Trading Metrics calculated at close of trading on 26-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2011 |
26-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1,743.0 |
1,661.0 |
-82.0 |
-4.7% |
1,820.9 |
High |
1,759.5 |
1,668.0 |
-91.5 |
-5.2% |
1,832.4 |
Low |
1,633.3 |
1,543.3 |
-90.0 |
-5.5% |
1,633.3 |
Close |
1,641.5 |
1,596.5 |
-45.0 |
-2.7% |
1,641.5 |
Range |
126.2 |
124.7 |
-1.5 |
-1.2% |
199.1 |
ATR |
57.5 |
62.3 |
4.8 |
8.3% |
0.0 |
Volume |
5,376 |
4,325 |
-1,051 |
-19.5% |
22,235 |
|
Daily Pivots for day following 26-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,976.7 |
1,911.3 |
1,665.1 |
|
R3 |
1,852.0 |
1,786.6 |
1,630.8 |
|
R2 |
1,727.3 |
1,727.3 |
1,619.4 |
|
R1 |
1,661.9 |
1,661.9 |
1,607.9 |
1,632.3 |
PP |
1,602.6 |
1,602.6 |
1,602.6 |
1,587.8 |
S1 |
1,537.2 |
1,537.2 |
1,585.1 |
1,507.6 |
S2 |
1,477.9 |
1,477.9 |
1,573.6 |
|
S3 |
1,353.2 |
1,412.5 |
1,562.2 |
|
S4 |
1,228.5 |
1,287.8 |
1,527.9 |
|
|
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 |
1,820.8 |
1,543.3 |
277.5 |
17.4% |
77.5 |
4.9% |
19% |
False |
True |
4,607 |
10 |
1,849.7 |
1,543.3 |
306.4 |
19.2% |
64.0 |
4.0% |
17% |
False |
True |
4,380 |
20 |
1,925.1 |
1,543.3 |
381.8 |
23.9% |
59.0 |
3.7% |
14% |
False |
True |
3,285 |
40 |
1,925.1 |
1,543.3 |
381.8 |
23.9% |
53.7 |
3.4% |
14% |
False |
True |
3,758 |
60 |
1,925.1 |
1,482.6 |
442.5 |
27.7% |
41.8 |
2.6% |
26% |
False |
False |
2,735 |
80 |
1,925.1 |
1,482.6 |
442.5 |
27.7% |
34.3 |
2.1% |
26% |
False |
False |
2,105 |
100 |
1,925.1 |
1,475.9 |
449.2 |
28.1% |
31.0 |
1.9% |
27% |
False |
False |
1,797 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,198.0 |
2.618 |
1,994.5 |
1.618 |
1,869.8 |
1.000 |
1,792.7 |
0.618 |
1,745.1 |
HIGH |
1,668.0 |
0.618 |
1,620.4 |
0.500 |
1,605.7 |
0.382 |
1,590.9 |
LOW |
1,543.3 |
0.618 |
1,466.2 |
1.000 |
1,418.6 |
1.618 |
1,341.5 |
2.618 |
1,216.8 |
4.250 |
1,013.3 |
|
|
Fisher Pivots for day following 26-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1,605.7 |
1,665.3 |
PP |
1,602.6 |
1,642.3 |
S1 |
1,599.6 |
1,619.4 |
|