Trading Metrics calculated at close of trading on 14-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2011 |
14-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
5,162.5 |
5,103.0 |
-59.5 |
-1.2% |
5,215.5 |
High |
5,233.0 |
5,458.0 |
225.0 |
4.3% |
5,483.5 |
Low |
4,972.5 |
5,080.0 |
107.5 |
2.2% |
5,150.5 |
Close |
5,208.0 |
5,348.5 |
140.5 |
2.7% |
5,177.0 |
Range |
260.5 |
378.0 |
117.5 |
45.1% |
333.0 |
ATR |
230.5 |
241.0 |
10.5 |
4.6% |
0.0 |
Volume |
121,654 |
164,940 |
43,286 |
35.6% |
41,171 |
|
Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,429.5 |
6,267.0 |
5,556.4 |
|
R3 |
6,051.5 |
5,889.0 |
5,452.5 |
|
R2 |
5,673.5 |
5,673.5 |
5,417.8 |
|
R1 |
5,511.0 |
5,511.0 |
5,383.2 |
5,592.3 |
PP |
5,295.5 |
5,295.5 |
5,295.5 |
5,336.1 |
S1 |
5,133.0 |
5,133.0 |
5,313.9 |
5,214.3 |
S2 |
4,917.5 |
4,917.5 |
5,279.2 |
|
S3 |
4,539.5 |
4,755.0 |
5,244.6 |
|
S4 |
4,161.5 |
4,377.0 |
5,140.6 |
|
|
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 |
5,483.5 |
4,971.0 |
512.5 |
9.6% |
249.1 |
4.7% |
74% |
False |
False |
74,676 |
10 |
5,885.0 |
4,971.0 |
914.0 |
17.1% |
210.3 |
3.9% |
41% |
False |
False |
38,711 |
20 |
6,025.0 |
4,971.0 |
1,054.0 |
19.7% |
208.0 |
3.9% |
36% |
False |
False |
19,836 |
40 |
7,425.0 |
4,971.0 |
2,454.0 |
45.9% |
237.4 |
4.4% |
15% |
False |
False |
10,348 |
60 |
7,575.5 |
4,971.0 |
2,604.5 |
48.7% |
191.2 |
3.6% |
14% |
False |
False |
7,015 |
80 |
7,575.5 |
4,971.0 |
2,604.5 |
48.7% |
166.4 |
3.1% |
14% |
False |
False |
5,977 |
100 |
7,680.0 |
4,971.0 |
2,709.0 |
50.6% |
150.7 |
2.8% |
14% |
False |
False |
4,802 |
120 |
7,680.0 |
4,971.0 |
2,709.0 |
50.6% |
133.0 |
2.5% |
14% |
False |
False |
4,011 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,064.5 |
2.618 |
6,447.6 |
1.618 |
6,069.6 |
1.000 |
5,836.0 |
0.618 |
5,691.6 |
HIGH |
5,458.0 |
0.618 |
5,313.6 |
0.500 |
5,269.0 |
0.382 |
5,224.4 |
LOW |
5,080.0 |
0.618 |
4,846.4 |
1.000 |
4,702.0 |
1.618 |
4,468.4 |
2.618 |
4,090.4 |
4.250 |
3,473.5 |
|
|
Fisher Pivots for day following 14-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
5,322.0 |
5,303.8 |
PP |
5,295.5 |
5,259.2 |
S1 |
5,269.0 |
5,214.5 |
|