Trading Metrics calculated at close of trading on 20-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2011 |
20-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1,820.0 |
1,780.9 |
-39.1 |
-2.1% |
1,862.2 |
High |
1,832.9 |
1,814.3 |
-18.6 |
-1.0% |
1,865.2 |
Low |
1,771.0 |
1,772.0 |
1.0 |
0.1% |
1,765.4 |
Close |
1,778.9 |
1,809.1 |
30.2 |
1.7% |
1,814.7 |
Range |
61.9 |
42.3 |
-19.6 |
-31.7% |
99.8 |
ATR |
54.1 |
53.2 |
-0.8 |
-1.6% |
0.0 |
Volume |
177,796 |
160,337 |
-17,459 |
-9.8% |
947,958 |
|
Daily Pivots for day following 20-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,925.4 |
1,909.5 |
1,832.4 |
|
R3 |
1,883.1 |
1,867.2 |
1,820.7 |
|
R2 |
1,840.8 |
1,840.8 |
1,816.9 |
|
R1 |
1,824.9 |
1,824.9 |
1,813.0 |
1,832.9 |
PP |
1,798.5 |
1,798.5 |
1,798.5 |
1,802.4 |
S1 |
1,782.6 |
1,782.6 |
1,805.2 |
1,790.6 |
S2 |
1,756.2 |
1,756.2 |
1,801.3 |
|
S3 |
1,713.9 |
1,740.3 |
1,797.5 |
|
S4 |
1,671.6 |
1,698.0 |
1,785.8 |
|
|
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 |
1,848.2 |
1,765.4 |
82.8 |
4.6% |
51.0 |
2.8% |
53% |
False |
False |
178,677 |
10 |
1,889.1 |
1,765.4 |
123.7 |
6.8% |
57.9 |
3.2% |
35% |
False |
False |
204,923 |
20 |
1,923.7 |
1,705.4 |
218.3 |
12.1% |
60.5 |
3.3% |
48% |
False |
False |
230,383 |
40 |
1,923.7 |
1,605.0 |
318.7 |
17.6% |
49.2 |
2.7% |
64% |
False |
False |
213,753 |
60 |
1,923.7 |
1,481.0 |
442.7 |
24.5% |
39.4 |
2.2% |
74% |
False |
False |
149,010 |
80 |
1,923.7 |
1,481.0 |
442.7 |
24.5% |
34.0 |
1.9% |
74% |
False |
False |
112,809 |
100 |
1,923.7 |
1,465.9 |
457.8 |
25.3% |
32.3 |
1.8% |
75% |
False |
False |
91,266 |
120 |
1,923.7 |
1,418.5 |
505.2 |
27.9% |
29.6 |
1.6% |
77% |
False |
False |
76,373 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,994.1 |
2.618 |
1,925.0 |
1.618 |
1,882.7 |
1.000 |
1,856.6 |
0.618 |
1,840.4 |
HIGH |
1,814.3 |
0.618 |
1,798.1 |
0.500 |
1,793.2 |
0.382 |
1,788.2 |
LOW |
1,772.0 |
0.618 |
1,745.9 |
1.000 |
1,729.7 |
1.618 |
1,703.6 |
2.618 |
1,661.3 |
4.250 |
1,592.2 |
|
|
Fisher Pivots for day following 20-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1,803.8 |
1,805.8 |
PP |
1,798.5 |
1,802.5 |
S1 |
1,793.2 |
1,799.2 |
|