Trading Metrics calculated at close of trading on 09-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2011 |
09-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
5,430.5 |
5,357.5 |
-73.0 |
-1.3% |
5,215.5 |
High |
5,483.5 |
5,408.5 |
-75.0 |
-1.4% |
5,483.5 |
Low |
5,323.5 |
5,150.5 |
-173.0 |
-3.2% |
5,150.5 |
Close |
5,365.0 |
5,177.0 |
-188.0 |
-3.5% |
5,177.0 |
Range |
160.0 |
258.0 |
98.0 |
61.3% |
333.0 |
ATR |
227.7 |
229.9 |
2.2 |
1.0% |
0.0 |
Volume |
16,342 |
15,297 |
-1,045 |
-6.4% |
41,171 |
|
Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,019.3 |
5,856.2 |
5,318.9 |
|
R3 |
5,761.3 |
5,598.2 |
5,248.0 |
|
R2 |
5,503.3 |
5,503.3 |
5,224.3 |
|
R1 |
5,340.2 |
5,340.2 |
5,200.7 |
5,292.8 |
PP |
5,245.3 |
5,245.3 |
5,245.3 |
5,221.6 |
S1 |
5,082.2 |
5,082.2 |
5,153.4 |
5,034.8 |
S2 |
4,987.3 |
4,987.3 |
5,129.7 |
|
S3 |
4,729.3 |
4,824.2 |
5,106.1 |
|
S4 |
4,471.3 |
4,566.2 |
5,035.1 |
|
|
Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,269.3 |
6,056.2 |
5,360.2 |
|
R3 |
5,936.3 |
5,723.2 |
5,268.6 |
|
R2 |
5,603.3 |
5,603.3 |
5,238.1 |
|
R1 |
5,390.2 |
5,390.2 |
5,207.5 |
5,330.3 |
PP |
5,270.3 |
5,270.3 |
5,270.3 |
5,240.4 |
S1 |
5,057.2 |
5,057.2 |
5,146.5 |
4,997.3 |
S2 |
4,937.3 |
4,937.3 |
5,116.0 |
|
S3 |
4,604.3 |
4,724.2 |
5,085.4 |
|
S4 |
4,271.3 |
4,391.2 |
4,993.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,665.0 |
5,150.5 |
514.5 |
9.9% |
183.5 |
3.5% |
5% |
False |
True |
8,666 |
10 |
5,885.0 |
5,150.5 |
734.5 |
14.2% |
172.1 |
3.3% |
4% |
False |
True |
4,882 |
20 |
6,126.5 |
5,150.5 |
976.0 |
18.9% |
199.6 |
3.9% |
3% |
False |
True |
2,841 |
40 |
7,425.0 |
5,150.5 |
2,274.5 |
43.9% |
223.4 |
4.3% |
1% |
False |
True |
1,819 |
60 |
7,575.5 |
5,150.5 |
2,425.0 |
46.8% |
184.2 |
3.6% |
1% |
False |
True |
1,407 |
80 |
7,575.5 |
5,150.5 |
2,425.0 |
46.8% |
159.8 |
3.1% |
1% |
False |
True |
1,710 |
100 |
7,680.0 |
5,150.5 |
2,529.5 |
48.9% |
145.1 |
2.8% |
1% |
False |
True |
1,387 |
120 |
7,680.0 |
5,150.5 |
2,529.5 |
48.9% |
128.1 |
2.5% |
1% |
False |
True |
1,164 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,505.0 |
2.618 |
6,083.9 |
1.618 |
5,825.9 |
1.000 |
5,666.5 |
0.618 |
5,567.9 |
HIGH |
5,408.5 |
0.618 |
5,309.9 |
0.500 |
5,279.5 |
0.382 |
5,249.1 |
LOW |
5,150.5 |
0.618 |
4,991.1 |
1.000 |
4,892.5 |
1.618 |
4,733.1 |
2.618 |
4,475.1 |
4.250 |
4,054.0 |
|
|
Fisher Pivots for day following 09-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
5,279.5 |
5,317.0 |
PP |
5,245.3 |
5,270.3 |
S1 |
5,211.2 |
5,223.7 |
|