Trading Metrics calculated at close of trading on 22-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2011 |
22-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
11,408.58 |
11,121.89 |
-286.69 |
-2.5% |
10,990.01 |
High |
11,447.86 |
11,122.12 |
-325.74 |
-2.8% |
11,532.47 |
Low |
11,117.28 |
10,597.14 |
-520.14 |
-4.7% |
10,824.76 |
Close |
11,124.84 |
10,733.83 |
-391.01 |
-3.5% |
11,509.09 |
Range |
330.58 |
524.98 |
194.40 |
58.8% |
707.71 |
ATR |
258.64 |
277.86 |
19.22 |
7.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,392.64 |
12,088.21 |
11,022.57 |
|
R3 |
11,867.66 |
11,563.23 |
10,878.20 |
|
R2 |
11,342.68 |
11,342.68 |
10,830.08 |
|
R1 |
11,038.25 |
11,038.25 |
10,781.95 |
10,927.98 |
PP |
10,817.70 |
10,817.70 |
10,817.70 |
10,762.56 |
S1 |
10,513.27 |
10,513.27 |
10,685.71 |
10,403.00 |
S2 |
10,292.72 |
10,292.72 |
10,637.58 |
|
S3 |
9,767.74 |
9,988.29 |
10,589.46 |
|
S4 |
9,242.76 |
9,463.31 |
10,445.09 |
|
|
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 |
10,597.14 |
953.08 |
8.9% |
281.70 |
2.6% |
14% |
False |
True |
|
10 |
11,550.22 |
10,597.14 |
953.08 |
8.9% |
273.75 |
2.6% |
14% |
False |
True |
|
20 |
11,716.84 |
10,597.14 |
1,119.70 |
10.4% |
267.98 |
2.5% |
12% |
False |
True |
|
40 |
12,384.90 |
10,597.14 |
1,787.76 |
16.7% |
302.42 |
2.8% |
8% |
False |
True |
|
60 |
12,753.89 |
10,597.14 |
2,156.75 |
20.1% |
249.00 |
2.3% |
6% |
False |
True |
|
80 |
12,753.89 |
10,597.14 |
2,156.75 |
20.1% |
222.77 |
2.1% |
6% |
False |
True |
|
100 |
12,840.66 |
10,597.14 |
2,243.52 |
20.9% |
204.99 |
1.9% |
6% |
False |
True |
|
120 |
12,876.00 |
10,597.14 |
2,278.86 |
21.2% |
189.15 |
1.8% |
6% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,353.29 |
2.618 |
12,496.52 |
1.618 |
11,971.54 |
1.000 |
11,647.10 |
0.618 |
11,446.56 |
HIGH |
11,122.12 |
0.618 |
10,921.58 |
0.500 |
10,859.63 |
0.382 |
10,797.68 |
LOW |
10,597.14 |
0.618 |
10,272.70 |
1.000 |
10,072.16 |
1.618 |
9,747.72 |
2.618 |
9,222.74 |
4.250 |
8,365.98 |
|
|
Fisher Pivots for day following 22-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
10,859.63 |
11,073.68 |
PP |
10,817.70 |
10,960.40 |
S1 |
10,775.76 |
10,847.11 |
|