Trading Metrics calculated at close of trading on 14-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2011 |
14-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1,162.75 |
1,171.25 |
8.50 |
0.7% |
1,165.00 |
High |
1,176.75 |
1,202.50 |
25.75 |
2.2% |
1,203.75 |
Low |
1,145.00 |
1,154.25 |
9.25 |
0.8% |
1,136.00 |
Close |
1,171.50 |
1,188.50 |
17.00 |
1.5% |
1,158.00 |
Range |
31.75 |
48.25 |
16.50 |
52.0% |
67.75 |
ATR |
35.94 |
36.82 |
0.88 |
2.4% |
0.00 |
Volume |
1,128,791 |
868,479 |
-260,312 |
-23.1% |
8,753,350 |
|
Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,326.50 |
1,305.75 |
1,215.00 |
|
R3 |
1,278.25 |
1,257.50 |
1,201.75 |
|
R2 |
1,230.00 |
1,230.00 |
1,197.25 |
|
R1 |
1,209.25 |
1,209.25 |
1,193.00 |
1,219.50 |
PP |
1,181.75 |
1,181.75 |
1,181.75 |
1,187.00 |
S1 |
1,161.00 |
1,161.00 |
1,184.00 |
1,171.50 |
S2 |
1,133.50 |
1,133.50 |
1,179.75 |
|
S3 |
1,085.25 |
1,112.75 |
1,175.25 |
|
S4 |
1,037.00 |
1,064.50 |
1,162.00 |
|
|
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 |
6.2% |
36.75 |
3.1% |
79% |
False |
False |
1,378,678 |
10 |
1,229.75 |
1,129.50 |
100.25 |
8.4% |
34.00 |
2.9% |
59% |
False |
False |
2,013,321 |
20 |
1,229.75 |
1,111.25 |
118.50 |
10.0% |
36.00 |
3.0% |
65% |
False |
False |
2,444,552 |
40 |
1,347.75 |
1,077.00 |
270.75 |
22.8% |
38.00 |
3.2% |
41% |
False |
False |
2,859,066 |
60 |
1,354.50 |
1,077.00 |
277.50 |
23.3% |
32.25 |
2.7% |
40% |
False |
False |
2,632,423 |
80 |
1,354.50 |
1,077.00 |
277.50 |
23.3% |
28.50 |
2.4% |
40% |
False |
False |
2,225,539 |
100 |
1,367.50 |
1,077.00 |
290.50 |
24.4% |
26.00 |
2.2% |
38% |
False |
False |
1,780,896 |
120 |
1,367.50 |
1,077.00 |
290.50 |
24.4% |
24.00 |
2.0% |
38% |
False |
False |
1,484,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,407.50 |
2.618 |
1,328.75 |
1.618 |
1,280.50 |
1.000 |
1,250.75 |
0.618 |
1,232.25 |
HIGH |
1,202.50 |
0.618 |
1,184.00 |
0.500 |
1,178.50 |
0.382 |
1,172.75 |
LOW |
1,154.25 |
0.618 |
1,124.50 |
1.000 |
1,106.00 |
1.618 |
1,076.25 |
2.618 |
1,028.00 |
4.250 |
949.25 |
|
|
Fisher Pivots for day following 14-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1,185.00 |
1,181.00 |
PP |
1,181.75 |
1,173.50 |
S1 |
1,178.50 |
1,166.00 |
|