Trading Metrics calculated at close of trading on 14-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2011 |
14-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
11,061 |
11,087 |
26 |
0.2% |
11,187 |
High |
11,139 |
11,389 |
250 |
2.2% |
11,473 |
Low |
10,907 |
10,946 |
39 |
0.4% |
10,918 |
Close |
11,095 |
11,248 |
153 |
1.4% |
11,021 |
Range |
232 |
443 |
211 |
90.9% |
555 |
ATR |
307 |
316 |
10 |
3.2% |
0 |
Volume |
45,205 |
33,211 |
-11,994 |
-26.5% |
393,429 |
|
Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,523 |
12,329 |
11,492 |
|
R3 |
12,080 |
11,886 |
11,370 |
|
R2 |
11,637 |
11,637 |
11,329 |
|
R1 |
11,443 |
11,443 |
11,289 |
11,540 |
PP |
11,194 |
11,194 |
11,194 |
11,243 |
S1 |
11,000 |
11,000 |
11,208 |
11,097 |
S2 |
10,751 |
10,751 |
11,167 |
|
S3 |
10,308 |
10,557 |
11,126 |
|
S4 |
9,865 |
10,114 |
11,004 |
|
|
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 |
6.3% |
324 |
2.9% |
68% |
False |
False |
58,447 |
10 |
11,705 |
10,768 |
937 |
8.3% |
299 |
2.7% |
51% |
False |
False |
88,300 |
20 |
11,705 |
10,713 |
992 |
8.8% |
308 |
2.7% |
54% |
False |
False |
115,301 |
40 |
12,749 |
10,401 |
2,348 |
20.9% |
326 |
2.9% |
36% |
False |
False |
148,392 |
60 |
12,749 |
10,401 |
2,348 |
20.9% |
274 |
2.4% |
36% |
False |
False |
138,630 |
80 |
12,749 |
10,401 |
2,348 |
20.9% |
243 |
2.2% |
36% |
False |
False |
116,210 |
100 |
12,803 |
10,401 |
2,402 |
21.4% |
223 |
2.0% |
35% |
False |
False |
92,988 |
120 |
12,803 |
10,401 |
2,402 |
21.4% |
204 |
1.8% |
35% |
False |
False |
77,504 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,272 |
2.618 |
12,549 |
1.618 |
12,106 |
1.000 |
11,832 |
0.618 |
11,663 |
HIGH |
11,389 |
0.618 |
11,220 |
0.500 |
11,168 |
0.382 |
11,115 |
LOW |
10,946 |
0.618 |
10,672 |
1.000 |
10,503 |
1.618 |
10,229 |
2.618 |
9,786 |
4.250 |
9,063 |
|
|
Fisher Pivots for day following 14-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
11,221 |
11,192 |
PP |
11,194 |
11,135 |
S1 |
11,168 |
11,079 |
|