Trading Metrics calculated at close of trading on 15-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2011 |
15-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
11,087 |
11,254 |
167 |
1.5% |
11,187 |
High |
11,389 |
11,458 |
69 |
0.6% |
11,473 |
Low |
10,946 |
11,200 |
254 |
2.3% |
10,918 |
Close |
11,248 |
11,452 |
204 |
1.8% |
11,021 |
Range |
443 |
258 |
-185 |
-41.8% |
555 |
ATR |
316 |
312 |
-4 |
-1.3% |
0 |
Volume |
33,211 |
20,642 |
-12,569 |
-37.8% |
393,429 |
|
Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,144 |
12,056 |
11,594 |
|
R3 |
11,886 |
11,798 |
11,523 |
|
R2 |
11,628 |
11,628 |
11,499 |
|
R1 |
11,540 |
11,540 |
11,476 |
11,584 |
PP |
11,370 |
11,370 |
11,370 |
11,392 |
S1 |
11,282 |
11,282 |
11,428 |
11,326 |
S2 |
11,112 |
11,112 |
11,405 |
|
S3 |
10,854 |
11,024 |
11,381 |
|
S4 |
10,596 |
10,766 |
11,310 |
|
|
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 |
11,458 |
10,768 |
690 |
6.0% |
336 |
2.9% |
99% |
True |
False |
41,390 |
10 |
11,705 |
10,768 |
937 |
8.2% |
302 |
2.6% |
73% |
False |
False |
77,036 |
20 |
11,705 |
10,713 |
992 |
8.7% |
311 |
2.7% |
74% |
False |
False |
110,467 |
40 |
12,749 |
10,401 |
2,348 |
20.5% |
330 |
2.9% |
45% |
False |
False |
146,682 |
60 |
12,749 |
10,401 |
2,348 |
20.5% |
276 |
2.4% |
45% |
False |
False |
137,087 |
80 |
12,749 |
10,401 |
2,348 |
20.5% |
244 |
2.1% |
45% |
False |
False |
116,466 |
100 |
12,803 |
10,401 |
2,402 |
21.0% |
225 |
2.0% |
44% |
False |
False |
93,194 |
120 |
12,803 |
10,401 |
2,402 |
21.0% |
206 |
1.8% |
44% |
False |
False |
77,676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,555 |
2.618 |
12,134 |
1.618 |
11,876 |
1.000 |
11,716 |
0.618 |
11,618 |
HIGH |
11,458 |
0.618 |
11,360 |
0.500 |
11,329 |
0.382 |
11,299 |
LOW |
11,200 |
0.618 |
11,041 |
1.000 |
10,942 |
1.618 |
10,783 |
2.618 |
10,525 |
4.250 |
10,104 |
|
|
Fisher Pivots for day following 15-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
11,411 |
11,362 |
PP |
11,370 |
11,272 |
S1 |
11,329 |
11,183 |
|