Trading Metrics calculated at close of trading on 26-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2011 |
26-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
3,894.0 |
3,966.0 |
72.0 |
1.8% |
4,128.0 |
High |
3,977.0 |
3,974.0 |
-3.0 |
-0.1% |
4,134.0 |
Low |
3,891.0 |
3,882.0 |
-9.0 |
-0.2% |
3,891.0 |
Close |
3,930.0 |
3,891.0 |
-39.0 |
-1.0% |
3,930.0 |
Range |
86.0 |
92.0 |
6.0 |
7.0% |
243.0 |
ATR |
81.9 |
82.6 |
0.7 |
0.9% |
0.0 |
Volume |
58,049 |
44,421 |
-13,628 |
-23.5% |
205,040 |
|
Daily Pivots for day following 26-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,191.7 |
4,133.3 |
3,941.6 |
|
R3 |
4,099.7 |
4,041.3 |
3,916.3 |
|
R2 |
4,007.7 |
4,007.7 |
3,907.9 |
|
R1 |
3,949.3 |
3,949.3 |
3,899.4 |
3,932.5 |
PP |
3,915.7 |
3,915.7 |
3,915.7 |
3,907.3 |
S1 |
3,857.3 |
3,857.3 |
3,882.6 |
3,840.5 |
S2 |
3,823.7 |
3,823.7 |
3,874.1 |
|
S3 |
3,731.7 |
3,765.3 |
3,865.7 |
|
S4 |
3,639.7 |
3,673.3 |
3,840.4 |
|
|
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 |
4,096.0 |
3,882.0 |
214.0 |
5.5% |
70.2 |
1.8% |
4% |
False |
True |
44,357 |
10 |
4,173.0 |
3,882.0 |
291.0 |
7.5% |
68.8 |
1.8% |
3% |
False |
True |
51,534 |
20 |
4,356.0 |
3,882.0 |
474.0 |
12.2% |
58.7 |
1.5% |
2% |
False |
True |
28,186 |
40 |
4,450.0 |
3,730.0 |
720.0 |
18.5% |
61.2 |
1.6% |
22% |
False |
False |
14,271 |
60 |
4,656.0 |
3,730.0 |
926.0 |
23.8% |
49.6 |
1.3% |
17% |
False |
False |
9,551 |
80 |
4,656.0 |
3,730.0 |
926.0 |
23.8% |
38.5 |
1.0% |
17% |
False |
False |
7,193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,365.0 |
2.618 |
4,214.9 |
1.618 |
4,122.9 |
1.000 |
4,066.0 |
0.618 |
4,030.9 |
HIGH |
3,974.0 |
0.618 |
3,938.9 |
0.500 |
3,928.0 |
0.382 |
3,917.1 |
LOW |
3,882.0 |
0.618 |
3,825.1 |
1.000 |
3,790.0 |
1.618 |
3,733.1 |
2.618 |
3,641.1 |
4.250 |
3,491.0 |
|
|
Fisher Pivots for day following 26-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
3,928.0 |
3,946.5 |
PP |
3,915.7 |
3,928.0 |
S1 |
3,903.3 |
3,909.5 |
|