Trading Metrics calculated at close of trading on 19-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2011 |
19-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
8,735 |
8,800 |
65 |
0.7% |
8,500 |
High |
8,855 |
8,800 |
-55 |
-0.6% |
8,855 |
Low |
8,730 |
8,625 |
-105 |
-1.2% |
8,390 |
Close |
8,825 |
8,700 |
-125 |
-1.4% |
8,825 |
Range |
125 |
175 |
50 |
40.0% |
465 |
ATR |
167 |
169 |
2 |
1.4% |
0 |
Volume |
7,173 |
6,172 |
-1,001 |
-14.0% |
47,124 |
|
Daily Pivots for day following 19-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,233 |
9,142 |
8,796 |
|
R3 |
9,058 |
8,967 |
8,748 |
|
R2 |
8,883 |
8,883 |
8,732 |
|
R1 |
8,792 |
8,792 |
8,716 |
8,750 |
PP |
8,708 |
8,708 |
8,708 |
8,688 |
S1 |
8,617 |
8,617 |
8,684 |
8,575 |
S2 |
8,533 |
8,533 |
8,668 |
|
S3 |
8,358 |
8,442 |
8,652 |
|
S4 |
8,183 |
8,267 |
8,604 |
|
|
Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,085 |
9,920 |
9,081 |
|
R3 |
9,620 |
9,455 |
8,953 |
|
R2 |
9,155 |
9,155 |
8,910 |
|
R1 |
8,990 |
8,990 |
8,868 |
9,073 |
PP |
8,690 |
8,690 |
8,690 |
8,731 |
S1 |
8,525 |
8,525 |
8,783 |
8,608 |
S2 |
8,225 |
8,225 |
8,740 |
|
S3 |
7,760 |
8,060 |
8,697 |
|
S4 |
7,295 |
7,595 |
8,569 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,855 |
8,455 |
400 |
4.6% |
171 |
2.0% |
61% |
False |
False |
8,899 |
10 |
8,855 |
8,390 |
465 |
5.3% |
188 |
2.2% |
67% |
False |
False |
11,361 |
20 |
9,045 |
8,390 |
655 |
7.5% |
157 |
1.8% |
47% |
False |
False |
5,955 |
40 |
10,120 |
8,390 |
1,730 |
19.9% |
148 |
1.7% |
18% |
False |
False |
3,004 |
60 |
10,120 |
8,390 |
1,730 |
19.9% |
99 |
1.1% |
18% |
False |
False |
2,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,544 |
2.618 |
9,258 |
1.618 |
9,083 |
1.000 |
8,975 |
0.618 |
8,908 |
HIGH |
8,800 |
0.618 |
8,733 |
0.500 |
8,713 |
0.382 |
8,692 |
LOW |
8,625 |
0.618 |
8,517 |
1.000 |
8,450 |
1.618 |
8,342 |
2.618 |
8,167 |
4.250 |
7,881 |
|
|
Fisher Pivots for day following 19-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
8,713 |
8,710 |
PP |
8,708 |
8,707 |
S1 |
8,704 |
8,703 |
|