Trading Metrics calculated at close of trading on 27-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2011 |
27-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1,140.35 |
1,163.32 |
22.97 |
2.0% |
1,214.99 |
High |
1,164.19 |
1,195.86 |
31.67 |
2.7% |
1,220.37 |
Low |
1,131.07 |
1,163.32 |
32.25 |
2.9% |
1,114.22 |
Close |
1,162.95 |
1,175.38 |
12.43 |
1.1% |
1,136.43 |
Range |
33.12 |
32.54 |
-0.58 |
-1.8% |
106.15 |
ATR |
30.51 |
30.68 |
0.17 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,275.81 |
1,258.13 |
1,193.28 |
|
R3 |
1,243.27 |
1,225.59 |
1,184.33 |
|
R2 |
1,210.73 |
1,210.73 |
1,181.35 |
|
R1 |
1,193.05 |
1,193.05 |
1,178.36 |
1,201.89 |
PP |
1,178.19 |
1,178.19 |
1,178.19 |
1,182.61 |
S1 |
1,160.51 |
1,160.51 |
1,172.40 |
1,169.35 |
S2 |
1,145.65 |
1,145.65 |
1,169.41 |
|
S3 |
1,113.11 |
1,127.97 |
1,166.43 |
|
S4 |
1,080.57 |
1,095.43 |
1,157.48 |
|
|
Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,475.46 |
1,412.09 |
1,194.81 |
|
R3 |
1,369.31 |
1,305.94 |
1,165.62 |
|
R2 |
1,263.16 |
1,263.16 |
1,155.89 |
|
R1 |
1,199.79 |
1,199.79 |
1,146.16 |
1,178.40 |
PP |
1,157.01 |
1,157.01 |
1,157.01 |
1,146.31 |
S1 |
1,093.64 |
1,093.64 |
1,126.70 |
1,072.25 |
S2 |
1,050.86 |
1,050.86 |
1,116.97 |
|
S3 |
944.71 |
987.49 |
1,107.24 |
|
S4 |
838.56 |
881.34 |
1,078.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,206.30 |
1,114.22 |
92.08 |
7.8% |
35.29 |
3.0% |
66% |
False |
False |
|
10 |
1,220.37 |
1,114.22 |
106.15 |
9.0% |
29.71 |
2.5% |
58% |
False |
False |
|
20 |
1,230.71 |
1,114.22 |
116.49 |
9.9% |
28.53 |
2.4% |
53% |
False |
False |
|
40 |
1,286.56 |
1,101.54 |
185.02 |
15.7% |
34.10 |
2.9% |
40% |
False |
False |
|
60 |
1,356.48 |
1,101.54 |
254.94 |
21.7% |
28.33 |
2.4% |
29% |
False |
False |
|
80 |
1,356.48 |
1,101.54 |
254.94 |
21.7% |
25.32 |
2.2% |
29% |
False |
False |
|
100 |
1,359.44 |
1,101.54 |
257.90 |
21.9% |
23.25 |
2.0% |
29% |
False |
False |
|
120 |
1,370.58 |
1,101.54 |
269.04 |
22.9% |
21.36 |
1.8% |
27% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,334.16 |
2.618 |
1,281.05 |
1.618 |
1,248.51 |
1.000 |
1,228.40 |
0.618 |
1,215.97 |
HIGH |
1,195.86 |
0.618 |
1,183.43 |
0.500 |
1,179.59 |
0.382 |
1,175.75 |
LOW |
1,163.32 |
0.618 |
1,143.21 |
1.000 |
1,130.78 |
1.618 |
1,110.67 |
2.618 |
1,078.13 |
4.250 |
1,025.03 |
|
|
Fisher Pivots for day following 27-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1,179.59 |
1,169.79 |
PP |
1,178.19 |
1,164.20 |
S1 |
1,176.78 |
1,158.61 |
|