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 |
1,199.25 |
1,185.75 |
-13.50 |
-1.1% |
1,165.00 |
High |
1,203.75 |
1,194.00 |
-9.75 |
-0.8% |
1,203.75 |
Low |
1,182.00 |
1,146.75 |
-35.25 |
-3.0% |
1,136.00 |
Close |
1,185.75 |
1,158.00 |
-27.75 |
-2.3% |
1,158.00 |
Range |
21.75 |
47.25 |
25.50 |
117.2% |
67.75 |
ATR |
35.57 |
36.40 |
0.83 |
2.3% |
0.00 |
Volume |
2,135,273 |
1,612,129 |
-523,144 |
-24.5% |
8,753,350 |
|
Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,308.00 |
1,280.25 |
1,184.00 |
|
R3 |
1,260.75 |
1,233.00 |
1,171.00 |
|
R2 |
1,213.50 |
1,213.50 |
1,166.75 |
|
R1 |
1,185.75 |
1,185.75 |
1,162.25 |
1,176.00 |
PP |
1,166.25 |
1,166.25 |
1,166.25 |
1,161.50 |
S1 |
1,138.50 |
1,138.50 |
1,153.75 |
1,128.75 |
S2 |
1,119.00 |
1,119.00 |
1,149.25 |
|
S3 |
1,071.75 |
1,091.25 |
1,145.00 |
|
S4 |
1,024.50 |
1,044.00 |
1,132.00 |
|
|
Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,369.25 |
1,331.25 |
1,195.25 |
|
R3 |
1,301.50 |
1,263.50 |
1,176.75 |
|
R2 |
1,233.75 |
1,233.75 |
1,170.50 |
|
R1 |
1,195.75 |
1,195.75 |
1,164.25 |
1,181.00 |
PP |
1,166.00 |
1,166.00 |
1,166.00 |
1,158.50 |
S1 |
1,128.00 |
1,128.00 |
1,151.75 |
1,113.00 |
S2 |
1,098.25 |
1,098.25 |
1,145.50 |
|
S3 |
1,030.50 |
1,060.25 |
1,139.25 |
|
S4 |
962.75 |
992.50 |
1,120.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,203.75 |
1,136.00 |
67.75 |
5.9% |
34.00 |
2.9% |
32% |
False |
False |
2,236,043 |
10 |
1,229.75 |
1,132.75 |
97.00 |
8.4% |
33.50 |
2.9% |
26% |
False |
False |
2,444,920 |
20 |
1,229.75 |
1,111.25 |
118.50 |
10.2% |
34.75 |
3.0% |
39% |
False |
False |
2,649,835 |
40 |
1,347.75 |
1,077.00 |
270.75 |
23.4% |
36.75 |
3.2% |
30% |
False |
False |
2,935,421 |
60 |
1,354.50 |
1,077.00 |
277.50 |
24.0% |
31.25 |
2.7% |
29% |
False |
False |
2,701,077 |
80 |
1,354.50 |
1,077.00 |
277.50 |
24.0% |
27.75 |
2.4% |
29% |
False |
False |
2,186,337 |
100 |
1,367.50 |
1,077.00 |
290.50 |
25.1% |
25.25 |
2.2% |
28% |
False |
False |
1,749,486 |
120 |
1,367.50 |
1,077.00 |
290.50 |
25.1% |
23.25 |
2.0% |
28% |
False |
False |
1,458,134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,394.75 |
2.618 |
1,317.75 |
1.618 |
1,270.50 |
1.000 |
1,241.25 |
0.618 |
1,223.25 |
HIGH |
1,194.00 |
0.618 |
1,176.00 |
0.500 |
1,170.50 |
0.382 |
1,164.75 |
LOW |
1,146.75 |
0.618 |
1,117.50 |
1.000 |
1,099.50 |
1.618 |
1,070.25 |
2.618 |
1,023.00 |
4.250 |
946.00 |
|
|
Fisher Pivots for day following 09-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1,170.50 |
1,175.25 |
PP |
1,166.25 |
1,169.50 |
S1 |
1,162.00 |
1,163.75 |
|