Trading Metrics calculated at close of trading on 21-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2011 |
21-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1,780.9 |
1,806.0 |
25.1 |
1.4% |
1,862.2 |
High |
1,814.3 |
1,819.4 |
5.1 |
0.3% |
1,865.2 |
Low |
1,772.0 |
1,781.0 |
9.0 |
0.5% |
1,765.4 |
Close |
1,809.1 |
1,808.1 |
-1.0 |
-0.1% |
1,814.7 |
Range |
42.3 |
38.4 |
-3.9 |
-9.2% |
99.8 |
ATR |
53.2 |
52.2 |
-1.1 |
-2.0% |
0.0 |
Volume |
160,337 |
176,746 |
16,409 |
10.2% |
947,958 |
|
Daily Pivots for day following 21-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,918.0 |
1,901.5 |
1,829.2 |
|
R3 |
1,879.6 |
1,863.1 |
1,818.7 |
|
R2 |
1,841.2 |
1,841.2 |
1,815.1 |
|
R1 |
1,824.7 |
1,824.7 |
1,811.6 |
1,833.0 |
PP |
1,802.8 |
1,802.8 |
1,802.8 |
1,807.0 |
S1 |
1,786.3 |
1,786.3 |
1,804.6 |
1,794.6 |
S2 |
1,764.4 |
1,764.4 |
1,801.1 |
|
S3 |
1,726.0 |
1,747.9 |
1,797.5 |
|
S4 |
1,687.6 |
1,709.5 |
1,787.0 |
|
|
Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,114.5 |
2,064.4 |
1,869.6 |
|
R3 |
2,014.7 |
1,964.6 |
1,842.1 |
|
R2 |
1,914.9 |
1,914.9 |
1,833.0 |
|
R1 |
1,864.8 |
1,864.8 |
1,823.8 |
1,840.0 |
PP |
1,815.1 |
1,815.1 |
1,815.1 |
1,802.7 |
S1 |
1,765.0 |
1,765.0 |
1,805.6 |
1,740.2 |
S2 |
1,715.3 |
1,715.3 |
1,796.4 |
|
S3 |
1,615.5 |
1,665.2 |
1,787.3 |
|
S4 |
1,515.7 |
1,565.4 |
1,759.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,832.9 |
1,765.4 |
67.5 |
3.7% |
51.4 |
2.8% |
63% |
False |
False |
182,327 |
10 |
1,889.1 |
1,765.4 |
123.7 |
6.8% |
52.8 |
2.9% |
35% |
False |
False |
192,899 |
20 |
1,923.7 |
1,705.4 |
218.3 |
12.1% |
57.8 |
3.2% |
47% |
False |
False |
221,924 |
40 |
1,923.7 |
1,605.0 |
318.7 |
17.6% |
49.8 |
2.8% |
64% |
False |
False |
216,500 |
60 |
1,923.7 |
1,481.0 |
442.7 |
24.5% |
39.8 |
2.2% |
74% |
False |
False |
151,827 |
80 |
1,923.7 |
1,481.0 |
442.7 |
24.5% |
34.3 |
1.9% |
74% |
False |
False |
114,976 |
100 |
1,923.7 |
1,465.9 |
457.8 |
25.3% |
32.3 |
1.8% |
75% |
False |
False |
93,016 |
120 |
1,923.7 |
1,418.5 |
505.2 |
27.9% |
29.8 |
1.6% |
77% |
False |
False |
77,830 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,982.6 |
2.618 |
1,919.9 |
1.618 |
1,881.5 |
1.000 |
1,857.8 |
0.618 |
1,843.1 |
HIGH |
1,819.4 |
0.618 |
1,804.7 |
0.500 |
1,800.2 |
0.382 |
1,795.7 |
LOW |
1,781.0 |
0.618 |
1,757.3 |
1.000 |
1,742.6 |
1.618 |
1,718.9 |
2.618 |
1,680.5 |
4.250 |
1,617.8 |
|
|
Fisher Pivots for day following 21-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1,805.5 |
1,806.1 |
PP |
1,802.8 |
1,804.0 |
S1 |
1,800.2 |
1,802.0 |
|