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 |
5,347.5 |
5,314.5 |
-33.0 |
-0.6% |
5,199.0 |
High |
5,349.5 |
5,328.5 |
-21.0 |
-0.4% |
5,349.5 |
Low |
5,245.5 |
5,142.0 |
-103.5 |
-2.0% |
5,018.5 |
Close |
5,263.5 |
5,160.5 |
-103.0 |
-2.0% |
5,160.5 |
Range |
104.0 |
186.5 |
82.5 |
79.3% |
331.0 |
ATR |
136.1 |
139.7 |
3.6 |
2.6% |
0.0 |
Volume |
36,558 |
49,591 |
13,033 |
35.7% |
144,673 |
|
Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,770.0 |
5,651.5 |
5,263.0 |
|
R3 |
5,583.5 |
5,465.0 |
5,212.0 |
|
R2 |
5,397.0 |
5,397.0 |
5,194.5 |
|
R1 |
5,278.5 |
5,278.5 |
5,177.5 |
5,244.5 |
PP |
5,210.5 |
5,210.5 |
5,210.5 |
5,193.0 |
S1 |
5,092.0 |
5,092.0 |
5,143.5 |
5,058.0 |
S2 |
5,024.0 |
5,024.0 |
5,126.5 |
|
S3 |
4,837.5 |
4,905.5 |
5,109.0 |
|
S4 |
4,651.0 |
4,719.0 |
5,058.0 |
|
|
Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,169.0 |
5,996.0 |
5,342.5 |
|
R3 |
5,838.0 |
5,665.0 |
5,251.5 |
|
R2 |
5,507.0 |
5,507.0 |
5,221.0 |
|
R1 |
5,334.0 |
5,334.0 |
5,191.0 |
5,255.0 |
PP |
5,176.0 |
5,176.0 |
5,176.0 |
5,137.0 |
S1 |
5,003.0 |
5,003.0 |
5,130.0 |
4,924.0 |
S2 |
4,845.0 |
4,845.0 |
5,100.0 |
|
S3 |
4,514.0 |
4,672.0 |
5,069.5 |
|
S4 |
4,183.0 |
4,341.0 |
4,978.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,349.5 |
5,018.5 |
331.0 |
6.4% |
148.5 |
2.9% |
43% |
False |
False |
28,934 |
10 |
5,418.0 |
4,990.0 |
428.0 |
8.3% |
130.0 |
2.5% |
40% |
False |
False |
14,937 |
20 |
5,418.0 |
4,915.0 |
503.0 |
9.7% |
125.0 |
2.4% |
49% |
False |
False |
8,056 |
40 |
5,885.0 |
4,819.5 |
1,065.5 |
20.6% |
112.5 |
2.2% |
32% |
False |
False |
4,047 |
60 |
6,000.5 |
4,819.5 |
1,181.0 |
22.9% |
86.5 |
1.7% |
29% |
False |
False |
2,705 |
80 |
6,000.5 |
4,819.5 |
1,181.0 |
22.9% |
67.0 |
1.3% |
29% |
False |
False |
2,030 |
100 |
6,000.5 |
4,819.5 |
1,181.0 |
22.9% |
54.0 |
1.0% |
29% |
False |
False |
1,624 |
120 |
6,000.5 |
4,819.5 |
1,181.0 |
22.9% |
46.5 |
0.9% |
29% |
False |
False |
1,354 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,121.0 |
2.618 |
5,817.0 |
1.618 |
5,630.5 |
1.000 |
5,515.0 |
0.618 |
5,444.0 |
HIGH |
5,328.5 |
0.618 |
5,257.5 |
0.500 |
5,235.0 |
0.382 |
5,213.0 |
LOW |
5,142.0 |
0.618 |
5,026.5 |
1.000 |
4,955.5 |
1.618 |
4,840.0 |
2.618 |
4,653.5 |
4.250 |
4,349.5 |
|
|
Fisher Pivots for day following 09-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
5,235.0 |
5,246.0 |
PP |
5,210.5 |
5,217.5 |
S1 |
5,185.5 |
5,189.0 |
|