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 |
1,193.75 |
1,180.00 |
-13.75 |
-1.2% |
1,161.00 |
High |
1,198.00 |
1,188.25 |
-9.75 |
-0.8% |
1,198.00 |
Low |
1,176.25 |
1,141.00 |
-35.25 |
-3.0% |
1,130.50 |
Close |
1,180.00 |
1,152.25 |
-27.75 |
-2.4% |
1,152.25 |
Range |
21.75 |
47.25 |
25.50 |
117.2% |
67.50 |
ATR |
35.14 |
36.00 |
0.87 |
2.5% |
0.00 |
Volume |
1,326,103 |
3,165,176 |
1,839,073 |
138.7% |
4,799,853 |
|
Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,302.25 |
1,274.50 |
1,178.25 |
|
R3 |
1,255.00 |
1,227.25 |
1,165.25 |
|
R2 |
1,207.75 |
1,207.75 |
1,161.00 |
|
R1 |
1,180.00 |
1,180.00 |
1,156.50 |
1,170.25 |
PP |
1,160.50 |
1,160.50 |
1,160.50 |
1,155.50 |
S1 |
1,132.75 |
1,132.75 |
1,148.00 |
1,123.00 |
S2 |
1,113.25 |
1,113.25 |
1,143.50 |
|
S3 |
1,066.00 |
1,085.50 |
1,139.25 |
|
S4 |
1,018.75 |
1,038.25 |
1,126.25 |
|
|
Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,362.75 |
1,325.00 |
1,189.50 |
|
R3 |
1,295.25 |
1,257.50 |
1,170.75 |
|
R2 |
1,227.75 |
1,227.75 |
1,164.50 |
|
R1 |
1,190.00 |
1,190.00 |
1,158.50 |
1,175.00 |
PP |
1,160.25 |
1,160.25 |
1,160.25 |
1,152.75 |
S1 |
1,122.50 |
1,122.50 |
1,146.00 |
1,107.50 |
S2 |
1,092.75 |
1,092.75 |
1,140.00 |
|
S3 |
1,025.25 |
1,055.00 |
1,133.75 |
|
S4 |
957.75 |
987.50 |
1,115.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,198.25 |
1,130.50 |
67.75 |
5.9% |
34.00 |
3.0% |
32% |
False |
False |
966,706 |
10 |
1,223.75 |
1,126.75 |
97.00 |
8.4% |
33.25 |
2.9% |
26% |
False |
False |
492,969 |
20 |
1,223.75 |
1,105.75 |
118.00 |
10.2% |
34.25 |
3.0% |
39% |
False |
False |
250,222 |
40 |
1,342.00 |
1,071.50 |
270.50 |
23.5% |
36.25 |
3.1% |
30% |
False |
False |
127,459 |
60 |
1,348.75 |
1,071.50 |
277.25 |
24.1% |
30.75 |
2.7% |
29% |
False |
False |
85,342 |
80 |
1,348.75 |
1,071.50 |
277.25 |
24.1% |
26.75 |
2.3% |
29% |
False |
False |
64,086 |
100 |
1,361.00 |
1,071.50 |
289.50 |
25.1% |
24.25 |
2.1% |
28% |
False |
False |
51,309 |
120 |
1,361.00 |
1,071.50 |
289.50 |
25.1% |
22.25 |
1.9% |
28% |
False |
False |
42,779 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,389.00 |
2.618 |
1,312.00 |
1.618 |
1,264.75 |
1.000 |
1,235.50 |
0.618 |
1,217.50 |
HIGH |
1,188.25 |
0.618 |
1,170.25 |
0.500 |
1,164.50 |
0.382 |
1,159.00 |
LOW |
1,141.00 |
0.618 |
1,111.75 |
1.000 |
1,093.75 |
1.618 |
1,064.50 |
2.618 |
1,017.25 |
4.250 |
940.25 |
|
|
Fisher Pivots for day following 09-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1,164.50 |
1,169.50 |
PP |
1,160.50 |
1,163.75 |
S1 |
1,156.50 |
1,158.00 |
|