Trading Metrics calculated at close of trading on 23-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2011 |
23-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1,786.8 |
1,743.0 |
-43.8 |
-2.5% |
1,820.9 |
High |
1,787.2 |
1,759.5 |
-27.7 |
-1.5% |
1,832.4 |
Low |
1,726.7 |
1,633.3 |
-93.4 |
-5.4% |
1,633.3 |
Close |
1,743.5 |
1,641.5 |
-102.0 |
-5.9% |
1,641.5 |
Range |
60.5 |
126.2 |
65.7 |
108.6% |
199.1 |
ATR |
52.2 |
57.5 |
5.3 |
10.1% |
0.0 |
Volume |
7,815 |
5,376 |
-2,439 |
-31.2% |
22,235 |
|
Daily Pivots for day following 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,056.7 |
1,975.3 |
1,710.9 |
|
R3 |
1,930.5 |
1,849.1 |
1,676.2 |
|
R2 |
1,804.3 |
1,804.3 |
1,664.6 |
|
R1 |
1,722.9 |
1,722.9 |
1,653.1 |
1,700.5 |
PP |
1,678.1 |
1,678.1 |
1,678.1 |
1,666.9 |
S1 |
1,596.7 |
1,596.7 |
1,629.9 |
1,574.3 |
S2 |
1,551.9 |
1,551.9 |
1,618.4 |
|
S3 |
1,425.7 |
1,470.5 |
1,606.8 |
|
S4 |
1,299.5 |
1,344.3 |
1,572.1 |
|
|
Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,299.7 |
2,169.7 |
1,751.0 |
|
R3 |
2,100.6 |
1,970.6 |
1,696.3 |
|
R2 |
1,901.5 |
1,901.5 |
1,678.0 |
|
R1 |
1,771.5 |
1,771.5 |
1,659.8 |
1,737.0 |
PP |
1,702.4 |
1,702.4 |
1,702.4 |
1,685.1 |
S1 |
1,572.4 |
1,572.4 |
1,623.2 |
1,537.9 |
S2 |
1,503.3 |
1,503.3 |
1,605.0 |
|
S3 |
1,304.2 |
1,373.3 |
1,586.7 |
|
S4 |
1,105.1 |
1,174.2 |
1,532.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,832.4 |
1,633.3 |
199.1 |
12.1% |
64.0 |
3.9% |
4% |
False |
True |
4,447 |
10 |
1,867.0 |
1,633.3 |
233.7 |
14.2% |
57.3 |
3.5% |
4% |
False |
True |
4,373 |
20 |
1,925.1 |
1,633.3 |
291.8 |
17.8% |
56.3 |
3.4% |
3% |
False |
True |
3,174 |
40 |
1,925.1 |
1,612.5 |
312.6 |
19.0% |
51.1 |
3.1% |
9% |
False |
False |
3,674 |
60 |
1,925.1 |
1,482.6 |
442.5 |
27.0% |
39.9 |
2.4% |
36% |
False |
False |
2,664 |
80 |
1,925.1 |
1,482.6 |
442.5 |
27.0% |
33.0 |
2.0% |
36% |
False |
False |
2,055 |
100 |
1,925.1 |
1,475.9 |
449.2 |
27.4% |
30.1 |
1.8% |
37% |
False |
False |
1,757 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,295.9 |
2.618 |
2,089.9 |
1.618 |
1,963.7 |
1.000 |
1,885.7 |
0.618 |
1,837.5 |
HIGH |
1,759.5 |
0.618 |
1,711.3 |
0.500 |
1,696.4 |
0.382 |
1,681.5 |
LOW |
1,633.3 |
0.618 |
1,555.3 |
1.000 |
1,507.1 |
1.618 |
1,429.1 |
2.618 |
1,302.9 |
4.250 |
1,097.0 |
|
|
Fisher Pivots for day following 23-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1,696.4 |
1,727.1 |
PP |
1,678.1 |
1,698.5 |
S1 |
1,659.8 |
1,670.0 |
|