Trading Metrics calculated at close of trading on 29-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2011 |
29-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1,653.1 |
1,609.3 |
-43.8 |
-2.6% |
1,820.0 |
High |
1,672.0 |
1,637.9 |
-34.1 |
-2.0% |
1,832.9 |
Low |
1,600.5 |
1,585.0 |
-15.5 |
-1.0% |
1,631.7 |
Close |
1,618.1 |
1,617.3 |
-0.8 |
0.0% |
1,639.8 |
Range |
71.5 |
52.9 |
-18.6 |
-26.0% |
201.2 |
ATR |
66.5 |
65.6 |
-1.0 |
-1.5% |
0.0 |
Volume |
200,558 |
174,756 |
-25,802 |
-12.9% |
1,114,688 |
|
Daily Pivots for day following 29-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,772.1 |
1,747.6 |
1,646.4 |
|
R3 |
1,719.2 |
1,694.7 |
1,631.8 |
|
R2 |
1,666.3 |
1,666.3 |
1,627.0 |
|
R1 |
1,641.8 |
1,641.8 |
1,622.1 |
1,654.1 |
PP |
1,613.4 |
1,613.4 |
1,613.4 |
1,619.5 |
S1 |
1,588.9 |
1,588.9 |
1,612.5 |
1,601.2 |
S2 |
1,560.5 |
1,560.5 |
1,607.6 |
|
S3 |
1,507.6 |
1,536.0 |
1,602.8 |
|
S4 |
1,454.7 |
1,483.1 |
1,588.2 |
|
|
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 |
1,757.9 |
1,535.0 |
222.9 |
13.8% |
88.9 |
5.5% |
37% |
False |
False |
257,807 |
10 |
1,832.9 |
1,535.0 |
297.9 |
18.4% |
71.2 |
4.4% |
28% |
False |
False |
223,735 |
20 |
1,923.7 |
1,535.0 |
388.7 |
24.0% |
63.4 |
3.9% |
21% |
False |
False |
223,483 |
40 |
1,923.7 |
1,535.0 |
388.7 |
24.0% |
58.7 |
3.6% |
21% |
False |
False |
232,693 |
60 |
1,923.7 |
1,524.3 |
399.4 |
24.7% |
46.4 |
2.9% |
23% |
False |
False |
176,742 |
80 |
1,923.7 |
1,481.0 |
442.7 |
27.4% |
39.4 |
2.4% |
31% |
False |
False |
134,113 |
100 |
1,923.7 |
1,475.0 |
448.7 |
27.7% |
35.3 |
2.2% |
32% |
False |
False |
108,152 |
120 |
1,923.7 |
1,450.0 |
473.7 |
29.3% |
33.2 |
2.1% |
35% |
False |
False |
90,659 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,862.7 |
2.618 |
1,776.4 |
1.618 |
1,723.5 |
1.000 |
1,690.8 |
0.618 |
1,670.6 |
HIGH |
1,637.9 |
0.618 |
1,617.7 |
0.500 |
1,611.5 |
0.382 |
1,605.2 |
LOW |
1,585.0 |
0.618 |
1,552.3 |
1.000 |
1,532.1 |
1.618 |
1,499.4 |
2.618 |
1,446.5 |
4.250 |
1,360.2 |
|
|
Fisher Pivots for day following 29-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1,615.4 |
1,632.1 |
PP |
1,613.4 |
1,627.2 |
S1 |
1,611.5 |
1,622.2 |
|