Trading Metrics calculated at close of trading on 13-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2011 |
13-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
10,926 |
11,061 |
135 |
1.2% |
11,187 |
High |
11,068 |
11,139 |
71 |
0.6% |
11,473 |
Low |
10,768 |
10,907 |
139 |
1.3% |
10,918 |
Close |
11,061 |
11,095 |
34 |
0.3% |
11,021 |
Range |
300 |
232 |
-68 |
-22.7% |
555 |
ATR |
312 |
307 |
-6 |
-1.8% |
0 |
Volume |
43,743 |
45,205 |
1,462 |
3.3% |
393,429 |
|
Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,743 |
11,651 |
11,223 |
|
R3 |
11,511 |
11,419 |
11,159 |
|
R2 |
11,279 |
11,279 |
11,138 |
|
R1 |
11,187 |
11,187 |
11,116 |
11,233 |
PP |
11,047 |
11,047 |
11,047 |
11,070 |
S1 |
10,955 |
10,955 |
11,074 |
11,001 |
S2 |
10,815 |
10,815 |
11,053 |
|
S3 |
10,583 |
10,723 |
11,031 |
|
S4 |
10,351 |
10,491 |
10,968 |
|
|
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% |
295 |
2.7% |
46% |
False |
False |
72,585 |
10 |
11,705 |
10,768 |
937 |
8.4% |
275 |
2.5% |
35% |
False |
False |
97,569 |
20 |
11,705 |
10,713 |
992 |
8.9% |
296 |
2.7% |
39% |
False |
False |
120,758 |
40 |
12,749 |
10,401 |
2,348 |
21.2% |
320 |
2.9% |
30% |
False |
False |
150,453 |
60 |
12,749 |
10,401 |
2,348 |
21.2% |
270 |
2.4% |
30% |
False |
False |
139,729 |
80 |
12,749 |
10,401 |
2,348 |
21.2% |
239 |
2.2% |
30% |
False |
False |
115,795 |
100 |
12,803 |
10,401 |
2,402 |
21.6% |
219 |
2.0% |
29% |
False |
False |
92,657 |
120 |
12,803 |
10,401 |
2,402 |
21.6% |
202 |
1.8% |
29% |
False |
False |
77,227 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,125 |
2.618 |
11,747 |
1.618 |
11,515 |
1.000 |
11,371 |
0.618 |
11,283 |
HIGH |
11,139 |
0.618 |
11,051 |
0.500 |
11,023 |
0.382 |
10,996 |
LOW |
10,907 |
0.618 |
10,764 |
1.000 |
10,675 |
1.618 |
10,532 |
2.618 |
10,300 |
4.250 |
9,921 |
|
|
Fisher Pivots for day following 13-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
11,071 |
11,087 |
PP |
11,047 |
11,078 |
S1 |
11,023 |
11,070 |
|