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 |
8,740 |
8,500 |
-240 |
-2.7% |
8,770 |
High |
8,760 |
8,540 |
-220 |
-2.5% |
8,855 |
Low |
8,460 |
8,390 |
-70 |
-0.8% |
8,460 |
Close |
8,510 |
8,535 |
25 |
0.3% |
8,510 |
Range |
300 |
150 |
-150 |
-50.0% |
395 |
ATR |
167 |
166 |
-1 |
-0.7% |
0 |
Volume |
11,793 |
8,801 |
-2,992 |
-25.4% |
60,318 |
|
Daily Pivots for day following 12-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,938 |
8,887 |
8,618 |
|
R3 |
8,788 |
8,737 |
8,576 |
|
R2 |
8,638 |
8,638 |
8,563 |
|
R1 |
8,587 |
8,587 |
8,549 |
8,613 |
PP |
8,488 |
8,488 |
8,488 |
8,501 |
S1 |
8,437 |
8,437 |
8,521 |
8,463 |
S2 |
8,338 |
8,338 |
8,508 |
|
S3 |
8,188 |
8,287 |
8,494 |
|
S4 |
8,038 |
8,137 |
8,453 |
|
|
Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,793 |
9,547 |
8,727 |
|
R3 |
9,398 |
9,152 |
8,619 |
|
R2 |
9,003 |
9,003 |
8,583 |
|
R1 |
8,757 |
8,757 |
8,546 |
8,683 |
PP |
8,608 |
8,608 |
8,608 |
8,571 |
S1 |
8,362 |
8,362 |
8,474 |
8,288 |
S2 |
8,213 |
8,213 |
8,438 |
|
S3 |
7,818 |
7,967 |
8,402 |
|
S4 |
7,423 |
7,572 |
8,293 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,855 |
8,390 |
465 |
5.4% |
204 |
2.4% |
31% |
False |
True |
13,823 |
10 |
9,045 |
8,390 |
655 |
7.7% |
167 |
2.0% |
22% |
False |
True |
7,441 |
20 |
9,110 |
8,390 |
720 |
8.4% |
144 |
1.7% |
20% |
False |
True |
3,732 |
40 |
10,120 |
8,390 |
1,730 |
20.3% |
127 |
1.5% |
8% |
False |
True |
1,894 |
60 |
10,120 |
8,390 |
1,730 |
20.3% |
85 |
1.0% |
8% |
False |
True |
1,264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,178 |
2.618 |
8,933 |
1.618 |
8,783 |
1.000 |
8,690 |
0.618 |
8,633 |
HIGH |
8,540 |
0.618 |
8,483 |
0.500 |
8,465 |
0.382 |
8,447 |
LOW |
8,390 |
0.618 |
8,297 |
1.000 |
8,240 |
1.618 |
8,147 |
2.618 |
7,997 |
4.250 |
7,753 |
|
|
Fisher Pivots for day following 12-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
8,512 |
8,623 |
PP |
8,488 |
8,593 |
S1 |
8,465 |
8,564 |
|