Trading Metrics calculated at close of trading on 16-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2011 |
16-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
11,254 |
11,435 |
181 |
1.6% |
10,926 |
High |
11,458 |
11,500 |
42 |
0.4% |
11,500 |
Low |
11,200 |
11,400 |
200 |
1.8% |
10,768 |
Close |
11,452 |
11,500 |
48 |
0.4% |
11,500 |
Range |
258 |
100 |
-158 |
-61.2% |
732 |
ATR |
312 |
297 |
-15 |
-4.9% |
0 |
Volume |
20,642 |
1,287 |
-19,355 |
-93.8% |
144,088 |
|
Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,767 |
11,733 |
11,555 |
|
R3 |
11,667 |
11,633 |
11,528 |
|
R2 |
11,567 |
11,567 |
11,518 |
|
R1 |
11,533 |
11,533 |
11,509 |
11,550 |
PP |
11,467 |
11,467 |
11,467 |
11,475 |
S1 |
11,433 |
11,433 |
11,491 |
11,450 |
S2 |
11,367 |
11,367 |
11,482 |
|
S3 |
11,267 |
11,333 |
11,473 |
|
S4 |
11,167 |
11,233 |
11,445 |
|
|
Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,452 |
13,208 |
11,903 |
|
R3 |
12,720 |
12,476 |
11,701 |
|
R2 |
11,988 |
11,988 |
11,634 |
|
R1 |
11,744 |
11,744 |
11,567 |
11,866 |
PP |
11,256 |
11,256 |
11,256 |
11,317 |
S1 |
11,012 |
11,012 |
11,433 |
11,134 |
S2 |
10,524 |
10,524 |
11,366 |
|
S3 |
9,792 |
10,280 |
11,299 |
|
S4 |
9,060 |
9,548 |
11,098 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,500 |
10,768 |
732 |
6.4% |
267 |
2.3% |
100% |
True |
False |
28,817 |
10 |
11,518 |
10,768 |
750 |
6.5% |
287 |
2.5% |
98% |
False |
False |
65,696 |
20 |
11,705 |
10,713 |
992 |
8.6% |
290 |
2.5% |
79% |
False |
False |
99,430 |
40 |
12,749 |
10,401 |
2,348 |
20.4% |
327 |
2.8% |
47% |
False |
False |
143,389 |
60 |
12,749 |
10,401 |
2,348 |
20.4% |
276 |
2.4% |
47% |
False |
False |
135,403 |
80 |
12,749 |
10,401 |
2,348 |
20.4% |
245 |
2.1% |
47% |
False |
False |
116,478 |
100 |
12,803 |
10,401 |
2,402 |
20.9% |
224 |
1.9% |
46% |
False |
False |
93,206 |
120 |
12,803 |
10,401 |
2,402 |
20.9% |
206 |
1.8% |
46% |
False |
False |
77,686 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,925 |
2.618 |
11,762 |
1.618 |
11,662 |
1.000 |
11,600 |
0.618 |
11,562 |
HIGH |
11,500 |
0.618 |
11,462 |
0.500 |
11,450 |
0.382 |
11,438 |
LOW |
11,400 |
0.618 |
11,338 |
1.000 |
11,300 |
1.618 |
11,238 |
2.618 |
11,138 |
4.250 |
10,975 |
|
|
Fisher Pivots for day following 16-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
11,483 |
11,408 |
PP |
11,467 |
11,315 |
S1 |
11,450 |
11,223 |
|