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 |
5,130.0 |
5,177.5 |
47.5 |
0.9% |
5,199.0 |
High |
5,166.5 |
5,208.0 |
41.5 |
0.8% |
5,349.5 |
Low |
5,031.5 |
5,042.5 |
11.0 |
0.2% |
5,018.5 |
Close |
5,157.0 |
5,189.0 |
32.0 |
0.6% |
5,160.5 |
Range |
135.0 |
165.5 |
30.5 |
22.6% |
331.0 |
ATR |
139.4 |
141.3 |
1.9 |
1.3% |
0.0 |
Volume |
131,077 |
238,835 |
107,758 |
82.2% |
144,673 |
|
Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,643.0 |
5,581.5 |
5,280.0 |
|
R3 |
5,477.5 |
5,416.0 |
5,234.5 |
|
R2 |
5,312.0 |
5,312.0 |
5,219.5 |
|
R1 |
5,250.5 |
5,250.5 |
5,204.0 |
5,281.0 |
PP |
5,146.5 |
5,146.5 |
5,146.5 |
5,162.0 |
S1 |
5,085.0 |
5,085.0 |
5,174.0 |
5,116.0 |
S2 |
4,981.0 |
4,981.0 |
5,158.5 |
|
S3 |
4,815.5 |
4,919.5 |
5,143.5 |
|
S4 |
4,650.0 |
4,754.0 |
5,098.0 |
|
|
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 |
5,031.5 |
318.0 |
6.1% |
142.0 |
2.7% |
50% |
False |
False |
94,488 |
10 |
5,418.0 |
5,018.5 |
399.5 |
7.7% |
140.5 |
2.7% |
43% |
False |
False |
51,859 |
20 |
5,418.0 |
4,915.0 |
503.0 |
9.7% |
133.0 |
2.6% |
54% |
False |
False |
26,548 |
40 |
5,885.0 |
4,819.5 |
1,065.5 |
20.5% |
118.5 |
2.3% |
35% |
False |
False |
13,294 |
60 |
6,000.5 |
4,819.5 |
1,181.0 |
22.8% |
90.5 |
1.7% |
31% |
False |
False |
8,866 |
80 |
6,000.5 |
4,819.5 |
1,181.0 |
22.8% |
70.0 |
1.4% |
31% |
False |
False |
6,653 |
100 |
6,000.5 |
4,819.5 |
1,181.0 |
22.8% |
57.0 |
1.1% |
31% |
False |
False |
5,323 |
120 |
6,000.5 |
4,819.5 |
1,181.0 |
22.8% |
48.5 |
0.9% |
31% |
False |
False |
4,436 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,911.5 |
2.618 |
5,641.5 |
1.618 |
5,476.0 |
1.000 |
5,373.5 |
0.618 |
5,310.5 |
HIGH |
5,208.0 |
0.618 |
5,145.0 |
0.500 |
5,125.0 |
0.382 |
5,105.5 |
LOW |
5,042.5 |
0.618 |
4,940.0 |
1.000 |
4,877.0 |
1.618 |
4,774.5 |
2.618 |
4,609.0 |
4.250 |
4,339.0 |
|
|
Fisher Pivots for day following 13-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
5,168.0 |
5,186.0 |
PP |
5,146.5 |
5,183.0 |
S1 |
5,125.0 |
5,180.0 |
|