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 |
8,595 |
8,580 |
-15 |
-0.2% |
8,770 |
High |
8,675 |
8,755 |
80 |
0.9% |
8,855 |
Low |
8,455 |
8,565 |
110 |
1.3% |
8,460 |
Close |
8,585 |
8,740 |
155 |
1.8% |
8,510 |
Range |
220 |
190 |
-30 |
-13.6% |
395 |
ATR |
169 |
170 |
2 |
0.9% |
0 |
Volume |
10,939 |
9,371 |
-1,568 |
-14.3% |
60,318 |
|
Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,257 |
9,188 |
8,845 |
|
R3 |
9,067 |
8,998 |
8,792 |
|
R2 |
8,877 |
8,877 |
8,775 |
|
R1 |
8,808 |
8,808 |
8,758 |
8,843 |
PP |
8,687 |
8,687 |
8,687 |
8,704 |
S1 |
8,618 |
8,618 |
8,723 |
8,653 |
S2 |
8,497 |
8,497 |
8,705 |
|
S3 |
8,307 |
8,428 |
8,688 |
|
S4 |
8,117 |
8,238 |
8,636 |
|
|
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 |
8,760 |
8,390 |
370 |
4.2% |
201 |
2.3% |
95% |
False |
False |
10,348 |
10 |
9,045 |
8,390 |
655 |
7.5% |
186 |
2.1% |
53% |
False |
False |
10,445 |
20 |
9,045 |
8,390 |
655 |
7.5% |
153 |
1.7% |
53% |
False |
False |
5,288 |
40 |
10,120 |
8,390 |
1,730 |
19.8% |
141 |
1.6% |
20% |
False |
False |
2,672 |
60 |
10,120 |
8,390 |
1,730 |
19.8% |
94 |
1.1% |
20% |
False |
False |
1,783 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,563 |
2.618 |
9,253 |
1.618 |
9,063 |
1.000 |
8,945 |
0.618 |
8,873 |
HIGH |
8,755 |
0.618 |
8,683 |
0.500 |
8,660 |
0.382 |
8,638 |
LOW |
8,565 |
0.618 |
8,448 |
1.000 |
8,375 |
1.618 |
8,258 |
2.618 |
8,068 |
4.250 |
7,758 |
|
|
Fisher Pivots for day following 15-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
8,713 |
8,695 |
PP |
8,687 |
8,650 |
S1 |
8,660 |
8,605 |
|