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 |
11,126 |
11,415 |
289 |
2.6% |
11,266 |
High |
11,419 |
11,473 |
54 |
0.5% |
11,705 |
Low |
11,122 |
11,275 |
153 |
1.4% |
11,199 |
Close |
11,415 |
11,293 |
-122 |
-1.1% |
11,208 |
Range |
297 |
198 |
-99 |
-33.3% |
506 |
ATR |
311 |
303 |
-8 |
-2.6% |
0 |
Volume |
103,903 |
105,923 |
2,020 |
1.9% |
579,605 |
|
Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,941 |
11,815 |
11,402 |
|
R3 |
11,743 |
11,617 |
11,348 |
|
R2 |
11,545 |
11,545 |
11,329 |
|
R1 |
11,419 |
11,419 |
11,311 |
11,383 |
PP |
11,347 |
11,347 |
11,347 |
11,329 |
S1 |
11,221 |
11,221 |
11,275 |
11,185 |
S2 |
11,149 |
11,149 |
11,257 |
|
S3 |
10,951 |
11,023 |
11,239 |
|
S4 |
10,753 |
10,825 |
11,184 |
|
|
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 |
7.0% |
268 |
2.4% |
48% |
False |
False |
112,682 |
10 |
11,705 |
10,909 |
796 |
7.0% |
275 |
2.4% |
48% |
False |
False |
120,963 |
20 |
11,705 |
10,579 |
1,126 |
10.0% |
311 |
2.8% |
63% |
False |
False |
138,396 |
40 |
12,749 |
10,401 |
2,348 |
20.8% |
309 |
2.7% |
38% |
False |
False |
156,106 |
60 |
12,749 |
10,401 |
2,348 |
20.8% |
262 |
2.3% |
38% |
False |
False |
145,299 |
80 |
12,749 |
10,401 |
2,348 |
20.8% |
232 |
2.1% |
38% |
False |
False |
113,889 |
100 |
12,803 |
10,401 |
2,402 |
21.3% |
215 |
1.9% |
37% |
False |
False |
91,129 |
120 |
12,803 |
10,401 |
2,402 |
21.3% |
197 |
1.7% |
37% |
False |
False |
75,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,315 |
2.618 |
11,991 |
1.618 |
11,793 |
1.000 |
11,671 |
0.618 |
11,595 |
HIGH |
11,473 |
0.618 |
11,397 |
0.500 |
11,374 |
0.382 |
11,351 |
LOW |
11,275 |
0.618 |
11,153 |
1.000 |
11,077 |
1.618 |
10,955 |
2.618 |
10,757 |
4.250 |
10,434 |
|
|
Fisher Pivots for day following 08-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
11,374 |
11,261 |
PP |
11,347 |
11,228 |
S1 |
11,320 |
11,196 |
|