Trading Metrics calculated at close of trading on 29-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2011 |
29-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
11,189.10 |
11,012.79 |
-176.31 |
-1.6% |
11,506.67 |
High |
11,317.08 |
11,271.14 |
-45.94 |
-0.4% |
11,550.22 |
Low |
10,996.98 |
10,965.45 |
-31.53 |
-0.3% |
10,597.14 |
Close |
11,010.90 |
11,153.98 |
143.08 |
1.3% |
10,771.48 |
Range |
320.10 |
305.69 |
-14.41 |
-4.5% |
953.08 |
ATR |
278.35 |
280.30 |
1.95 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,047.26 |
11,906.31 |
11,322.11 |
|
R3 |
11,741.57 |
11,600.62 |
11,238.04 |
|
R2 |
11,435.88 |
11,435.88 |
11,210.02 |
|
R1 |
11,294.93 |
11,294.93 |
11,182.00 |
11,365.41 |
PP |
11,130.19 |
11,130.19 |
11,130.19 |
11,165.43 |
S1 |
10,989.24 |
10,989.24 |
11,125.96 |
11,059.72 |
S2 |
10,824.50 |
10,824.50 |
11,097.94 |
|
S3 |
10,518.81 |
10,683.55 |
11,069.92 |
|
S4 |
10,213.12 |
10,377.86 |
10,985.85 |
|
|
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 |
10,638.73 |
730.57 |
6.5% |
281.07 |
2.5% |
71% |
False |
False |
|
10 |
11,550.22 |
10,597.14 |
953.08 |
8.5% |
281.38 |
2.5% |
58% |
False |
False |
|
20 |
11,716.84 |
10,597.14 |
1,119.70 |
10.0% |
271.38 |
2.4% |
50% |
False |
False |
|
40 |
11,893.94 |
10,597.14 |
1,296.80 |
11.6% |
310.77 |
2.8% |
43% |
False |
False |
|
60 |
12,753.89 |
10,597.14 |
2,156.75 |
19.3% |
261.91 |
2.3% |
26% |
False |
False |
|
80 |
12,753.89 |
10,597.14 |
2,156.75 |
19.3% |
231.09 |
2.1% |
26% |
False |
False |
|
100 |
12,781.06 |
10,597.14 |
2,183.92 |
19.6% |
211.95 |
1.9% |
25% |
False |
False |
|
120 |
12,876.00 |
10,597.14 |
2,278.86 |
20.4% |
197.28 |
1.8% |
24% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,570.32 |
2.618 |
12,071.44 |
1.618 |
11,765.75 |
1.000 |
11,576.83 |
0.618 |
11,460.06 |
HIGH |
11,271.14 |
0.618 |
11,154.37 |
0.500 |
11,118.30 |
0.382 |
11,082.22 |
LOW |
10,965.45 |
0.618 |
10,776.53 |
1.000 |
10,659.76 |
1.618 |
10,470.84 |
2.618 |
10,165.15 |
4.250 |
9,666.27 |
|
|
Fisher Pivots for day following 29-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
11,142.09 |
11,167.38 |
PP |
11,130.19 |
11,162.91 |
S1 |
11,118.30 |
11,158.45 |
|