Trading Metrics calculated at close of trading on 27-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2011 |
27-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1,119.25 |
1,150.75 |
31.50 |
2.8% |
1,193.00 |
High |
1,152.25 |
1,183.50 |
31.25 |
2.7% |
1,208.00 |
Low |
1,108.50 |
1,148.75 |
40.25 |
3.6% |
1,096.25 |
Close |
1,152.00 |
1,163.00 |
11.00 |
1.0% |
1,123.25 |
Range |
43.75 |
34.75 |
-9.00 |
-20.6% |
111.75 |
ATR |
35.53 |
35.47 |
-0.06 |
-0.2% |
0.00 |
Volume |
1,399 |
2,312 |
913 |
65.3% |
4,700 |
|
Daily Pivots for day following 27-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,269.25 |
1,251.00 |
1,182.00 |
|
R3 |
1,234.50 |
1,216.25 |
1,172.50 |
|
R2 |
1,199.75 |
1,199.75 |
1,169.25 |
|
R1 |
1,181.50 |
1,181.50 |
1,166.25 |
1,190.50 |
PP |
1,165.00 |
1,165.00 |
1,165.00 |
1,169.75 |
S1 |
1,146.75 |
1,146.75 |
1,159.75 |
1,156.00 |
S2 |
1,130.25 |
1,130.25 |
1,156.75 |
|
S3 |
1,095.50 |
1,112.00 |
1,153.50 |
|
S4 |
1,060.75 |
1,077.25 |
1,144.00 |
|
|
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 |
1,197.25 |
1,096.25 |
101.00 |
8.7% |
42.75 |
3.7% |
66% |
False |
False |
1,400 |
10 |
1,208.00 |
1,096.25 |
111.75 |
9.6% |
35.50 |
3.0% |
60% |
False |
False |
969 |
20 |
1,217.75 |
1,096.25 |
121.50 |
10.4% |
32.50 |
2.8% |
55% |
False |
False |
524 |
40 |
1,271.75 |
1,067.00 |
204.75 |
17.6% |
38.25 |
3.3% |
47% |
False |
False |
332 |
60 |
1,342.75 |
1,067.00 |
275.75 |
23.7% |
31.75 |
2.7% |
35% |
False |
False |
229 |
80 |
1,342.75 |
1,067.00 |
275.75 |
23.7% |
26.50 |
2.3% |
35% |
False |
False |
173 |
100 |
1,342.75 |
1,067.00 |
275.75 |
23.7% |
21.75 |
1.9% |
35% |
False |
False |
139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,331.25 |
2.618 |
1,274.50 |
1.618 |
1,239.75 |
1.000 |
1,218.25 |
0.618 |
1,205.00 |
HIGH |
1,183.50 |
0.618 |
1,170.25 |
0.500 |
1,166.00 |
0.382 |
1,162.00 |
LOW |
1,148.75 |
0.618 |
1,127.25 |
1.000 |
1,114.00 |
1.618 |
1,092.50 |
2.618 |
1,057.75 |
4.250 |
1,001.00 |
|
|
Fisher Pivots for day following 27-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1,166.00 |
1,155.25 |
PP |
1,165.00 |
1,147.50 |
S1 |
1,164.00 |
1,140.00 |
|