Trading Metrics calculated at close of trading on 28-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2011 |
28-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1,150.75 |
1,162.25 |
11.50 |
1.0% |
1,193.00 |
High |
1,183.50 |
1,174.75 |
-8.75 |
-0.7% |
1,208.00 |
Low |
1,148.75 |
1,137.50 |
-11.25 |
-1.0% |
1,096.25 |
Close |
1,163.00 |
1,142.25 |
-20.75 |
-1.8% |
1,123.25 |
Range |
34.75 |
37.25 |
2.50 |
7.2% |
111.75 |
ATR |
35.47 |
35.60 |
0.13 |
0.4% |
0.00 |
Volume |
2,312 |
1,307 |
-1,005 |
-43.5% |
4,700 |
|
Daily Pivots for day following 28-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,263.25 |
1,240.00 |
1,162.75 |
|
R3 |
1,226.00 |
1,202.75 |
1,152.50 |
|
R2 |
1,188.75 |
1,188.75 |
1,149.00 |
|
R1 |
1,165.50 |
1,165.50 |
1,145.75 |
1,158.50 |
PP |
1,151.50 |
1,151.50 |
1,151.50 |
1,148.00 |
S1 |
1,128.25 |
1,128.25 |
1,138.75 |
1,121.25 |
S2 |
1,114.25 |
1,114.25 |
1,135.50 |
|
S3 |
1,077.00 |
1,091.00 |
1,132.00 |
|
S4 |
1,039.75 |
1,053.75 |
1,121.75 |
|
|
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 |
1,183.50 |
1,096.25 |
87.25 |
7.6% |
40.50 |
3.6% |
53% |
False |
False |
1,473 |
10 |
1,208.00 |
1,096.25 |
111.75 |
9.8% |
34.50 |
3.0% |
41% |
False |
False |
1,089 |
20 |
1,217.75 |
1,096.25 |
121.50 |
10.6% |
33.25 |
2.9% |
38% |
False |
False |
588 |
40 |
1,252.50 |
1,067.00 |
185.50 |
16.2% |
38.25 |
3.3% |
41% |
False |
False |
365 |
60 |
1,342.75 |
1,067.00 |
275.75 |
24.1% |
32.25 |
2.8% |
27% |
False |
False |
251 |
80 |
1,342.75 |
1,067.00 |
275.75 |
24.1% |
27.00 |
2.4% |
27% |
False |
False |
190 |
100 |
1,342.75 |
1,067.00 |
275.75 |
24.1% |
22.00 |
1.9% |
27% |
False |
False |
152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,333.00 |
2.618 |
1,272.25 |
1.618 |
1,235.00 |
1.000 |
1,212.00 |
0.618 |
1,197.75 |
HIGH |
1,174.75 |
0.618 |
1,160.50 |
0.500 |
1,156.00 |
0.382 |
1,151.75 |
LOW |
1,137.50 |
0.618 |
1,114.50 |
1.000 |
1,100.25 |
1.618 |
1,077.25 |
2.618 |
1,040.00 |
4.250 |
979.25 |
|
|
Fisher Pivots for day following 28-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1,156.00 |
1,146.00 |
PP |
1,151.50 |
1,144.75 |
S1 |
1,147.00 |
1,143.50 |
|