Trading Metrics calculated at close of trading on 15-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2011 |
15-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
11,106.83 |
11,247.72 |
140.89 |
1.3% |
11,237.31 |
High |
11,386.78 |
11,433.40 |
46.62 |
0.4% |
11,477.30 |
Low |
10,993.84 |
11,247.49 |
253.65 |
2.3% |
10,932.53 |
Close |
11,246.73 |
11,433.18 |
186.45 |
1.7% |
10,992.13 |
Range |
392.94 |
185.91 |
-207.03 |
-52.7% |
544.77 |
ATR |
276.14 |
269.75 |
-6.39 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,929.09 |
11,867.04 |
11,535.43 |
|
R3 |
11,743.18 |
11,681.13 |
11,484.31 |
|
R2 |
11,557.27 |
11,557.27 |
11,467.26 |
|
R1 |
11,495.22 |
11,495.22 |
11,450.22 |
11,526.25 |
PP |
11,371.36 |
11,371.36 |
11,371.36 |
11,386.87 |
S1 |
11,309.31 |
11,309.31 |
11,416.14 |
11,340.34 |
S2 |
11,185.45 |
11,185.45 |
11,399.10 |
|
S3 |
10,999.54 |
11,123.40 |
11,382.05 |
|
S4 |
10,813.63 |
10,937.49 |
11,330.93 |
|
|
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 |
11,433.40 |
10,824.76 |
608.64 |
5.3% |
265.80 |
2.3% |
100% |
True |
False |
|
10 |
11,716.84 |
10,824.76 |
892.08 |
7.8% |
261.39 |
2.3% |
68% |
False |
False |
|
20 |
11,716.84 |
10,801.41 |
915.43 |
8.0% |
275.11 |
2.4% |
69% |
False |
False |
|
40 |
12,751.43 |
10,604.07 |
2,147.36 |
18.8% |
285.68 |
2.5% |
39% |
False |
False |
|
60 |
12,753.89 |
10,604.07 |
2,149.82 |
18.8% |
238.54 |
2.1% |
39% |
False |
False |
|
80 |
12,753.89 |
10,604.07 |
2,149.82 |
18.8% |
211.96 |
1.9% |
39% |
False |
False |
|
100 |
12,876.00 |
10,604.07 |
2,271.93 |
19.9% |
196.20 |
1.7% |
36% |
False |
False |
|
120 |
12,876.00 |
10,604.07 |
2,271.93 |
19.9% |
181.17 |
1.6% |
36% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,223.52 |
2.618 |
11,920.11 |
1.618 |
11,734.20 |
1.000 |
11,619.31 |
0.618 |
11,548.29 |
HIGH |
11,433.40 |
0.618 |
11,362.38 |
0.500 |
11,340.45 |
0.382 |
11,318.51 |
LOW |
11,247.49 |
0.618 |
11,132.60 |
1.000 |
11,061.58 |
1.618 |
10,946.69 |
2.618 |
10,760.78 |
4.250 |
10,457.37 |
|
|
Fisher Pivots for day following 15-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
11,402.27 |
11,358.88 |
PP |
11,371.36 |
11,284.59 |
S1 |
11,340.45 |
11,210.29 |
|