Trading Metrics calculated at close of trading on 14-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2011 |
14-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
11,054.99 |
11,106.83 |
51.84 |
0.5% |
11,237.31 |
High |
11,140.85 |
11,386.78 |
245.93 |
2.2% |
11,477.30 |
Low |
10,987.18 |
10,993.84 |
6.66 |
0.1% |
10,932.53 |
Close |
11,105.85 |
11,246.73 |
140.88 |
1.3% |
10,992.13 |
Range |
153.67 |
392.94 |
239.27 |
155.7% |
544.77 |
ATR |
267.15 |
276.14 |
8.98 |
3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,387.94 |
12,210.27 |
11,462.85 |
|
R3 |
11,995.00 |
11,817.33 |
11,354.79 |
|
R2 |
11,602.06 |
11,602.06 |
11,318.77 |
|
R1 |
11,424.39 |
11,424.39 |
11,282.75 |
11,513.23 |
PP |
11,209.12 |
11,209.12 |
11,209.12 |
11,253.53 |
S1 |
11,031.45 |
11,031.45 |
11,210.71 |
11,120.29 |
S2 |
10,816.18 |
10,816.18 |
11,174.69 |
|
S3 |
10,423.24 |
10,638.51 |
11,138.67 |
|
S4 |
10,030.30 |
10,245.57 |
11,030.61 |
|
|
Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,768.30 |
12,424.98 |
11,291.75 |
|
R3 |
12,223.53 |
11,880.21 |
11,141.94 |
|
R2 |
11,678.76 |
11,678.76 |
11,092.00 |
|
R1 |
11,335.44 |
11,335.44 |
11,042.07 |
11,234.72 |
PP |
11,133.99 |
11,133.99 |
11,133.99 |
11,083.62 |
S1 |
10,790.67 |
10,790.67 |
10,942.19 |
10,689.95 |
S2 |
10,589.22 |
10,589.22 |
10,892.26 |
|
S3 |
10,044.45 |
10,245.90 |
10,842.32 |
|
S4 |
9,499.68 |
9,701.13 |
10,692.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,477.30 |
10,824.76 |
652.54 |
5.8% |
267.33 |
2.4% |
65% |
False |
False |
|
10 |
11,716.84 |
10,824.76 |
892.08 |
7.9% |
261.25 |
2.3% |
47% |
False |
False |
|
20 |
11,716.84 |
10,801.41 |
915.43 |
8.1% |
276.18 |
2.5% |
49% |
False |
False |
|
40 |
12,751.43 |
10,604.07 |
2,147.36 |
19.1% |
282.45 |
2.5% |
30% |
False |
False |
|
60 |
12,753.89 |
10,604.07 |
2,149.82 |
19.1% |
237.71 |
2.1% |
30% |
False |
False |
|
80 |
12,753.89 |
10,604.07 |
2,149.82 |
19.1% |
211.89 |
1.9% |
30% |
False |
False |
|
100 |
12,876.00 |
10,604.07 |
2,271.93 |
20.2% |
194.94 |
1.7% |
28% |
False |
False |
|
120 |
12,876.00 |
10,604.07 |
2,271.93 |
20.2% |
180.37 |
1.6% |
28% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,056.78 |
2.618 |
12,415.50 |
1.618 |
12,022.56 |
1.000 |
11,779.72 |
0.618 |
11,629.62 |
HIGH |
11,386.78 |
0.618 |
11,236.68 |
0.500 |
11,190.31 |
0.382 |
11,143.94 |
LOW |
10,993.84 |
0.618 |
10,751.00 |
1.000 |
10,600.90 |
1.618 |
10,358.06 |
2.618 |
9,965.12 |
4.250 |
9,323.85 |
|
|
Fisher Pivots for day following 14-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
11,227.92 |
11,199.74 |
PP |
11,209.12 |
11,152.76 |
S1 |
11,190.31 |
11,105.77 |
|