Trading Metrics calculated at close of trading on 13-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2011 |
13-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1,143.50 |
1,162.75 |
19.25 |
1.7% |
1,165.00 |
High |
1,164.00 |
1,176.75 |
12.75 |
1.1% |
1,203.75 |
Low |
1,129.50 |
1,145.00 |
15.50 |
1.4% |
1,136.00 |
Close |
1,163.25 |
1,171.50 |
8.25 |
0.7% |
1,158.00 |
Range |
34.50 |
31.75 |
-2.75 |
-8.0% |
67.75 |
ATR |
36.26 |
35.94 |
-0.32 |
-0.9% |
0.00 |
Volume |
1,148,718 |
1,128,791 |
-19,927 |
-1.7% |
8,753,350 |
|
Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,259.75 |
1,247.25 |
1,189.00 |
|
R3 |
1,228.00 |
1,215.50 |
1,180.25 |
|
R2 |
1,196.25 |
1,196.25 |
1,177.25 |
|
R1 |
1,183.75 |
1,183.75 |
1,174.50 |
1,190.00 |
PP |
1,164.50 |
1,164.50 |
1,164.50 |
1,167.50 |
S1 |
1,152.00 |
1,152.00 |
1,168.50 |
1,158.25 |
S2 |
1,132.75 |
1,132.75 |
1,165.75 |
|
S3 |
1,101.00 |
1,120.25 |
1,162.75 |
|
S4 |
1,069.25 |
1,088.50 |
1,154.00 |
|
|
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 |
1,129.50 |
74.25 |
6.3% |
34.25 |
2.9% |
57% |
False |
False |
1,720,612 |
10 |
1,229.75 |
1,129.50 |
100.25 |
8.6% |
31.75 |
2.7% |
42% |
False |
False |
2,184,016 |
20 |
1,229.75 |
1,111.25 |
118.50 |
10.1% |
34.75 |
3.0% |
51% |
False |
False |
2,528,467 |
40 |
1,347.75 |
1,077.00 |
270.75 |
23.1% |
37.50 |
3.2% |
35% |
False |
False |
2,889,820 |
60 |
1,354.50 |
1,077.00 |
277.50 |
23.7% |
31.75 |
2.7% |
34% |
False |
False |
2,645,865 |
80 |
1,354.50 |
1,077.00 |
277.50 |
23.7% |
28.25 |
2.4% |
34% |
False |
False |
2,214,705 |
100 |
1,367.50 |
1,077.00 |
290.50 |
24.8% |
25.75 |
2.2% |
33% |
False |
False |
1,772,224 |
120 |
1,367.50 |
1,077.00 |
290.50 |
24.8% |
23.75 |
2.0% |
33% |
False |
False |
1,477,103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,311.75 |
2.618 |
1,259.75 |
1.618 |
1,228.00 |
1.000 |
1,208.50 |
0.618 |
1,196.25 |
HIGH |
1,176.75 |
0.618 |
1,164.50 |
0.500 |
1,161.00 |
0.382 |
1,157.25 |
LOW |
1,145.00 |
0.618 |
1,125.50 |
1.000 |
1,113.25 |
1.618 |
1,093.75 |
2.618 |
1,062.00 |
4.250 |
1,010.00 |
|
|
Fisher Pivots for day following 13-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1,168.00 |
1,168.25 |
PP |
1,164.50 |
1,165.00 |
S1 |
1,161.00 |
1,161.75 |
|