Trading Metrics calculated at close of trading on 16-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2011 |
16-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1,824.0 |
1,790.5 |
-33.5 |
-1.8% |
1,862.2 |
High |
1,829.7 |
1,825.0 |
-4.7 |
-0.3% |
1,865.2 |
Low |
1,775.0 |
1,765.4 |
-9.6 |
-0.5% |
1,765.4 |
Close |
1,781.4 |
1,814.7 |
33.3 |
1.9% |
1,814.7 |
Range |
54.7 |
59.6 |
4.9 |
9.0% |
99.8 |
ATR |
53.0 |
53.5 |
0.5 |
0.9% |
0.0 |
Volume |
222,774 |
173,985 |
-48,789 |
-21.9% |
947,958 |
|
Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,980.5 |
1,957.2 |
1,847.5 |
|
R3 |
1,920.9 |
1,897.6 |
1,831.1 |
|
R2 |
1,861.3 |
1,861.3 |
1,825.6 |
|
R1 |
1,838.0 |
1,838.0 |
1,820.2 |
1,849.7 |
PP |
1,801.7 |
1,801.7 |
1,801.7 |
1,807.5 |
S1 |
1,778.4 |
1,778.4 |
1,809.2 |
1,790.1 |
S2 |
1,742.1 |
1,742.1 |
1,803.8 |
|
S3 |
1,682.5 |
1,718.8 |
1,798.3 |
|
S4 |
1,622.9 |
1,659.2 |
1,781.9 |
|
|
Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,114.5 |
2,064.4 |
1,869.6 |
|
R3 |
2,014.7 |
1,964.6 |
1,842.1 |
|
R2 |
1,914.9 |
1,914.9 |
1,833.0 |
|
R1 |
1,864.8 |
1,864.8 |
1,823.8 |
1,840.0 |
PP |
1,815.1 |
1,815.1 |
1,815.1 |
1,802.7 |
S1 |
1,765.0 |
1,765.0 |
1,805.6 |
1,740.2 |
S2 |
1,715.3 |
1,715.3 |
1,796.4 |
|
S3 |
1,615.5 |
1,665.2 |
1,787.3 |
|
S4 |
1,515.7 |
1,565.4 |
1,759.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,865.2 |
1,765.4 |
99.8 |
5.5% |
53.0 |
2.9% |
49% |
False |
True |
189,591 |
10 |
1,923.7 |
1,765.4 |
158.3 |
8.7% |
59.7 |
3.3% |
31% |
False |
True |
227,457 |
20 |
1,923.7 |
1,705.4 |
218.3 |
12.0% |
60.3 |
3.3% |
50% |
False |
False |
238,206 |
40 |
1,923.7 |
1,585.9 |
337.8 |
18.6% |
47.7 |
2.6% |
68% |
False |
False |
207,655 |
60 |
1,923.7 |
1,481.0 |
442.7 |
24.4% |
38.7 |
2.1% |
75% |
False |
False |
143,578 |
80 |
1,923.7 |
1,481.0 |
442.7 |
24.4% |
33.1 |
1.8% |
75% |
False |
False |
108,738 |
100 |
1,923.7 |
1,465.9 |
457.8 |
25.2% |
31.6 |
1.7% |
76% |
False |
False |
87,927 |
120 |
1,923.7 |
1,416.8 |
506.9 |
27.9% |
29.0 |
1.6% |
78% |
False |
False |
73,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,078.3 |
2.618 |
1,981.0 |
1.618 |
1,921.4 |
1.000 |
1,884.6 |
0.618 |
1,861.8 |
HIGH |
1,825.0 |
0.618 |
1,802.2 |
0.500 |
1,795.2 |
0.382 |
1,788.2 |
LOW |
1,765.4 |
0.618 |
1,728.6 |
1.000 |
1,705.8 |
1.618 |
1,669.0 |
2.618 |
1,609.4 |
4.250 |
1,512.1 |
|
|
Fisher Pivots for day following 16-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1,808.2 |
1,812.1 |
PP |
1,801.7 |
1,809.4 |
S1 |
1,795.2 |
1,806.8 |
|