 |
54.7 |
18.0 |
49.0% |
129.9 |
ATR |
52.9 |
53.0 |
0.1 |
0.2% |
0.0 |
Volume |
158,493 |
222,774 |
64,281 |
40.6% |
1,156,100 |
|
Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,959.5 |
1,925.1 |
1,811.5 |
|
R3 |
1,904.8 |
1,870.4 |
1,796.4 |
|
R2 |
1,850.1 |
1,850.1 |
1,791.4 |
|
R1 |
1,815.7 |
1,815.7 |
1,786.4 |
1,805.6 |
PP |
1,795.4 |
1,795.4 |
1,795.4 |
1,790.3 |
S1 |
1,761.0 |
1,761.0 |
1,776.4 |
1,750.9 |
S2 |
1,740.7 |
1,740.7 |
1,771.4 |
|
S3 |
1,686.0 |
1,706.3 |
1,766.4 |
|
S4 |
1,631.3 |
1,651.6 |
1,751.3 |
|
|
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 |
1,775.0 |
114.1 |
6.4% |
53.8 |
3.0% |
6% |
False |
True |
205,850 |
10 |
1,923.7 |
1,775.0 |
148.7 |
8.3% |
55.6 |
3.1% |
4% |
False |
True |
223,232 |
20 |
1,923.7 |
1,705.4 |
218.3 |
12.3% |
59.5 |
3.3% |
35% |
False |
False |
239,729 |
40 |
1,923.7 |
1,585.9 |
337.8 |
19.0% |
46.7 |
2.6% |
58% |
False |
False |
203,737 |
60 |
1,923.7 |
1,481.0 |
442.7 |
24.9% |
38.0 |
2.1% |
68% |
False |
False |
140,774 |
80 |
1,923.7 |
1,481.0 |
442.7 |
24.9% |
32.5 |
1.8% |
68% |
False |
False |
106,642 |
100 |
1,923.7 |
1,465.9 |
457.8 |
25.7% |
31.2 |
1.8% |
69% |
False |
False |
86,203 |
120 |
1,923.7 |
1,416.8 |
506.9 |
28.5% |
28.6 |
1.6% |
72% |
False |
False |
72,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,062.2 |
2.618 |
1,972.9 |
1.618 |
1,918.2 |
1.000 |
1,884.4 |
0.618 |
1,863.5 |
HIGH |
1,829.7 |
0.618 |
1,808.8 |
0.500 |
1,802.4 |
0.382 |
1,795.9 |
LOW |
1,775.0 |
0.618 |
1,741.2 |
1.000 |
1,720.3 |
1.618 |
1,686.5 |
2.618 |
1,631.8 |
4.250 |
1,542.5 |
|
|
Fisher Pivots for day following 15-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1,802.4 |
1,811.6 |
PP |
1,795.4 |
1,801.5 |
S1 |
1,788.4 |
1,791.5 |
|