Trading Metrics calculated at close of trading on 19-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2011 |
19-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
11,433.71 |
11,506.67 |
72.96 |
0.6% |
10,990.01 |
High |
11,532.47 |
11,506.82 |
-25.65 |
-0.2% |
11,532.47 |
Low |
11,407.41 |
11,255.25 |
-152.16 |
-1.3% |
10,824.76 |
Close |
11,509.09 |
11,401.01 |
-108.08 |
-0.9% |
11,509.09 |
Range |
125.06 |
251.57 |
126.51 |
101.2% |
707.71 |
ATR |
259.41 |
259.01 |
-0.40 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,142.40 |
12,023.28 |
11,539.37 |
|
R3 |
11,890.83 |
11,771.71 |
11,470.19 |
|
R2 |
11,639.26 |
11,639.26 |
11,447.13 |
|
R1 |
11,520.14 |
11,520.14 |
11,424.07 |
11,453.92 |
PP |
11,387.69 |
11,387.69 |
11,387.69 |
11,354.58 |
S1 |
11,268.57 |
11,268.57 |
11,377.95 |
11,202.35 |
S2 |
11,136.12 |
11,136.12 |
11,354.89 |
|
S3 |
10,884.55 |
11,017.00 |
11,331.83 |
|
S4 |
10,632.98 |
10,765.43 |
11,262.65 |
|
|
Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,411.90 |
13,168.21 |
11,898.33 |
|
R3 |
12,704.19 |
12,460.50 |
11,703.71 |
|
R2 |
11,996.48 |
11,996.48 |
11,638.84 |
|
R1 |
11,752.79 |
11,752.79 |
11,573.96 |
11,874.64 |
PP |
11,288.77 |
11,288.77 |
11,288.77 |
11,349.70 |
S1 |
11,045.08 |
11,045.08 |
11,444.22 |
11,166.93 |
S2 |
10,581.06 |
10,581.06 |
11,379.34 |
|
S3 |
9,873.35 |
10,337.37 |
11,314.47 |
|
S4 |
9,165.64 |
9,629.66 |
11,119.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,532.47 |
10,987.18 |
545.29 |
4.8% |
221.83 |
1.9% |
76% |
False |
False |
|
10 |
11,532.47 |
10,824.76 |
707.71 |
6.2% |
248.13 |
2.2% |
81% |
False |
False |
|
20 |
11,716.84 |
10,820.37 |
896.47 |
7.9% |
253.44 |
2.2% |
65% |
False |
False |
|
40 |
12,679.95 |
10,604.07 |
2,075.88 |
18.2% |
288.05 |
2.5% |
38% |
False |
False |
|
60 |
12,753.89 |
10,604.07 |
2,149.82 |
18.9% |
239.22 |
2.1% |
37% |
False |
False |
|
80 |
12,753.89 |
10,604.07 |
2,149.82 |
18.9% |
214.13 |
1.9% |
37% |
False |
False |
|
100 |
12,876.00 |
10,604.07 |
2,271.93 |
19.9% |
197.42 |
1.7% |
35% |
False |
False |
|
120 |
12,876.00 |
10,604.07 |
2,271.93 |
19.9% |
182.76 |
1.6% |
35% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,575.99 |
2.618 |
12,165.43 |
1.618 |
11,913.86 |
1.000 |
11,758.39 |
0.618 |
11,662.29 |
HIGH |
11,506.82 |
0.618 |
11,410.72 |
0.500 |
11,381.04 |
0.382 |
11,351.35 |
LOW |
11,255.25 |
0.618 |
11,099.78 |
1.000 |
11,003.68 |
1.618 |
10,848.21 |
2.618 |
10,596.64 |
4.250 |
10,186.08 |
|
|
Fisher Pivots for day following 19-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
11,394.35 |
11,397.33 |
PP |
11,387.69 |
11,393.66 |
S1 |
11,381.04 |
11,389.98 |
|