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 |
1,874.0 |
1,866.8 |
-7.2 |
-0.4% |
1,884.7 |
High |
1,890.5 |
1,867.0 |
-23.5 |
-1.2% |
1,925.1 |
Low |
1,827.3 |
1,808.4 |
-18.9 |
-1.0% |
1,798.6 |
Close |
1,861.6 |
1,815.5 |
-46.1 |
-2.5% |
1,861.6 |
Range |
63.2 |
58.6 |
-4.6 |
-7.3% |
126.5 |
ATR |
51.6 |
52.1 |
0.5 |
1.0% |
0.0 |
Volume |
1,776 |
4,256 |
2,480 |
139.6% |
11,901 |
|
Daily Pivots for day following 12-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,006.1 |
1,969.4 |
1,847.7 |
|
R3 |
1,947.5 |
1,910.8 |
1,831.6 |
|
R2 |
1,888.9 |
1,888.9 |
1,826.2 |
|
R1 |
1,852.2 |
1,852.2 |
1,820.9 |
1,841.3 |
PP |
1,830.3 |
1,830.3 |
1,830.3 |
1,824.8 |
S1 |
1,793.6 |
1,793.6 |
1,810.1 |
1,782.7 |
S2 |
1,771.7 |
1,771.7 |
1,804.8 |
|
S3 |
1,713.1 |
1,735.0 |
1,799.4 |
|
S4 |
1,654.5 |
1,676.4 |
1,783.3 |
|
|
Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,241.3 |
2,177.9 |
1,931.2 |
|
R3 |
2,114.8 |
2,051.4 |
1,896.4 |
|
R2 |
1,988.3 |
1,988.3 |
1,884.8 |
|
R1 |
1,924.9 |
1,924.9 |
1,873.2 |
1,893.4 |
PP |
1,861.8 |
1,861.8 |
1,861.8 |
1,846.0 |
S1 |
1,798.4 |
1,798.4 |
1,850.0 |
1,766.9 |
S2 |
1,735.3 |
1,735.3 |
1,838.4 |
|
S3 |
1,608.8 |
1,671.9 |
1,826.8 |
|
S4 |
1,482.3 |
1,545.4 |
1,792.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,925.1 |
1,798.6 |
126.5 |
7.0% |
64.5 |
3.6% |
13% |
False |
False |
3,231 |
10 |
1,925.1 |
1,780.0 |
145.1 |
8.0% |
54.0 |
3.0% |
24% |
False |
False |
2,189 |
20 |
1,925.1 |
1,708.4 |
216.7 |
11.9% |
54.1 |
3.0% |
49% |
False |
False |
2,785 |
40 |
1,925.1 |
1,585.0 |
340.1 |
18.7% |
42.0 |
2.3% |
68% |
False |
False |
2,838 |
60 |
1,925.1 |
1,482.6 |
442.5 |
24.4% |
33.4 |
1.8% |
75% |
False |
False |
2,041 |
80 |
1,925.1 |
1,482.6 |
442.5 |
24.4% |
27.9 |
1.5% |
75% |
False |
False |
1,639 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,116.1 |
2.618 |
2,020.4 |
1.618 |
1,961.8 |
1.000 |
1,925.6 |
0.618 |
1,903.2 |
HIGH |
1,867.0 |
0.618 |
1,844.6 |
0.500 |
1,837.7 |
0.382 |
1,830.8 |
LOW |
1,808.4 |
0.618 |
1,772.2 |
1.000 |
1,749.8 |
1.618 |
1,713.6 |
2.618 |
1,655.0 |
4.250 |
1,559.4 |
|
|
Fisher Pivots for day following 12-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1,837.7 |
1,849.5 |
PP |
1,830.3 |
1,838.1 |
S1 |
1,822.9 |
1,826.8 |
|