Trading Metrics calculated at close of trading on 01-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2011 |
01-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
11,492 |
11,611 |
119 |
1.0% |
10,803 |
High |
11,700 |
11,705 |
5 |
0.0% |
11,380 |
Low |
11,469 |
11,460 |
-9 |
-0.1% |
10,713 |
Close |
11,603 |
11,465 |
-138 |
-1.2% |
11,279 |
Range |
231 |
245 |
14 |
6.1% |
667 |
ATR |
319 |
314 |
-5 |
-1.7% |
0 |
Volume |
133,279 |
114,686 |
-18,593 |
-14.0% |
705,744 |
|
Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,278 |
12,117 |
11,600 |
|
R3 |
12,033 |
11,872 |
11,533 |
|
R2 |
11,788 |
11,788 |
11,510 |
|
R1 |
11,627 |
11,627 |
11,488 |
11,585 |
PP |
11,543 |
11,543 |
11,543 |
11,523 |
S1 |
11,382 |
11,382 |
11,443 |
11,340 |
S2 |
11,298 |
11,298 |
11,420 |
|
S3 |
11,053 |
11,137 |
11,398 |
|
S4 |
10,808 |
10,892 |
11,330 |
|
|
Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,125 |
12,869 |
11,646 |
|
R3 |
12,458 |
12,202 |
11,463 |
|
R2 |
11,791 |
11,791 |
11,401 |
|
R1 |
11,535 |
11,535 |
11,340 |
11,663 |
PP |
11,124 |
11,124 |
11,124 |
11,188 |
S1 |
10,868 |
10,868 |
11,218 |
10,996 |
S2 |
10,457 |
10,457 |
11,157 |
|
S3 |
9,790 |
10,201 |
11,096 |
|
S4 |
9,123 |
9,534 |
10,912 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,705 |
10,909 |
796 |
6.9% |
272 |
2.4% |
70% |
True |
False |
122,576 |
10 |
11,705 |
10,713 |
992 |
8.7% |
292 |
2.5% |
76% |
True |
False |
133,163 |
20 |
11,705 |
10,401 |
1,304 |
11.4% |
383 |
3.3% |
82% |
True |
False |
180,515 |
40 |
12,749 |
10,401 |
2,348 |
20.5% |
301 |
2.6% |
45% |
False |
False |
157,848 |
60 |
12,749 |
10,401 |
2,348 |
20.5% |
255 |
2.2% |
45% |
False |
False |
144,175 |
80 |
12,749 |
10,401 |
2,348 |
20.5% |
227 |
2.0% |
45% |
False |
False |
108,283 |
100 |
12,803 |
10,401 |
2,402 |
21.0% |
210 |
1.8% |
44% |
False |
False |
86,644 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,746 |
2.618 |
12,347 |
1.618 |
12,102 |
1.000 |
11,950 |
0.618 |
11,857 |
HIGH |
11,705 |
0.618 |
11,612 |
0.500 |
11,583 |
0.382 |
11,554 |
LOW |
11,460 |
0.618 |
11,309 |
1.000 |
11,215 |
1.618 |
11,064 |
2.618 |
10,819 |
4.250 |
10,419 |
|
|
Fisher Pivots for day following 01-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
11,583 |
11,560 |
PP |
11,543 |
11,528 |
S1 |
11,504 |
11,497 |
|