Trading Metrics calculated at close of trading on 28-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2011 |
28-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1,629.2 |
1,653.1 |
23.9 |
1.5% |
1,820.0 |
High |
1,679.2 |
1,672.0 |
-7.2 |
-0.4% |
1,832.9 |
Low |
1,616.8 |
1,600.5 |
-16.3 |
-1.0% |
1,631.7 |
Close |
1,652.5 |
1,618.1 |
-34.4 |
-2.1% |
1,639.8 |
Range |
62.4 |
71.5 |
9.1 |
14.6% |
201.2 |
ATR |
66.2 |
66.5 |
0.4 |
0.6% |
0.0 |
Volume |
213,879 |
200,558 |
-13,321 |
-6.2% |
1,114,688 |
|
Daily Pivots for day following 28-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,844.7 |
1,802.9 |
1,657.4 |
|
R3 |
1,773.2 |
1,731.4 |
1,637.8 |
|
R2 |
1,701.7 |
1,701.7 |
1,631.2 |
|
R1 |
1,659.9 |
1,659.9 |
1,624.7 |
1,645.1 |
PP |
1,630.2 |
1,630.2 |
1,630.2 |
1,622.8 |
S1 |
1,588.4 |
1,588.4 |
1,611.5 |
1,573.6 |
S2 |
1,558.7 |
1,558.7 |
1,605.0 |
|
S3 |
1,487.2 |
1,516.9 |
1,598.4 |
|
S4 |
1,415.7 |
1,445.4 |
1,578.8 |
|
|
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 |
1,789.0 |
1,535.0 |
254.0 |
15.7% |
91.4 |
5.7% |
33% |
False |
False |
274,746 |
10 |
1,832.9 |
1,535.0 |
297.9 |
18.4% |
71.4 |
4.4% |
28% |
False |
False |
228,536 |
20 |
1,923.7 |
1,535.0 |
388.7 |
24.0% |
62.2 |
3.8% |
21% |
False |
False |
222,503 |
40 |
1,923.7 |
1,535.0 |
388.7 |
24.0% |
58.0 |
3.6% |
21% |
False |
False |
233,000 |
60 |
1,923.7 |
1,512.8 |
410.9 |
25.4% |
45.9 |
2.8% |
26% |
False |
False |
173,996 |
80 |
1,923.7 |
1,481.0 |
442.7 |
27.4% |
38.9 |
2.4% |
31% |
False |
False |
131,969 |
100 |
1,923.7 |
1,475.0 |
448.7 |
27.7% |
35.0 |
2.2% |
32% |
False |
False |
106,532 |
120 |
1,923.7 |
1,450.0 |
473.7 |
29.3% |
32.9 |
2.0% |
35% |
False |
False |
89,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,975.9 |
2.618 |
1,859.2 |
1.618 |
1,787.7 |
1.000 |
1,743.5 |
0.618 |
1,716.2 |
HIGH |
1,672.0 |
0.618 |
1,644.7 |
0.500 |
1,636.3 |
0.382 |
1,627.8 |
LOW |
1,600.5 |
0.618 |
1,556.3 |
1.000 |
1,529.0 |
1.618 |
1,484.8 |
2.618 |
1,413.3 |
4.250 |
1,296.6 |
|
|
Fisher Pivots for day following 28-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1,636.3 |
1,614.4 |
PP |
1,630.2 |
1,610.8 |
S1 |
1,624.2 |
1,607.1 |
|