Trading Metrics calculated at close of trading on 09-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2011 |
09-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
11,415 |
11,297 |
-118 |
-1.0% |
11,187 |
High |
11,473 |
11,371 |
-102 |
-0.9% |
11,473 |
Low |
11,275 |
10,925 |
-350 |
-3.1% |
10,918 |
Close |
11,293 |
11,021 |
-272 |
-2.4% |
11,021 |
Range |
198 |
446 |
248 |
125.3% |
555 |
ATR |
303 |
313 |
10 |
3.4% |
0 |
Volume |
105,923 |
64,153 |
-41,770 |
-39.4% |
393,429 |
|
Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,444 |
12,178 |
11,266 |
|
R3 |
11,998 |
11,732 |
11,144 |
|
R2 |
11,552 |
11,552 |
11,103 |
|
R1 |
11,286 |
11,286 |
11,062 |
11,196 |
PP |
11,106 |
11,106 |
11,106 |
11,061 |
S1 |
10,840 |
10,840 |
10,980 |
10,750 |
S2 |
10,660 |
10,660 |
10,939 |
|
S3 |
10,214 |
10,394 |
10,898 |
|
S4 |
9,768 |
9,948 |
10,776 |
|
|
Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,802 |
12,467 |
11,326 |
|
R3 |
12,247 |
11,912 |
11,174 |
|
R2 |
11,692 |
11,692 |
11,123 |
|
R1 |
11,357 |
11,357 |
11,072 |
11,247 |
PP |
11,137 |
11,137 |
11,137 |
11,083 |
S1 |
10,802 |
10,802 |
10,970 |
10,692 |
S2 |
10,582 |
10,582 |
10,919 |
|
S3 |
10,027 |
10,247 |
10,869 |
|
S4 |
9,472 |
9,692 |
10,716 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,518 |
10,918 |
600 |
5.4% |
308 |
2.8% |
17% |
False |
False |
102,575 |
10 |
11,705 |
10,909 |
796 |
7.2% |
290 |
2.6% |
14% |
False |
False |
112,576 |
20 |
11,705 |
10,713 |
992 |
9.0% |
300 |
2.7% |
31% |
False |
False |
129,531 |
40 |
12,749 |
10,401 |
2,348 |
21.3% |
316 |
2.9% |
26% |
False |
False |
154,093 |
60 |
12,749 |
10,401 |
2,348 |
21.3% |
266 |
2.4% |
26% |
False |
False |
143,230 |
80 |
12,749 |
10,401 |
2,348 |
21.3% |
235 |
2.1% |
26% |
False |
False |
114,687 |
100 |
12,803 |
10,401 |
2,402 |
21.8% |
217 |
2.0% |
26% |
False |
False |
91,769 |
120 |
12,803 |
10,401 |
2,402 |
21.8% |
199 |
1.8% |
26% |
False |
False |
76,487 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,267 |
2.618 |
12,539 |
1.618 |
12,093 |
1.000 |
11,817 |
0.618 |
11,647 |
HIGH |
11,371 |
0.618 |
11,201 |
0.500 |
11,148 |
0.382 |
11,095 |
LOW |
10,925 |
0.618 |
10,649 |
1.000 |
10,479 |
1.618 |
10,203 |
2.618 |
9,757 |
4.250 |
9,030 |
|
|
Fisher Pivots for day following 09-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
11,148 |
11,199 |
PP |
11,106 |
11,140 |
S1 |
11,063 |
11,080 |
|