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 |
5,269.0 |
5,357.0 |
88.0 |
1.7% |
5,130.0 |
High |
5,363.5 |
5,384.5 |
21.0 |
0.4% |
5,384.5 |
Low |
5,235.0 |
5,314.0 |
79.0 |
1.5% |
5,031.5 |
Close |
5,361.5 |
5,361.0 |
-0.5 |
0.0% |
5,361.0 |
Range |
128.5 |
70.5 |
-58.0 |
-45.1% |
353.0 |
ATR |
145.4 |
140.0 |
-5.3 |
-3.7% |
0.0 |
Volume |
128,970 |
135,904 |
6,934 |
5.4% |
844,189 |
|
Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,564.5 |
5,533.5 |
5,400.0 |
|
R3 |
5,494.0 |
5,463.0 |
5,380.5 |
|
R2 |
5,423.5 |
5,423.5 |
5,374.0 |
|
R1 |
5,392.5 |
5,392.5 |
5,367.5 |
5,408.0 |
PP |
5,353.0 |
5,353.0 |
5,353.0 |
5,361.0 |
S1 |
5,322.0 |
5,322.0 |
5,354.5 |
5,337.5 |
S2 |
5,282.5 |
5,282.5 |
5,348.0 |
|
S3 |
5,212.0 |
5,251.5 |
5,341.5 |
|
S4 |
5,141.5 |
5,181.0 |
5,322.0 |
|
|
Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,318.0 |
6,192.5 |
5,555.0 |
|
R3 |
5,965.0 |
5,839.5 |
5,458.0 |
|
R2 |
5,612.0 |
5,612.0 |
5,425.5 |
|
R1 |
5,486.5 |
5,486.5 |
5,393.5 |
5,549.0 |
PP |
5,259.0 |
5,259.0 |
5,259.0 |
5,290.5 |
S1 |
5,133.5 |
5,133.5 |
5,328.5 |
5,196.0 |
S2 |
4,906.0 |
4,906.0 |
5,296.5 |
|
S3 |
4,553.0 |
4,780.5 |
5,264.0 |
|
S4 |
4,200.0 |
4,427.5 |
5,167.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,384.5 |
5,031.5 |
353.0 |
6.6% |
143.5 |
2.7% |
93% |
True |
False |
168,837 |
10 |
5,384.5 |
5,018.5 |
366.0 |
6.8% |
146.0 |
2.7% |
94% |
True |
False |
98,886 |
20 |
5,418.0 |
4,915.0 |
503.0 |
9.4% |
135.0 |
2.5% |
89% |
False |
False |
50,253 |
40 |
5,885.0 |
4,819.5 |
1,065.5 |
19.9% |
126.0 |
2.3% |
51% |
False |
False |
25,149 |
60 |
6,000.5 |
4,819.5 |
1,181.0 |
22.0% |
96.5 |
1.8% |
46% |
False |
False |
16,771 |
80 |
6,000.5 |
4,819.5 |
1,181.0 |
22.0% |
75.5 |
1.4% |
46% |
False |
False |
12,582 |
100 |
6,000.5 |
4,819.5 |
1,181.0 |
22.0% |
61.0 |
1.1% |
46% |
False |
False |
10,066 |
120 |
6,000.5 |
4,819.5 |
1,181.0 |
22.0% |
52.0 |
1.0% |
46% |
False |
False |
8,388 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,684.0 |
2.618 |
5,569.0 |
1.618 |
5,498.5 |
1.000 |
5,455.0 |
0.618 |
5,428.0 |
HIGH |
5,384.5 |
0.618 |
5,357.5 |
0.500 |
5,349.0 |
0.382 |
5,341.0 |
LOW |
5,314.0 |
0.618 |
5,270.5 |
1.000 |
5,243.5 |
1.618 |
5,200.0 |
2.618 |
5,129.5 |
4.250 |
5,014.5 |
|
|
Fisher Pivots for day following 16-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
5,357.0 |
5,319.5 |
PP |
5,353.0 |
5,278.0 |
S1 |
5,349.0 |
5,236.5 |
|