Trading Metrics calculated at close of trading on 13-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2011 |
13-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
5,091.0 |
5,180.0 |
89.0 |
1.7% |
5,463.0 |
High |
5,168.5 |
5,248.5 |
80.0 |
1.5% |
5,502.5 |
Low |
4,992.0 |
4,988.0 |
-4.0 |
-0.1% |
5,176.0 |
Close |
5,103.5 |
5,171.5 |
68.0 |
1.3% |
5,211.5 |
Range |
176.5 |
260.5 |
84.0 |
47.6% |
326.5 |
ATR |
215.8 |
219.0 |
3.2 |
1.5% |
0.0 |
Volume |
4,512 |
13,523 |
9,011 |
199.7% |
3,921 |
|
Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,917.5 |
5,805.0 |
5,314.8 |
|
R3 |
5,657.0 |
5,544.5 |
5,243.1 |
|
R2 |
5,396.5 |
5,396.5 |
5,219.3 |
|
R1 |
5,284.0 |
5,284.0 |
5,195.4 |
5,210.0 |
PP |
5,136.0 |
5,136.0 |
5,136.0 |
5,099.0 |
S1 |
5,023.5 |
5,023.5 |
5,147.6 |
4,949.5 |
S2 |
4,875.5 |
4,875.5 |
5,123.7 |
|
S3 |
4,615.0 |
4,763.0 |
5,099.9 |
|
S4 |
4,354.5 |
4,502.5 |
5,028.2 |
|
|
Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,276.2 |
6,070.3 |
5,391.1 |
|
R3 |
5,949.7 |
5,743.8 |
5,301.3 |
|
R2 |
5,623.2 |
5,623.2 |
5,271.4 |
|
R1 |
5,417.3 |
5,417.3 |
5,241.4 |
5,357.0 |
PP |
5,296.7 |
5,296.7 |
5,296.7 |
5,266.5 |
S1 |
5,090.8 |
5,090.8 |
5,181.6 |
5,030.5 |
S2 |
4,970.2 |
4,970.2 |
5,151.6 |
|
S3 |
4,643.7 |
4,764.3 |
5,121.7 |
|
S4 |
4,317.2 |
4,437.8 |
5,031.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,502.5 |
4,988.0 |
514.5 |
9.9% |
192.9 |
3.7% |
36% |
False |
True |
4,279 |
10 |
5,887.0 |
4,988.0 |
899.0 |
17.4% |
172.0 |
3.3% |
20% |
False |
True |
2,271 |
20 |
6,030.0 |
4,988.0 |
1,042.0 |
20.1% |
176.5 |
3.4% |
18% |
False |
True |
1,203 |
40 |
7,454.0 |
4,988.0 |
2,466.0 |
47.7% |
204.3 |
4.0% |
7% |
False |
True |
675 |
60 |
7,570.5 |
4,988.0 |
2,582.5 |
49.9% |
158.4 |
3.1% |
7% |
False |
True |
468 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,355.6 |
2.618 |
5,930.5 |
1.618 |
5,670.0 |
1.000 |
5,509.0 |
0.618 |
5,409.5 |
HIGH |
5,248.5 |
0.618 |
5,149.0 |
0.500 |
5,118.3 |
0.382 |
5,087.5 |
LOW |
4,988.0 |
0.618 |
4,827.0 |
1.000 |
4,727.5 |
1.618 |
4,566.5 |
2.618 |
4,306.0 |
4.250 |
3,880.9 |
|
|
Fisher Pivots for day following 13-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
5,153.8 |
5,206.3 |
PP |
5,136.0 |
5,194.7 |
S1 |
5,118.3 |
5,183.1 |
|