Trading Metrics calculated at close of trading on 20-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2011 |
20-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
11,506.67 |
11,401.47 |
-105.20 |
-0.9% |
10,990.01 |
High |
11,506.82 |
11,550.22 |
43.40 |
0.4% |
11,532.47 |
Low |
11,255.25 |
11,373.92 |
118.67 |
1.1% |
10,824.76 |
Close |
11,401.01 |
11,408.66 |
7.65 |
0.1% |
11,509.09 |
Range |
251.57 |
176.30 |
-75.27 |
-29.9% |
707.71 |
ATR |
259.01 |
253.11 |
-5.91 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,973.17 |
11,867.21 |
11,505.63 |
|
R3 |
11,796.87 |
11,690.91 |
11,457.14 |
|
R2 |
11,620.57 |
11,620.57 |
11,440.98 |
|
R1 |
11,514.61 |
11,514.61 |
11,424.82 |
11,567.59 |
PP |
11,444.27 |
11,444.27 |
11,444.27 |
11,470.76 |
S1 |
11,338.31 |
11,338.31 |
11,392.50 |
11,391.29 |
S2 |
11,267.97 |
11,267.97 |
11,376.34 |
|
S3 |
11,091.67 |
11,162.01 |
11,360.18 |
|
S4 |
10,915.37 |
10,985.71 |
11,311.70 |
|
|
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 |
11,550.22 |
10,993.84 |
556.38 |
4.9% |
226.36 |
2.0% |
75% |
True |
False |
|
10 |
11,550.22 |
10,824.76 |
725.46 |
6.4% |
235.27 |
2.1% |
80% |
True |
False |
|
20 |
11,716.84 |
10,824.76 |
892.08 |
7.8% |
252.25 |
2.2% |
65% |
False |
False |
|
40 |
12,593.40 |
10,604.07 |
1,989.33 |
17.4% |
288.87 |
2.5% |
40% |
False |
False |
|
60 |
12,753.89 |
10,604.07 |
2,149.82 |
18.8% |
239.96 |
2.1% |
37% |
False |
False |
|
80 |
12,753.89 |
10,604.07 |
2,149.82 |
18.8% |
214.79 |
1.9% |
37% |
False |
False |
|
100 |
12,876.00 |
10,604.07 |
2,271.93 |
19.9% |
198.16 |
1.7% |
35% |
False |
False |
|
120 |
12,876.00 |
10,604.07 |
2,271.93 |
19.9% |
183.36 |
1.6% |
35% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,299.50 |
2.618 |
12,011.77 |
1.618 |
11,835.47 |
1.000 |
11,726.52 |
0.618 |
11,659.17 |
HIGH |
11,550.22 |
0.618 |
11,482.87 |
0.500 |
11,462.07 |
0.382 |
11,441.27 |
LOW |
11,373.92 |
0.618 |
11,264.97 |
1.000 |
11,197.62 |
1.618 |
11,088.67 |
2.618 |
10,912.37 |
4.250 |
10,624.65 |
|
|
Fisher Pivots for day following 20-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
11,462.07 |
11,406.69 |
PP |
11,444.27 |
11,404.71 |
S1 |
11,426.46 |
11,402.74 |
|