Trading Metrics calculated at close of trading on 26-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2011 |
26-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1,739.0 |
1,660.0 |
-79.0 |
-4.5% |
1,820.0 |
High |
1,757.9 |
1,666.3 |
-91.6 |
-5.2% |
1,832.9 |
Low |
1,631.7 |
1,535.0 |
-96.7 |
-5.9% |
1,631.7 |
Close |
1,639.8 |
1,594.8 |
-45.0 |
-2.7% |
1,639.8 |
Range |
126.2 |
131.3 |
5.1 |
4.0% |
201.2 |
ATR |
59.6 |
64.8 |
5.1 |
8.6% |
0.0 |
Volume |
340,358 |
359,484 |
19,126 |
5.6% |
1,114,688 |
|
Daily Pivots for day following 26-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,992.6 |
1,925.0 |
1,667.0 |
|
R3 |
1,861.3 |
1,793.7 |
1,630.9 |
|
R2 |
1,730.0 |
1,730.0 |
1,618.9 |
|
R1 |
1,662.4 |
1,662.4 |
1,606.8 |
1,630.6 |
PP |
1,598.7 |
1,598.7 |
1,598.7 |
1,582.8 |
S1 |
1,531.1 |
1,531.1 |
1,582.8 |
1,499.3 |
S2 |
1,467.4 |
1,467.4 |
1,570.7 |
|
S3 |
1,336.1 |
1,399.8 |
1,558.7 |
|
S4 |
1,204.8 |
1,268.5 |
1,522.6 |
|
|
Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,305.1 |
2,173.6 |
1,750.5 |
|
R3 |
2,103.9 |
1,972.4 |
1,695.1 |
|
R2 |
1,902.7 |
1,902.7 |
1,676.7 |
|
R1 |
1,771.2 |
1,771.2 |
1,658.2 |
1,736.4 |
PP |
1,701.5 |
1,701.5 |
1,701.5 |
1,684.0 |
S1 |
1,570.0 |
1,570.0 |
1,621.4 |
1,535.2 |
S2 |
1,500.3 |
1,500.3 |
1,602.9 |
|
S3 |
1,299.1 |
1,368.8 |
1,584.5 |
|
S4 |
1,097.9 |
1,167.6 |
1,529.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,819.4 |
1,535.0 |
284.4 |
17.8% |
80.8 |
5.1% |
21% |
False |
True |
259,275 |
10 |
1,848.2 |
1,535.0 |
313.2 |
19.6% |
67.0 |
4.2% |
19% |
False |
True |
220,672 |
20 |
1,923.7 |
1,535.0 |
388.7 |
24.4% |
61.6 |
3.9% |
15% |
False |
True |
219,680 |
40 |
1,923.7 |
1,535.0 |
388.7 |
24.4% |
56.3 |
3.5% |
15% |
False |
True |
230,212 |
60 |
1,923.7 |
1,481.0 |
442.7 |
27.8% |
44.6 |
2.8% |
26% |
False |
False |
167,421 |
80 |
1,923.7 |
1,481.0 |
442.7 |
27.8% |
37.7 |
2.4% |
26% |
False |
False |
126,847 |
100 |
1,923.7 |
1,465.9 |
457.8 |
28.7% |
34.5 |
2.2% |
28% |
False |
False |
102,521 |
120 |
1,923.7 |
1,450.0 |
473.7 |
29.7% |
32.0 |
2.0% |
31% |
False |
False |
85,792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,224.3 |
2.618 |
2,010.0 |
1.618 |
1,878.7 |
1.000 |
1,797.6 |
0.618 |
1,747.4 |
HIGH |
1,666.3 |
0.618 |
1,616.1 |
0.500 |
1,600.7 |
0.382 |
1,585.2 |
LOW |
1,535.0 |
0.618 |
1,453.9 |
1.000 |
1,403.7 |
1.618 |
1,322.6 |
2.618 |
1,191.3 |
4.250 |
977.0 |
|
|
Fisher Pivots for day following 26-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1,600.7 |
1,662.0 |
PP |
1,598.7 |
1,639.6 |
S1 |
1,596.8 |
1,617.2 |
|