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 |
3,991.0 |
3,894.0 |
-97.0 |
-2.4% |
4,128.0 |
High |
4,011.0 |
3,977.0 |
-34.0 |
-0.8% |
4,134.0 |
Low |
3,958.0 |
3,891.0 |
-67.0 |
-1.7% |
3,891.0 |
Close |
3,965.0 |
3,930.0 |
-35.0 |
-0.9% |
3,930.0 |
Range |
53.0 |
86.0 |
33.0 |
62.3% |
243.0 |
ATR |
81.6 |
81.9 |
0.3 |
0.4% |
0.0 |
Volume |
45,447 |
58,049 |
12,602 |
27.7% |
205,040 |
|
Daily Pivots for day following 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,190.7 |
4,146.3 |
3,977.3 |
|
R3 |
4,104.7 |
4,060.3 |
3,953.7 |
|
R2 |
4,018.7 |
4,018.7 |
3,945.8 |
|
R1 |
3,974.3 |
3,974.3 |
3,937.9 |
3,996.5 |
PP |
3,932.7 |
3,932.7 |
3,932.7 |
3,943.8 |
S1 |
3,888.3 |
3,888.3 |
3,922.1 |
3,910.5 |
S2 |
3,846.7 |
3,846.7 |
3,914.2 |
|
S3 |
3,760.7 |
3,802.3 |
3,906.4 |
|
S4 |
3,674.7 |
3,716.3 |
3,882.7 |
|
|
Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,714.0 |
4,565.0 |
4,063.7 |
|
R3 |
4,471.0 |
4,322.0 |
3,996.8 |
|
R2 |
4,228.0 |
4,228.0 |
3,974.6 |
|
R1 |
4,079.0 |
4,079.0 |
3,952.3 |
4,032.0 |
PP |
3,985.0 |
3,985.0 |
3,985.0 |
3,961.5 |
S1 |
3,836.0 |
3,836.0 |
3,907.7 |
3,789.0 |
S2 |
3,742.0 |
3,742.0 |
3,885.5 |
|
S3 |
3,499.0 |
3,593.0 |
3,863.2 |
|
S4 |
3,256.0 |
3,350.0 |
3,796.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,134.0 |
3,891.0 |
243.0 |
6.2% |
62.8 |
1.6% |
16% |
False |
True |
41,008 |
10 |
4,173.0 |
3,891.0 |
282.0 |
7.2% |
65.8 |
1.7% |
14% |
False |
True |
50,441 |
20 |
4,356.0 |
3,891.0 |
465.0 |
11.8% |
55.4 |
1.4% |
8% |
False |
True |
25,996 |
40 |
4,503.0 |
3,730.0 |
773.0 |
19.7% |
61.0 |
1.6% |
26% |
False |
False |
13,162 |
60 |
4,656.0 |
3,730.0 |
926.0 |
23.6% |
48.1 |
1.2% |
22% |
False |
False |
8,810 |
80 |
4,656.0 |
3,730.0 |
926.0 |
23.6% |
37.4 |
1.0% |
22% |
False |
False |
6,637 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,342.5 |
2.618 |
4,202.1 |
1.618 |
4,116.1 |
1.000 |
4,063.0 |
0.618 |
4,030.1 |
HIGH |
3,977.0 |
0.618 |
3,944.1 |
0.500 |
3,934.0 |
0.382 |
3,923.9 |
LOW |
3,891.0 |
0.618 |
3,837.9 |
1.000 |
3,805.0 |
1.618 |
3,751.9 |
2.618 |
3,665.9 |
4.250 |
3,525.5 |
|
|
Fisher Pivots for day following 23-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
3,934.0 |
3,993.0 |
PP |
3,932.7 |
3,972.0 |
S1 |
3,931.3 |
3,951.0 |
|