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 |
11,187 |
11,126 |
-61 |
-0.5% |
11,266 |
High |
11,197 |
11,419 |
222 |
2.0% |
11,705 |
Low |
10,918 |
11,122 |
204 |
1.9% |
11,199 |
Close |
11,128 |
11,415 |
287 |
2.6% |
11,208 |
Range |
279 |
297 |
18 |
6.5% |
506 |
ATR |
312 |
311 |
-1 |
-0.4% |
0 |
Volume |
119,450 |
103,903 |
-15,547 |
-13.0% |
579,605 |
|
Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,210 |
12,109 |
11,578 |
|
R3 |
11,913 |
11,812 |
11,497 |
|
R2 |
11,616 |
11,616 |
11,470 |
|
R1 |
11,515 |
11,515 |
11,442 |
11,566 |
PP |
11,319 |
11,319 |
11,319 |
11,344 |
S1 |
11,218 |
11,218 |
11,388 |
11,269 |
S2 |
11,022 |
11,022 |
11,361 |
|
S3 |
10,725 |
10,921 |
11,333 |
|
S4 |
10,428 |
10,624 |
11,252 |
|
|
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 |
6.9% |
274 |
2.4% |
63% |
False |
False |
118,153 |
10 |
11,705 |
10,909 |
796 |
7.0% |
286 |
2.5% |
64% |
False |
False |
123,716 |
20 |
11,705 |
10,579 |
1,126 |
9.9% |
332 |
2.9% |
74% |
False |
False |
148,957 |
40 |
12,749 |
10,401 |
2,348 |
20.6% |
309 |
2.7% |
43% |
False |
False |
156,464 |
60 |
12,749 |
10,401 |
2,348 |
20.6% |
262 |
2.3% |
43% |
False |
False |
145,654 |
80 |
12,749 |
10,401 |
2,348 |
20.6% |
231 |
2.0% |
43% |
False |
False |
112,566 |
100 |
12,803 |
10,401 |
2,402 |
21.0% |
215 |
1.9% |
42% |
False |
False |
90,070 |
120 |
12,803 |
10,401 |
2,402 |
21.0% |
196 |
1.7% |
42% |
False |
False |
75,069 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,681 |
2.618 |
12,197 |
1.618 |
11,900 |
1.000 |
11,716 |
0.618 |
11,603 |
HIGH |
11,419 |
0.618 |
11,306 |
0.500 |
11,271 |
0.382 |
11,236 |
LOW |
11,122 |
0.618 |
10,939 |
1.000 |
10,825 |
1.618 |
10,642 |
2.618 |
10,345 |
4.250 |
9,860 |
|
|
Fisher Pivots for day following 07-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
11,367 |
11,349 |
PP |
11,319 |
11,284 |
S1 |
11,271 |
11,218 |
|