Trading Metrics calculated at close of trading on 15-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2011 |
15-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
5,204.0 |
5,290.0 |
86.0 |
1.7% |
5,225.0 |
High |
5,330.0 |
5,388.0 |
58.0 |
1.1% |
5,375.0 |
Low |
5,113.5 |
5,259.5 |
146.0 |
2.9% |
5,042.0 |
Close |
5,296.5 |
5,386.0 |
89.5 |
1.7% |
5,184.0 |
Range |
216.5 |
128.5 |
-88.0 |
-40.6% |
333.0 |
ATR |
170.4 |
167.4 |
-3.0 |
-1.8% |
0.0 |
Volume |
310,033 |
187,502 |
-122,531 |
-39.5% |
716,479 |
|
Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,730.0 |
5,686.5 |
5,456.5 |
|
R3 |
5,601.5 |
5,558.0 |
5,421.5 |
|
R2 |
5,473.0 |
5,473.0 |
5,409.5 |
|
R1 |
5,429.5 |
5,429.5 |
5,398.0 |
5,451.0 |
PP |
5,344.5 |
5,344.5 |
5,344.5 |
5,355.5 |
S1 |
5,301.0 |
5,301.0 |
5,374.0 |
5,323.0 |
S2 |
5,216.0 |
5,216.0 |
5,362.5 |
|
S3 |
5,087.5 |
5,172.5 |
5,350.5 |
|
S4 |
4,959.0 |
5,044.0 |
5,315.5 |
|
|
Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,199.5 |
6,024.5 |
5,367.0 |
|
R3 |
5,866.5 |
5,691.5 |
5,275.5 |
|
R2 |
5,533.5 |
5,533.5 |
5,245.0 |
|
R1 |
5,358.5 |
5,358.5 |
5,214.5 |
5,279.5 |
PP |
5,200.5 |
5,200.5 |
5,200.5 |
5,161.0 |
S1 |
5,025.5 |
5,025.5 |
5,153.5 |
4,946.5 |
S2 |
4,867.5 |
4,867.5 |
5,123.0 |
|
S3 |
4,534.5 |
4,692.5 |
5,092.5 |
|
S4 |
4,201.5 |
4,359.5 |
5,001.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,388.0 |
5,056.5 |
331.5 |
6.2% |
167.5 |
3.1% |
99% |
True |
False |
261,618 |
10 |
5,388.0 |
5,042.0 |
346.0 |
6.4% |
157.5 |
2.9% |
99% |
True |
False |
195,379 |
20 |
5,445.0 |
4,921.5 |
523.5 |
9.7% |
162.5 |
3.0% |
89% |
False |
False |
167,578 |
40 |
5,931.0 |
4,701.5 |
1,229.5 |
22.8% |
179.0 |
3.3% |
56% |
False |
False |
160,186 |
60 |
6,049.0 |
4,701.5 |
1,347.5 |
25.0% |
146.5 |
2.7% |
51% |
False |
False |
141,523 |
80 |
6,049.0 |
4,701.5 |
1,347.5 |
25.0% |
128.0 |
2.4% |
51% |
False |
False |
122,256 |
100 |
6,049.0 |
4,701.5 |
1,347.5 |
25.0% |
115.0 |
2.1% |
51% |
False |
False |
97,823 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,934.0 |
2.618 |
5,724.5 |
1.618 |
5,596.0 |
1.000 |
5,516.5 |
0.618 |
5,467.5 |
HIGH |
5,388.0 |
0.618 |
5,339.0 |
0.500 |
5,324.0 |
0.382 |
5,308.5 |
LOW |
5,259.5 |
0.618 |
5,180.0 |
1.000 |
5,131.0 |
1.618 |
5,051.5 |
2.618 |
4,923.0 |
4.250 |
4,713.5 |
|
|
Fisher Pivots for day following 15-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
5,365.0 |
5,333.0 |
PP |
5,344.5 |
5,280.0 |
S1 |
5,324.0 |
5,227.0 |
|