Trading Metrics calculated at close of trading on 28-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2011 |
28-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
11,045.23 |
11,189.10 |
143.87 |
1.3% |
11,506.67 |
High |
11,369.30 |
11,317.08 |
-52.22 |
-0.5% |
11,550.22 |
Low |
11,045.23 |
10,996.98 |
-48.25 |
-0.4% |
10,597.14 |
Close |
11,190.69 |
11,010.90 |
-179.79 |
-1.6% |
10,771.48 |
Range |
324.07 |
320.10 |
-3.97 |
-1.2% |
953.08 |
ATR |
275.14 |
278.35 |
3.21 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,068.62 |
11,859.86 |
11,186.96 |
|
R3 |
11,748.52 |
11,539.76 |
11,098.93 |
|
R2 |
11,428.42 |
11,428.42 |
11,069.59 |
|
R1 |
11,219.66 |
11,219.66 |
11,040.24 |
11,163.99 |
PP |
11,108.32 |
11,108.32 |
11,108.32 |
11,080.49 |
S1 |
10,899.56 |
10,899.56 |
10,981.56 |
10,843.89 |
S2 |
10,788.22 |
10,788.22 |
10,952.22 |
|
S3 |
10,468.12 |
10,579.46 |
10,922.87 |
|
S4 |
10,148.02 |
10,259.36 |
10,834.85 |
|
|
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 |
11,369.30 |
10,597.14 |
772.16 |
7.0% |
324.92 |
3.0% |
54% |
False |
False |
|
10 |
11,550.22 |
10,597.14 |
953.08 |
8.7% |
269.40 |
2.4% |
43% |
False |
False |
|
20 |
11,716.84 |
10,597.14 |
1,119.70 |
10.2% |
265.33 |
2.4% |
37% |
False |
False |
|
40 |
11,904.91 |
10,597.14 |
1,307.77 |
11.9% |
308.24 |
2.8% |
32% |
False |
False |
|
60 |
12,753.89 |
10,597.14 |
2,156.75 |
19.6% |
258.55 |
2.3% |
19% |
False |
False |
|
80 |
12,753.89 |
10,597.14 |
2,156.75 |
19.6% |
228.67 |
2.1% |
19% |
False |
False |
|
100 |
12,781.06 |
10,597.14 |
2,183.92 |
19.8% |
209.92 |
1.9% |
19% |
False |
False |
|
120 |
12,876.00 |
10,597.14 |
2,278.86 |
20.7% |
195.82 |
1.8% |
18% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,677.51 |
2.618 |
12,155.10 |
1.618 |
11,835.00 |
1.000 |
11,637.18 |
0.618 |
11,514.90 |
HIGH |
11,317.08 |
0.618 |
11,194.80 |
0.500 |
11,157.03 |
0.382 |
11,119.26 |
LOW |
10,996.98 |
0.618 |
10,799.16 |
1.000 |
10,676.88 |
1.618 |
10,479.06 |
2.618 |
10,158.96 |
4.250 |
9,636.56 |
|
|
Fisher Pivots for day following 28-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
11,157.03 |
11,070.54 |
PP |
11,108.32 |
11,050.66 |
S1 |
11,059.61 |
11,030.78 |
|