Trading Metrics calculated at close of trading on 22-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2011 |
22-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1,806.0 |
1,782.3 |
-23.7 |
-1.3% |
1,862.2 |
High |
1,819.4 |
1,789.0 |
-30.4 |
-1.7% |
1,865.2 |
Low |
1,781.0 |
1,723.2 |
-57.8 |
-3.2% |
1,765.4 |
Close |
1,808.1 |
1,741.7 |
-66.4 |
-3.7% |
1,814.7 |
Range |
38.4 |
65.8 |
27.4 |
71.4% |
99.8 |
ATR |
52.2 |
54.5 |
2.3 |
4.5% |
0.0 |
Volume |
176,746 |
259,451 |
82,705 |
46.8% |
947,958 |
|
Daily Pivots for day following 22-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,948.7 |
1,911.0 |
1,777.9 |
|
R3 |
1,882.9 |
1,845.2 |
1,759.8 |
|
R2 |
1,817.1 |
1,817.1 |
1,753.8 |
|
R1 |
1,779.4 |
1,779.4 |
1,747.7 |
1,765.4 |
PP |
1,751.3 |
1,751.3 |
1,751.3 |
1,744.3 |
S1 |
1,713.6 |
1,713.6 |
1,735.7 |
1,699.6 |
S2 |
1,685.5 |
1,685.5 |
1,729.6 |
|
S3 |
1,619.7 |
1,647.8 |
1,723.6 |
|
S4 |
1,553.9 |
1,582.0 |
1,705.5 |
|
|
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 |
1,723.2 |
109.7 |
6.3% |
53.6 |
3.1% |
17% |
False |
True |
189,663 |
10 |
1,889.1 |
1,723.2 |
165.9 |
9.5% |
53.7 |
3.1% |
11% |
False |
True |
197,756 |
20 |
1,923.7 |
1,705.4 |
218.3 |
12.5% |
55.8 |
3.2% |
17% |
False |
False |
214,607 |
40 |
1,923.7 |
1,605.0 |
318.7 |
18.3% |
51.0 |
2.9% |
43% |
False |
False |
220,405 |
60 |
1,923.7 |
1,481.0 |
442.7 |
25.4% |
40.7 |
2.3% |
59% |
False |
False |
156,051 |
80 |
1,923.7 |
1,481.0 |
442.7 |
25.4% |
35.0 |
2.0% |
59% |
False |
False |
118,182 |
100 |
1,923.7 |
1,465.9 |
457.8 |
26.3% |
32.6 |
1.9% |
60% |
False |
False |
95,583 |
120 |
1,923.7 |
1,434.6 |
489.1 |
28.1% |
30.1 |
1.7% |
63% |
False |
False |
79,985 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,068.7 |
2.618 |
1,961.3 |
1.618 |
1,895.5 |
1.000 |
1,854.8 |
0.618 |
1,829.7 |
HIGH |
1,789.0 |
0.618 |
1,763.9 |
0.500 |
1,756.1 |
0.382 |
1,748.3 |
LOW |
1,723.2 |
0.618 |
1,682.5 |
1.000 |
1,657.4 |
1.618 |
1,616.7 |
2.618 |
1,550.9 |
4.250 |
1,443.6 |
|
|
Fisher Pivots for day following 22-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1,756.1 |
1,771.3 |
PP |
1,751.3 |
1,761.4 |
S1 |
1,746.5 |
1,751.6 |
|