Trading Metrics calculated at close of trading on 08-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2011 |
08-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
8,730 |
8,875 |
145 |
1.7% |
8,785 |
High |
8,875 |
8,890 |
15 |
0.2% |
9,105 |
Low |
8,710 |
8,750 |
40 |
0.5% |
8,760 |
Close |
8,865 |
8,785 |
-80 |
-0.9% |
8,835 |
Range |
165 |
140 |
-25 |
-15.2% |
345 |
ATR |
213 |
208 |
-5 |
-2.5% |
0 |
Volume |
21,889 |
8,415 |
-13,474 |
-61.6% |
40,997 |
|
Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,228 |
9,147 |
8,862 |
|
R3 |
9,088 |
9,007 |
8,824 |
|
R2 |
8,948 |
8,948 |
8,811 |
|
R1 |
8,867 |
8,867 |
8,798 |
8,838 |
PP |
8,808 |
8,808 |
8,808 |
8,794 |
S1 |
8,727 |
8,727 |
8,772 |
8,698 |
S2 |
8,668 |
8,668 |
8,759 |
|
S3 |
8,528 |
8,587 |
8,747 |
|
S4 |
8,388 |
8,447 |
8,708 |
|
|
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 |
5.9% |
181 |
2.1% |
38% |
False |
False |
12,684 |
10 |
9,105 |
8,590 |
515 |
5.9% |
176 |
2.0% |
38% |
False |
False |
10,485 |
20 |
9,165 |
8,590 |
575 |
6.5% |
200 |
2.3% |
34% |
False |
False |
11,016 |
40 |
10,190 |
8,590 |
1,600 |
18.2% |
223 |
2.5% |
12% |
False |
False |
12,831 |
60 |
10,255 |
8,590 |
1,665 |
19.0% |
201 |
2.3% |
12% |
False |
False |
11,480 |
80 |
10,255 |
8,590 |
1,665 |
19.0% |
176 |
2.0% |
12% |
False |
False |
9,548 |
100 |
10,255 |
8,590 |
1,665 |
19.0% |
145 |
1.7% |
12% |
False |
False |
7,640 |
120 |
10,255 |
8,590 |
1,665 |
19.0% |
121 |
1.4% |
12% |
False |
False |
6,367 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,485 |
2.618 |
9,257 |
1.618 |
9,117 |
1.000 |
9,030 |
0.618 |
8,977 |
HIGH |
8,890 |
0.618 |
8,837 |
0.500 |
8,820 |
0.382 |
8,804 |
LOW |
8,750 |
0.618 |
8,664 |
1.000 |
8,610 |
1.618 |
8,524 |
2.618 |
8,384 |
4.250 |
8,155 |
|
|
Fisher Pivots for day following 08-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
8,820 |
8,770 |
PP |
8,808 |
8,755 |
S1 |
8,797 |
8,740 |
|