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 |
1,816.8 |
1,837.3 |
20.5 |
1.1% |
1,879.9 |
High |
1,847.5 |
1,848.2 |
0.7 |
0.0% |
1,923.7 |
Low |
1,794.8 |
1,811.5 |
16.7 |
0.9% |
1,793.8 |
Close |
1,830.1 |
1,826.5 |
-3.6 |
-0.2% |
1,859.5 |
Range |
52.7 |
36.7 |
-16.0 |
-30.4% |
129.9 |
ATR |
54.1 |
52.9 |
-1.2 |
-2.3% |
0.0 |
Volume |
177,303 |
158,493 |
-18,810 |
-10.6% |
1,156,100 |
|
Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,938.8 |
1,919.4 |
1,846.7 |
|
R3 |
1,902.1 |
1,882.7 |
1,836.6 |
|
R2 |
1,865.4 |
1,865.4 |
1,833.2 |
|
R1 |
1,846.0 |
1,846.0 |
1,829.9 |
1,837.4 |
PP |
1,828.7 |
1,828.7 |
1,828.7 |
1,824.4 |
S1 |
1,809.3 |
1,809.3 |
1,823.1 |
1,800.7 |
S2 |
1,792.0 |
1,792.0 |
1,819.8 |
|
S3 |
1,755.3 |
1,772.6 |
1,816.4 |
|
S4 |
1,718.6 |
1,735.9 |
1,806.3 |
|
|
Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,248.7 |
2,184.0 |
1,930.9 |
|
R3 |
2,118.8 |
2,054.1 |
1,895.2 |
|
R2 |
1,988.9 |
1,988.9 |
1,883.3 |
|
R1 |
1,924.2 |
1,924.2 |
1,871.4 |
1,891.6 |
PP |
1,859.0 |
1,859.0 |
1,859.0 |
1,842.7 |
S1 |
1,794.3 |
1,794.3 |
1,847.6 |
1,761.7 |
S2 |
1,729.1 |
1,729.1 |
1,835.7 |
|
S3 |
1,599.2 |
1,664.4 |
1,823.8 |
|
S4 |
1,469.3 |
1,534.5 |
1,788.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,889.1 |
1,794.8 |
94.3 |
5.2% |
54.3 |
3.0% |
34% |
False |
False |
203,471 |
10 |
1,923.7 |
1,793.8 |
129.9 |
7.1% |
53.0 |
2.9% |
25% |
False |
False |
216,470 |
20 |
1,923.7 |
1,705.4 |
218.3 |
12.0% |
57.6 |
3.2% |
55% |
False |
False |
234,968 |
40 |
1,923.7 |
1,583.6 |
340.1 |
18.6% |
45.8 |
2.5% |
71% |
False |
False |
199,329 |
60 |
1,923.7 |
1,481.0 |
442.7 |
24.2% |
37.3 |
2.0% |
78% |
False |
False |
137,105 |
80 |
1,923.7 |
1,481.0 |
442.7 |
24.2% |
32.0 |
1.8% |
78% |
False |
False |
103,907 |
100 |
1,923.7 |
1,465.9 |
457.8 |
25.1% |
30.8 |
1.7% |
79% |
False |
False |
83,987 |
120 |
1,923.7 |
1,416.8 |
506.9 |
27.8% |
28.3 |
1.5% |
81% |
False |
False |
70,329 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,004.2 |
2.618 |
1,944.3 |
1.618 |
1,907.6 |
1.000 |
1,884.9 |
0.618 |
1,870.9 |
HIGH |
1,848.2 |
0.618 |
1,834.2 |
0.500 |
1,829.9 |
0.382 |
1,825.5 |
LOW |
1,811.5 |
0.618 |
1,788.8 |
1.000 |
1,774.8 |
1.618 |
1,752.1 |
2.618 |
1,715.4 |
4.250 |
1,655.5 |
|
|
Fisher Pivots for day following 14-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1,829.9 |
1,830.0 |
PP |
1,828.7 |
1,828.8 |
S1 |
1,827.6 |
1,827.7 |
|