Trading Metrics calculated at close of trading on 16-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2011 |
16-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1,829.0 |
1,794.1 |
-34.9 |
-1.9% |
1,866.8 |
High |
1,830.5 |
1,826.4 |
-4.1 |
-0.2% |
1,867.0 |
Low |
1,777.9 |
1,767.4 |
-10.5 |
-0.6% |
1,767.4 |
Close |
1,783.4 |
1,816.6 |
33.2 |
1.9% |
1,816.6 |
Range |
52.6 |
59.0 |
6.4 |
12.2% |
99.6 |
ATR |
50.7 |
51.3 |
0.6 |
1.2% |
0.0 |
Volume |
3,679 |
6,484 |
2,805 |
76.2% |
21,503 |
|
Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,980.5 |
1,957.5 |
1,849.1 |
|
R3 |
1,921.5 |
1,898.5 |
1,832.8 |
|
R2 |
1,862.5 |
1,862.5 |
1,827.4 |
|
R1 |
1,839.5 |
1,839.5 |
1,822.0 |
1,851.0 |
PP |
1,803.5 |
1,803.5 |
1,803.5 |
1,809.2 |
S1 |
1,780.5 |
1,780.5 |
1,811.2 |
1,792.0 |
S2 |
1,744.5 |
1,744.5 |
1,805.8 |
|
S3 |
1,685.5 |
1,721.5 |
1,800.4 |
|
S4 |
1,626.5 |
1,662.5 |
1,784.2 |
|
|
Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,115.8 |
2,065.8 |
1,871.4 |
|
R3 |
2,016.2 |
1,966.2 |
1,844.0 |
|
R2 |
1,916.6 |
1,916.6 |
1,834.9 |
|
R1 |
1,866.6 |
1,866.6 |
1,825.7 |
1,841.8 |
PP |
1,817.0 |
1,817.0 |
1,817.0 |
1,804.6 |
S1 |
1,767.0 |
1,767.0 |
1,807.5 |
1,742.2 |
S2 |
1,717.4 |
1,717.4 |
1,798.3 |
|
S3 |
1,617.8 |
1,667.4 |
1,789.2 |
|
S4 |
1,518.2 |
1,567.8 |
1,761.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,867.0 |
1,767.4 |
99.6 |
5.5% |
50.6 |
2.8% |
49% |
False |
True |
4,300 |
10 |
1,925.1 |
1,767.4 |
157.7 |
8.7% |
57.6 |
3.2% |
31% |
False |
True |
3,462 |
20 |
1,925.1 |
1,708.4 |
216.7 |
11.9% |
57.9 |
3.2% |
50% |
False |
False |
3,118 |
40 |
1,925.1 |
1,589.6 |
335.5 |
18.5% |
45.0 |
2.5% |
68% |
False |
False |
3,210 |
60 |
1,925.1 |
1,482.6 |
442.5 |
24.4% |
35.9 |
2.0% |
75% |
False |
False |
2,318 |
80 |
1,925.1 |
1,482.6 |
442.5 |
24.4% |
29.7 |
1.6% |
75% |
False |
False |
1,822 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,077.2 |
2.618 |
1,980.9 |
1.618 |
1,921.9 |
1.000 |
1,885.4 |
0.618 |
1,862.9 |
HIGH |
1,826.4 |
0.618 |
1,803.9 |
0.500 |
1,796.9 |
0.382 |
1,789.9 |
LOW |
1,767.4 |
0.618 |
1,730.9 |
1.000 |
1,708.4 |
1.618 |
1,671.9 |
2.618 |
1,612.9 |
4.250 |
1,516.7 |
|
|
Fisher Pivots for day following 16-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1,810.0 |
1,813.9 |
PP |
1,803.5 |
1,811.2 |
S1 |
1,796.9 |
1,808.6 |
|