Trading Metrics calculated at close of trading on 13-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2011 |
13-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1,136.00 |
1,156.75 |
20.75 |
1.8% |
1,161.00 |
High |
1,158.00 |
1,170.50 |
12.50 |
1.1% |
1,198.00 |
Low |
1,123.50 |
1,139.00 |
15.50 |
1.4% |
1,130.50 |
Close |
1,157.25 |
1,165.25 |
8.00 |
0.7% |
1,152.25 |
Range |
34.50 |
31.50 |
-3.00 |
-8.7% |
67.50 |
ATR |
35.89 |
35.58 |
-0.31 |
-0.9% |
0.00 |
Volume |
3,611,424 |
3,690,918 |
79,494 |
2.2% |
4,799,853 |
|
Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,252.75 |
1,240.50 |
1,182.50 |
|
R3 |
1,221.25 |
1,209.00 |
1,174.00 |
|
R2 |
1,189.75 |
1,189.75 |
1,171.00 |
|
R1 |
1,177.50 |
1,177.50 |
1,168.25 |
1,183.50 |
PP |
1,158.25 |
1,158.25 |
1,158.25 |
1,161.25 |
S1 |
1,146.00 |
1,146.00 |
1,162.25 |
1,152.00 |
S2 |
1,126.75 |
1,126.75 |
1,159.50 |
|
S3 |
1,095.25 |
1,114.50 |
1,156.50 |
|
S4 |
1,063.75 |
1,083.00 |
1,148.00 |
|
|
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% |
56% |
False |
False |
2,407,967 |
10 |
1,223.75 |
1,123.50 |
100.25 |
8.6% |
31.50 |
2.7% |
42% |
False |
False |
1,220,839 |
20 |
1,223.75 |
1,105.75 |
118.00 |
10.1% |
34.50 |
3.0% |
50% |
False |
False |
614,618 |
40 |
1,342.00 |
1,071.50 |
270.50 |
23.2% |
37.00 |
3.2% |
35% |
False |
False |
309,947 |
60 |
1,348.75 |
1,071.50 |
277.25 |
23.8% |
31.25 |
2.7% |
34% |
False |
False |
207,030 |
80 |
1,348.75 |
1,071.50 |
277.25 |
23.8% |
27.25 |
2.3% |
34% |
False |
False |
155,352 |
100 |
1,361.00 |
1,071.50 |
289.50 |
24.8% |
24.75 |
2.1% |
32% |
False |
False |
124,322 |
120 |
1,361.00 |
1,071.50 |
289.50 |
24.8% |
22.50 |
1.9% |
32% |
False |
False |
103,632 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,304.50 |
2.618 |
1,253.00 |
1.618 |
1,221.50 |
1.000 |
1,202.00 |
0.618 |
1,190.00 |
HIGH |
1,170.50 |
0.618 |
1,158.50 |
0.500 |
1,154.75 |
0.382 |
1,151.00 |
LOW |
1,139.00 |
0.618 |
1,119.50 |
1.000 |
1,107.50 |
1.618 |
1,088.00 |
2.618 |
1,056.50 |
4.250 |
1,005.00 |
|
|
Fisher Pivots for day following 13-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1,161.75 |
1,162.00 |
PP |
1,158.25 |
1,159.00 |
S1 |
1,154.75 |
1,156.00 |
|