Trading Metrics calculated at close of trading on 09-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2011 |
09-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
4,229.0 |
4,170.0 |
-59.0 |
-1.4% |
4,173.0 |
High |
4,236.0 |
4,232.0 |
-4.0 |
-0.1% |
4,236.0 |
Low |
4,158.0 |
4,168.0 |
10.0 |
0.2% |
4,063.0 |
Close |
4,180.0 |
4,175.0 |
-5.0 |
-0.1% |
4,175.0 |
Range |
78.0 |
64.0 |
-14.0 |
-17.9% |
173.0 |
ATR |
89.8 |
88.0 |
-1.8 |
-2.1% |
0.0 |
Volume |
42,108 |
41,113 |
-995 |
-2.4% |
214,409 |
|
Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,383.7 |
4,343.3 |
4,210.2 |
|
R3 |
4,319.7 |
4,279.3 |
4,192.6 |
|
R2 |
4,255.7 |
4,255.7 |
4,186.7 |
|
R1 |
4,215.3 |
4,215.3 |
4,180.9 |
4,235.5 |
PP |
4,191.7 |
4,191.7 |
4,191.7 |
4,201.8 |
S1 |
4,151.3 |
4,151.3 |
4,169.1 |
4,171.5 |
S2 |
4,127.7 |
4,127.7 |
4,163.3 |
|
S3 |
4,063.7 |
4,087.3 |
4,157.4 |
|
S4 |
3,999.7 |
4,023.3 |
4,139.8 |
|
|
Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,677.0 |
4,599.0 |
4,270.2 |
|
R3 |
4,504.0 |
4,426.0 |
4,222.6 |
|
R2 |
4,331.0 |
4,331.0 |
4,206.7 |
|
R1 |
4,253.0 |
4,253.0 |
4,190.9 |
4,292.0 |
PP |
4,158.0 |
4,158.0 |
4,158.0 |
4,177.5 |
S1 |
4,080.0 |
4,080.0 |
4,159.1 |
4,119.0 |
S2 |
3,985.0 |
3,985.0 |
4,143.3 |
|
S3 |
3,812.0 |
3,907.0 |
4,127.4 |
|
S4 |
3,639.0 |
3,734.0 |
4,079.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,236.0 |
4,063.0 |
173.0 |
4.1% |
61.8 |
1.5% |
65% |
False |
False |
42,881 |
10 |
4,349.0 |
4,063.0 |
286.0 |
6.9% |
59.5 |
1.4% |
39% |
False |
False |
39,802 |
20 |
4,349.0 |
4,054.0 |
295.0 |
7.1% |
67.6 |
1.6% |
41% |
False |
False |
42,829 |
40 |
4,587.0 |
3,722.0 |
865.0 |
20.7% |
63.6 |
1.5% |
52% |
False |
False |
44,690 |
60 |
4,642.0 |
3,722.0 |
920.0 |
22.0% |
57.7 |
1.4% |
49% |
False |
False |
39,499 |
80 |
4,729.0 |
3,722.0 |
1,007.0 |
24.1% |
54.0 |
1.3% |
45% |
False |
False |
32,983 |
100 |
4,920.0 |
3,722.0 |
1,198.0 |
28.7% |
47.9 |
1.1% |
38% |
False |
False |
26,399 |
120 |
4,970.0 |
3,722.0 |
1,248.0 |
29.9% |
41.9 |
1.0% |
36% |
False |
False |
22,007 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,504.0 |
2.618 |
4,399.6 |
1.618 |
4,335.6 |
1.000 |
4,296.0 |
0.618 |
4,271.6 |
HIGH |
4,232.0 |
0.618 |
4,207.6 |
0.500 |
4,200.0 |
0.382 |
4,192.4 |
LOW |
4,168.0 |
0.618 |
4,128.4 |
1.000 |
4,104.0 |
1.618 |
4,064.4 |
2.618 |
4,000.4 |
4.250 |
3,896.0 |
|
|
Fisher Pivots for day following 09-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
4,200.0 |
4,181.0 |
PP |
4,191.7 |
4,179.0 |
S1 |
4,183.3 |
4,177.0 |
|