Trading Metrics calculated at close of trading on 26-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2011 |
26-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
10,732.77 |
10,771.78 |
39.01 |
0.4% |
11,506.67 |
High |
10,808.49 |
11,057.49 |
249.00 |
2.3% |
11,550.22 |
Low |
10,638.73 |
10,771.78 |
133.05 |
1.3% |
10,597.14 |
Close |
10,771.48 |
11,043.86 |
272.38 |
2.5% |
10,771.48 |
Range |
169.76 |
285.71 |
115.95 |
68.3% |
953.08 |
ATR |
270.14 |
271.27 |
1.13 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,814.84 |
11,715.06 |
11,201.00 |
|
R3 |
11,529.13 |
11,429.35 |
11,122.43 |
|
R2 |
11,243.42 |
11,243.42 |
11,096.24 |
|
R1 |
11,143.64 |
11,143.64 |
11,070.05 |
11,193.53 |
PP |
10,957.71 |
10,957.71 |
10,957.71 |
10,982.66 |
S1 |
10,857.93 |
10,857.93 |
11,017.67 |
10,907.82 |
S2 |
10,672.00 |
10,672.00 |
10,991.48 |
|
S3 |
10,386.29 |
10,572.22 |
10,965.29 |
|
S4 |
10,100.58 |
10,286.51 |
10,886.72 |
|
|
Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,832.19 |
13,254.91 |
11,295.67 |
|
R3 |
12,879.11 |
12,301.83 |
11,033.58 |
|
R2 |
11,926.03 |
11,926.03 |
10,946.21 |
|
R1 |
11,348.75 |
11,348.75 |
10,858.85 |
11,160.85 |
PP |
10,972.95 |
10,972.95 |
10,972.95 |
10,879.00 |
S1 |
10,395.67 |
10,395.67 |
10,684.11 |
10,207.77 |
S2 |
10,019.87 |
10,019.87 |
10,596.75 |
|
S3 |
9,066.79 |
9,442.59 |
10,509.38 |
|
S4 |
8,113.71 |
8,489.51 |
10,247.29 |
|
|
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 |
8.6% |
297.47 |
2.7% |
47% |
False |
False |
|
10 |
11,550.22 |
10,597.14 |
953.08 |
8.6% |
259.65 |
2.4% |
47% |
False |
False |
|
20 |
11,716.84 |
10,597.14 |
1,119.70 |
10.1% |
255.91 |
2.3% |
40% |
False |
False |
|
40 |
12,282.42 |
10,597.14 |
1,685.28 |
15.3% |
305.87 |
2.8% |
27% |
False |
False |
|
60 |
12,753.89 |
10,597.14 |
2,156.75 |
19.5% |
252.04 |
2.3% |
21% |
False |
False |
|
80 |
12,753.89 |
10,597.14 |
2,156.75 |
19.5% |
223.43 |
2.0% |
21% |
False |
False |
|
100 |
12,781.06 |
10,597.14 |
2,183.92 |
19.8% |
207.30 |
1.9% |
20% |
False |
False |
|
120 |
12,876.00 |
10,597.14 |
2,278.86 |
20.6% |
191.92 |
1.7% |
20% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,271.76 |
2.618 |
11,805.48 |
1.618 |
11,519.77 |
1.000 |
11,343.20 |
0.618 |
11,234.06 |
HIGH |
11,057.49 |
0.618 |
10,948.35 |
0.500 |
10,914.64 |
0.382 |
10,880.92 |
LOW |
10,771.78 |
0.618 |
10,595.21 |
1.000 |
10,486.07 |
1.618 |
10,309.50 |
2.618 |
10,023.79 |
4.250 |
9,557.51 |
|
|
Fisher Pivots for day following 26-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
11,000.79 |
10,982.45 |
PP |
10,957.71 |
10,921.04 |
S1 |
10,914.64 |
10,859.63 |
|