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 |
1,156.75 |
1,165.50 |
8.75 |
0.8% |
1,161.00 |
High |
1,170.50 |
1,196.25 |
25.75 |
2.2% |
1,198.00 |
Low |
1,139.00 |
1,148.00 |
9.00 |
0.8% |
1,130.50 |
Close |
1,165.25 |
1,182.25 |
17.00 |
1.5% |
1,152.25 |
Range |
31.50 |
48.25 |
16.75 |
53.2% |
67.50 |
ATR |
35.58 |
36.48 |
0.91 |
2.5% |
0.00 |
Volume |
3,690,918 |
3,543,308 |
-147,610 |
-4.0% |
4,799,853 |
|
Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,320.25 |
1,299.50 |
1,208.75 |
|
R3 |
1,272.00 |
1,251.25 |
1,195.50 |
|
R2 |
1,223.75 |
1,223.75 |
1,191.00 |
|
R1 |
1,203.00 |
1,203.00 |
1,186.75 |
1,213.50 |
PP |
1,175.50 |
1,175.50 |
1,175.50 |
1,180.75 |
S1 |
1,154.75 |
1,154.75 |
1,177.75 |
1,165.00 |
S2 |
1,127.25 |
1,127.25 |
1,173.50 |
|
S3 |
1,079.00 |
1,106.50 |
1,169.00 |
|
S4 |
1,030.75 |
1,058.25 |
1,155.75 |
|
|
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 |
6.3% |
36.75 |
3.1% |
79% |
False |
False |
3,067,385 |
10 |
1,223.75 |
1,123.50 |
100.25 |
8.5% |
34.00 |
2.9% |
59% |
False |
False |
1,571,948 |
20 |
1,223.75 |
1,105.75 |
118.00 |
10.0% |
35.75 |
3.0% |
65% |
False |
False |
791,673 |
40 |
1,342.00 |
1,071.50 |
270.50 |
22.9% |
37.50 |
3.2% |
41% |
False |
False |
398,495 |
60 |
1,348.75 |
1,071.50 |
277.25 |
23.5% |
31.75 |
2.7% |
40% |
False |
False |
266,080 |
80 |
1,348.75 |
1,071.50 |
277.25 |
23.5% |
27.75 |
2.3% |
40% |
False |
False |
199,643 |
100 |
1,361.00 |
1,071.50 |
289.50 |
24.5% |
25.00 |
2.1% |
38% |
False |
False |
159,752 |
120 |
1,361.00 |
1,071.50 |
289.50 |
24.5% |
22.75 |
1.9% |
38% |
False |
False |
133,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,401.25 |
2.618 |
1,322.50 |
1.618 |
1,274.25 |
1.000 |
1,244.50 |
0.618 |
1,226.00 |
HIGH |
1,196.25 |
0.618 |
1,177.75 |
0.500 |
1,172.00 |
0.382 |
1,166.50 |
LOW |
1,148.00 |
0.618 |
1,118.25 |
1.000 |
1,099.75 |
1.618 |
1,070.00 |
2.618 |
1,021.75 |
4.250 |
943.00 |
|
|
Fisher Pivots for day following 14-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1,179.00 |
1,174.75 |
PP |
1,175.50 |
1,167.25 |
S1 |
1,172.00 |
1,160.00 |
|