Trading Metrics calculated at close of trading on 12-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2011 |
12-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
11,297 |
10,926 |
-371 |
-3.3% |
11,187 |
High |
11,371 |
11,068 |
-303 |
-2.7% |
11,473 |
Low |
10,925 |
10,768 |
-157 |
-1.4% |
10,918 |
Close |
11,021 |
11,061 |
40 |
0.4% |
11,021 |
Range |
446 |
300 |
-146 |
-32.7% |
555 |
ATR |
313 |
312 |
-1 |
-0.3% |
0 |
Volume |
64,153 |
43,743 |
-20,410 |
-31.8% |
393,429 |
|
Daily Pivots for day following 12-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,866 |
11,763 |
11,226 |
|
R3 |
11,566 |
11,463 |
11,144 |
|
R2 |
11,266 |
11,266 |
11,116 |
|
R1 |
11,163 |
11,163 |
11,089 |
11,215 |
PP |
10,966 |
10,966 |
10,966 |
10,991 |
S1 |
10,863 |
10,863 |
11,034 |
10,915 |
S2 |
10,666 |
10,666 |
11,006 |
|
S3 |
10,366 |
10,563 |
10,979 |
|
S4 |
10,066 |
10,263 |
10,896 |
|
|
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 |
11,473 |
10,768 |
705 |
6.4% |
304 |
2.7% |
42% |
False |
True |
87,434 |
10 |
11,705 |
10,768 |
937 |
8.5% |
280 |
2.5% |
31% |
False |
True |
101,677 |
20 |
11,705 |
10,713 |
992 |
9.0% |
294 |
2.7% |
35% |
False |
False |
124,046 |
40 |
12,749 |
10,401 |
2,348 |
21.2% |
320 |
2.9% |
28% |
False |
False |
152,051 |
60 |
12,749 |
10,401 |
2,348 |
21.2% |
269 |
2.4% |
28% |
False |
False |
141,170 |
80 |
12,749 |
10,401 |
2,348 |
21.2% |
237 |
2.1% |
28% |
False |
False |
115,231 |
100 |
12,803 |
10,401 |
2,402 |
21.7% |
219 |
2.0% |
27% |
False |
False |
92,205 |
120 |
12,803 |
10,401 |
2,402 |
21.7% |
201 |
1.8% |
27% |
False |
False |
76,851 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,343 |
2.618 |
11,854 |
1.618 |
11,554 |
1.000 |
11,368 |
0.618 |
11,254 |
HIGH |
11,068 |
0.618 |
10,954 |
0.500 |
10,918 |
0.382 |
10,883 |
LOW |
10,768 |
0.618 |
10,583 |
1.000 |
10,468 |
1.618 |
10,283 |
2.618 |
9,983 |
4.250 |
9,493 |
|
|
Fisher Pivots for day following 12-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
11,013 |
11,121 |
PP |
10,966 |
11,101 |
S1 |
10,918 |
11,081 |
|