Trading Metrics calculated at close of trading on 23-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2011 |
23-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1,782.3 |
1,739.0 |
-43.3 |
-2.4% |
1,820.0 |
High |
1,789.0 |
1,757.9 |
-31.1 |
-1.7% |
1,832.9 |
Low |
1,723.2 |
1,631.7 |
-91.5 |
-5.3% |
1,631.7 |
Close |
1,741.7 |
1,639.8 |
-101.9 |
-5.9% |
1,639.8 |
Range |
65.8 |
126.2 |
60.4 |
91.8% |
201.2 |
ATR |
54.5 |
59.6 |
5.1 |
9.4% |
0.0 |
Volume |
259,451 |
340,358 |
80,907 |
31.2% |
1,114,688 |
|
Daily Pivots for day following 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,055.1 |
1,973.6 |
1,709.2 |
|
R3 |
1,928.9 |
1,847.4 |
1,674.5 |
|
R2 |
1,802.7 |
1,802.7 |
1,662.9 |
|
R1 |
1,721.2 |
1,721.2 |
1,651.4 |
1,698.9 |
PP |
1,676.5 |
1,676.5 |
1,676.5 |
1,665.3 |
S1 |
1,595.0 |
1,595.0 |
1,628.2 |
1,572.7 |
S2 |
1,550.3 |
1,550.3 |
1,616.7 |
|
S3 |
1,424.1 |
1,468.8 |
1,605.1 |
|
S4 |
1,297.9 |
1,342.6 |
1,570.4 |
|
|
Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,305.1 |
2,173.6 |
1,750.5 |
|
R3 |
2,103.9 |
1,972.4 |
1,695.1 |
|
R2 |
1,902.7 |
1,902.7 |
1,676.7 |
|
R1 |
1,771.2 |
1,771.2 |
1,658.2 |
1,736.4 |
PP |
1,701.5 |
1,701.5 |
1,701.5 |
1,684.0 |
S1 |
1,570.0 |
1,570.0 |
1,621.4 |
1,535.2 |
S2 |
1,500.3 |
1,500.3 |
1,602.9 |
|
S3 |
1,299.1 |
1,368.8 |
1,584.5 |
|
S4 |
1,097.9 |
1,167.6 |
1,529.1 |
|
|
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 |
1,631.7 |
201.2 |
12.3% |
66.9 |
4.1% |
4% |
False |
True |
222,937 |
10 |
1,865.2 |
1,631.7 |
233.5 |
14.2% |
60.0 |
3.7% |
3% |
False |
True |
206,264 |
20 |
1,923.7 |
1,631.7 |
292.0 |
17.8% |
58.5 |
3.6% |
3% |
False |
True |
214,169 |
40 |
1,923.7 |
1,608.2 |
315.5 |
19.2% |
53.7 |
3.3% |
10% |
False |
False |
224,648 |
60 |
1,923.7 |
1,481.0 |
442.7 |
27.0% |
42.6 |
2.6% |
36% |
False |
False |
161,541 |
80 |
1,923.7 |
1,481.0 |
442.7 |
27.0% |
36.3 |
2.2% |
36% |
False |
False |
122,395 |
100 |
1,923.7 |
1,465.9 |
457.8 |
27.9% |
33.6 |
2.0% |
38% |
False |
False |
98,956 |
120 |
1,923.7 |
1,436.7 |
487.0 |
29.7% |
31.1 |
1.9% |
42% |
False |
False |
82,810 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,294.3 |
2.618 |
2,088.3 |
1.618 |
1,962.1 |
1.000 |
1,884.1 |
0.618 |
1,835.9 |
HIGH |
1,757.9 |
0.618 |
1,709.7 |
0.500 |
1,694.8 |
0.382 |
1,679.9 |
LOW |
1,631.7 |
0.618 |
1,553.7 |
1.000 |
1,505.5 |
1.618 |
1,427.5 |
2.618 |
1,301.3 |
4.250 |
1,095.4 |
|
|
Fisher Pivots for day following 23-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1,694.8 |
1,725.6 |
PP |
1,676.5 |
1,697.0 |
S1 |
1,658.1 |
1,668.4 |
|