Trading Metrics calculated at close of trading on 12-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2011 |
12-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1,180.00 |
1,136.00 |
-44.00 |
-3.7% |
1,161.00 |
High |
1,188.25 |
1,158.00 |
-30.25 |
-2.5% |
1,198.00 |
Low |
1,141.00 |
1,123.50 |
-17.50 |
-1.5% |
1,130.50 |
Close |
1,152.25 |
1,157.25 |
5.00 |
0.4% |
1,152.25 |
Range |
47.25 |
34.50 |
-12.75 |
-27.0% |
67.50 |
ATR |
36.00 |
35.89 |
-0.11 |
-0.3% |
0.00 |
Volume |
3,165,176 |
3,611,424 |
446,248 |
14.1% |
4,799,853 |
|
Daily Pivots for day following 12-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,249.75 |
1,238.00 |
1,176.25 |
|
R3 |
1,215.25 |
1,203.50 |
1,166.75 |
|
R2 |
1,180.75 |
1,180.75 |
1,163.50 |
|
R1 |
1,169.00 |
1,169.00 |
1,160.50 |
1,175.00 |
PP |
1,146.25 |
1,146.25 |
1,146.25 |
1,149.25 |
S1 |
1,134.50 |
1,134.50 |
1,154.00 |
1,140.50 |
S2 |
1,111.75 |
1,111.75 |
1,151.00 |
|
S3 |
1,077.25 |
1,100.00 |
1,147.75 |
|
S4 |
1,042.75 |
1,065.50 |
1,138.25 |
|
|
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 |
1,198.00 |
1,123.50 |
74.50 |
6.4% |
34.00 |
2.9% |
45% |
False |
True |
1,682,255 |
10 |
1,223.75 |
1,123.50 |
100.25 |
8.7% |
32.00 |
2.8% |
34% |
False |
True |
852,549 |
20 |
1,223.75 |
1,105.75 |
118.00 |
10.2% |
34.00 |
2.9% |
44% |
False |
False |
430,416 |
40 |
1,342.00 |
1,071.50 |
270.50 |
23.4% |
36.75 |
3.2% |
32% |
False |
False |
217,706 |
60 |
1,348.75 |
1,071.50 |
277.25 |
24.0% |
31.00 |
2.7% |
31% |
False |
False |
145,530 |
80 |
1,348.75 |
1,071.50 |
277.25 |
24.0% |
27.00 |
2.3% |
31% |
False |
False |
109,216 |
100 |
1,361.00 |
1,071.50 |
289.50 |
25.0% |
24.50 |
2.1% |
30% |
False |
False |
87,413 |
120 |
1,361.00 |
1,071.50 |
289.50 |
25.0% |
22.50 |
1.9% |
30% |
False |
False |
72,874 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,304.50 |
2.618 |
1,248.25 |
1.618 |
1,213.75 |
1.000 |
1,192.50 |
0.618 |
1,179.25 |
HIGH |
1,158.00 |
0.618 |
1,144.75 |
0.500 |
1,140.75 |
0.382 |
1,136.75 |
LOW |
1,123.50 |
0.618 |
1,102.25 |
1.000 |
1,089.00 |
1.618 |
1,067.75 |
2.618 |
1,033.25 |
4.250 |
977.00 |
|
|
Fisher Pivots for day following 12-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1,151.75 |
1,160.75 |
PP |
1,146.25 |
1,159.50 |
S1 |
1,140.75 |
1,158.50 |
|