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 |
1,149.25 |
1,121.00 |
-28.25 |
-2.5% |
1,193.00 |
High |
1,152.75 |
1,131.50 |
-21.25 |
-1.8% |
1,208.00 |
Low |
1,100.75 |
1,096.25 |
-4.50 |
-0.4% |
1,096.25 |
Close |
1,117.25 |
1,123.25 |
6.00 |
0.5% |
1,123.25 |
Range |
52.00 |
35.25 |
-16.75 |
-32.2% |
111.75 |
ATR |
34.87 |
34.90 |
0.03 |
0.1% |
0.00 |
Volume |
1,082 |
1,266 |
184 |
17.0% |
4,700 |
|
Daily Pivots for day following 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,222.75 |
1,208.25 |
1,142.75 |
|
R3 |
1,187.50 |
1,173.00 |
1,133.00 |
|
R2 |
1,152.25 |
1,152.25 |
1,129.75 |
|
R1 |
1,137.75 |
1,137.75 |
1,126.50 |
1,145.00 |
PP |
1,117.00 |
1,117.00 |
1,117.00 |
1,120.50 |
S1 |
1,102.50 |
1,102.50 |
1,120.00 |
1,109.75 |
S2 |
1,081.75 |
1,081.75 |
1,116.75 |
|
S3 |
1,046.50 |
1,067.25 |
1,113.50 |
|
S4 |
1,011.25 |
1,032.00 |
1,103.75 |
|
|
Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,477.75 |
1,412.25 |
1,184.75 |
|
R3 |
1,366.00 |
1,300.50 |
1,154.00 |
|
R2 |
1,254.25 |
1,254.25 |
1,143.75 |
|
R1 |
1,188.75 |
1,188.75 |
1,133.50 |
1,165.50 |
PP |
1,142.50 |
1,142.50 |
1,142.50 |
1,131.00 |
S1 |
1,077.00 |
1,077.00 |
1,113.00 |
1,054.00 |
S2 |
1,030.75 |
1,030.75 |
1,102.75 |
|
S3 |
919.00 |
965.25 |
1,092.50 |
|
S4 |
807.25 |
853.50 |
1,061.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,208.00 |
1,096.25 |
111.75 |
9.9% |
36.75 |
3.3% |
24% |
False |
True |
940 |
10 |
1,208.00 |
1,096.25 |
111.75 |
9.9% |
33.75 |
3.0% |
24% |
False |
True |
635 |
20 |
1,217.75 |
1,096.25 |
121.50 |
10.8% |
32.50 |
2.9% |
22% |
False |
True |
352 |
40 |
1,297.75 |
1,067.00 |
230.75 |
20.5% |
37.50 |
3.3% |
24% |
False |
False |
240 |
60 |
1,342.75 |
1,067.00 |
275.75 |
24.5% |
31.00 |
2.8% |
20% |
False |
False |
167 |
80 |
1,342.75 |
1,067.00 |
275.75 |
24.5% |
25.50 |
2.3% |
20% |
False |
False |
127 |
100 |
1,342.75 |
1,067.00 |
275.75 |
24.5% |
21.00 |
1.9% |
20% |
False |
False |
102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,281.25 |
2.618 |
1,223.75 |
1.618 |
1,188.50 |
1.000 |
1,166.75 |
0.618 |
1,153.25 |
HIGH |
1,131.50 |
0.618 |
1,118.00 |
0.500 |
1,114.00 |
0.382 |
1,109.75 |
LOW |
1,096.25 |
0.618 |
1,074.50 |
1.000 |
1,061.00 |
1.618 |
1,039.25 |
2.618 |
1,004.00 |
4.250 |
946.50 |
|
|
Fisher Pivots for day following 23-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1,120.00 |
1,146.75 |
PP |
1,117.00 |
1,139.00 |
S1 |
1,114.00 |
1,131.00 |
|