Trading Metrics calculated at close of trading on 07-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2011 |
07-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
8,795 |
8,730 |
-65 |
-0.7% |
8,785 |
High |
8,845 |
8,875 |
30 |
0.3% |
9,105 |
Low |
8,590 |
8,710 |
120 |
1.4% |
8,760 |
Close |
8,730 |
8,865 |
135 |
1.5% |
8,835 |
Range |
255 |
165 |
-90 |
-35.3% |
345 |
ATR |
217 |
213 |
-4 |
-1.7% |
0 |
Volume |
12,098 |
21,889 |
9,791 |
80.9% |
40,997 |
|
Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,312 |
9,253 |
8,956 |
|
R3 |
9,147 |
9,088 |
8,911 |
|
R2 |
8,982 |
8,982 |
8,895 |
|
R1 |
8,923 |
8,923 |
8,880 |
8,953 |
PP |
8,817 |
8,817 |
8,817 |
8,831 |
S1 |
8,758 |
8,758 |
8,850 |
8,788 |
S2 |
8,652 |
8,652 |
8,835 |
|
S3 |
8,487 |
8,593 |
8,820 |
|
S4 |
8,322 |
8,428 |
8,774 |
|
|
Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,935 |
9,730 |
9,025 |
|
R3 |
9,590 |
9,385 |
8,930 |
|
R2 |
9,245 |
9,245 |
8,898 |
|
R1 |
9,040 |
9,040 |
8,867 |
9,143 |
PP |
8,900 |
8,900 |
8,900 |
8,951 |
S1 |
8,695 |
8,695 |
8,804 |
8,798 |
S2 |
8,555 |
8,555 |
8,772 |
|
S3 |
8,210 |
8,350 |
8,740 |
|
S4 |
7,865 |
8,005 |
8,645 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,105 |
8,590 |
515 |
5.8% |
191 |
2.2% |
53% |
False |
False |
12,676 |
10 |
9,105 |
8,590 |
515 |
5.8% |
186 |
2.1% |
53% |
False |
False |
10,628 |
20 |
9,205 |
8,590 |
615 |
6.9% |
217 |
2.4% |
45% |
False |
False |
11,899 |
40 |
10,190 |
8,590 |
1,600 |
18.0% |
225 |
2.5% |
17% |
False |
False |
12,891 |
60 |
10,255 |
8,590 |
1,665 |
18.8% |
202 |
2.3% |
17% |
False |
False |
11,446 |
80 |
10,255 |
8,590 |
1,665 |
18.8% |
175 |
2.0% |
17% |
False |
False |
9,443 |
100 |
10,255 |
8,590 |
1,665 |
18.8% |
144 |
1.6% |
17% |
False |
False |
7,556 |
120 |
10,255 |
8,590 |
1,665 |
18.8% |
123 |
1.4% |
17% |
False |
False |
6,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,576 |
2.618 |
9,307 |
1.618 |
9,142 |
1.000 |
9,040 |
0.618 |
8,977 |
HIGH |
8,875 |
0.618 |
8,812 |
0.500 |
8,793 |
0.382 |
8,773 |
LOW |
8,710 |
0.618 |
8,608 |
1.000 |
8,545 |
1.618 |
8,443 |
2.618 |
8,278 |
4.250 |
8,009 |
|
|
Fisher Pivots for day following 07-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
8,841 |
8,846 |
PP |
8,817 |
8,827 |
S1 |
8,793 |
8,808 |
|