Trading Metrics calculated at close of trading on 06-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2011 |
06-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
11,468 |
11,187 |
-281 |
-2.5% |
11,266 |
High |
11,518 |
11,197 |
-321 |
-2.8% |
11,705 |
Low |
11,199 |
10,918 |
-281 |
-2.5% |
11,199 |
Close |
11,208 |
11,128 |
-80 |
-0.7% |
11,208 |
Range |
319 |
279 |
-40 |
-12.5% |
506 |
ATR |
314 |
312 |
-2 |
-0.5% |
0 |
Volume |
119,450 |
119,450 |
0 |
0.0% |
579,605 |
|
Daily Pivots for day following 06-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,918 |
11,802 |
11,282 |
|
R3 |
11,639 |
11,523 |
11,205 |
|
R2 |
11,360 |
11,360 |
11,179 |
|
R1 |
11,244 |
11,244 |
11,154 |
11,163 |
PP |
11,081 |
11,081 |
11,081 |
11,040 |
S1 |
10,965 |
10,965 |
11,103 |
10,884 |
S2 |
10,802 |
10,802 |
11,077 |
|
S3 |
10,523 |
10,686 |
11,051 |
|
S4 |
10,244 |
10,407 |
10,975 |
|
|
Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,889 |
12,554 |
11,486 |
|
R3 |
12,383 |
12,048 |
11,347 |
|
R2 |
11,877 |
11,877 |
11,301 |
|
R1 |
11,542 |
11,542 |
11,255 |
11,457 |
PP |
11,371 |
11,371 |
11,371 |
11,328 |
S1 |
11,036 |
11,036 |
11,162 |
10,951 |
S2 |
10,865 |
10,865 |
11,115 |
|
S3 |
10,359 |
10,530 |
11,069 |
|
S4 |
9,853 |
10,024 |
10,930 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,705 |
10,918 |
787 |
7.1% |
256 |
2.3% |
27% |
False |
True |
122,553 |
10 |
11,705 |
10,808 |
897 |
8.1% |
291 |
2.6% |
36% |
False |
False |
127,773 |
20 |
11,705 |
10,401 |
1,304 |
11.7% |
359 |
3.2% |
56% |
False |
False |
160,737 |
40 |
12,749 |
10,401 |
2,348 |
21.1% |
306 |
2.7% |
31% |
False |
False |
157,579 |
60 |
12,749 |
10,401 |
2,348 |
21.1% |
259 |
2.3% |
31% |
False |
False |
145,928 |
80 |
12,749 |
10,401 |
2,348 |
21.1% |
230 |
2.1% |
31% |
False |
False |
111,268 |
100 |
12,803 |
10,401 |
2,402 |
21.6% |
213 |
1.9% |
30% |
False |
False |
89,032 |
120 |
12,803 |
10,401 |
2,402 |
21.6% |
195 |
1.8% |
30% |
False |
False |
74,203 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,383 |
2.618 |
11,928 |
1.618 |
11,649 |
1.000 |
11,476 |
0.618 |
11,370 |
HIGH |
11,197 |
0.618 |
11,091 |
0.500 |
11,058 |
0.382 |
11,025 |
LOW |
10,918 |
0.618 |
10,746 |
1.000 |
10,639 |
1.618 |
10,467 |
2.618 |
10,188 |
4.250 |
9,732 |
|
|
Fisher Pivots for day following 06-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
11,105 |
11,312 |
PP |
11,081 |
11,250 |
S1 |
11,058 |
11,189 |
|