Trading Metrics calculated at close of trading on 21-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2011 |
21-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
8,670 |
8,670 |
0 |
0.0% |
8,500 |
High |
8,745 |
8,715 |
-30 |
-0.3% |
8,855 |
Low |
8,635 |
8,540 |
-95 |
-1.1% |
8,390 |
Close |
8,645 |
8,540 |
-105 |
-1.2% |
8,825 |
Range |
110 |
175 |
65 |
59.1% |
465 |
ATR |
165 |
166 |
1 |
0.4% |
0 |
Volume |
6,250 |
8,595 |
2,345 |
37.5% |
47,124 |
|
Daily Pivots for day following 21-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,123 |
9,007 |
8,636 |
|
R3 |
8,948 |
8,832 |
8,588 |
|
R2 |
8,773 |
8,773 |
8,572 |
|
R1 |
8,657 |
8,657 |
8,556 |
8,628 |
PP |
8,598 |
8,598 |
8,598 |
8,584 |
S1 |
8,482 |
8,482 |
8,524 |
8,453 |
S2 |
8,423 |
8,423 |
8,508 |
|
S3 |
8,248 |
8,307 |
8,492 |
|
S4 |
8,073 |
8,132 |
8,444 |
|
|
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 |
8,540 |
315 |
3.7% |
155 |
1.8% |
0% |
False |
True |
7,512 |
10 |
8,855 |
8,390 |
465 |
5.4% |
174 |
2.0% |
32% |
False |
False |
9,330 |
20 |
9,045 |
8,390 |
655 |
7.7% |
161 |
1.9% |
23% |
False |
False |
6,696 |
40 |
10,050 |
8,390 |
1,660 |
19.4% |
155 |
1.8% |
9% |
False |
False |
3,374 |
60 |
10,120 |
8,390 |
1,730 |
20.3% |
104 |
1.2% |
9% |
False |
False |
2,252 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,459 |
2.618 |
9,173 |
1.618 |
8,998 |
1.000 |
8,890 |
0.618 |
8,823 |
HIGH |
8,715 |
0.618 |
8,648 |
0.500 |
8,628 |
0.382 |
8,607 |
LOW |
8,540 |
0.618 |
8,432 |
1.000 |
8,365 |
1.618 |
8,257 |
2.618 |
8,082 |
4.250 |
7,796 |
|
|
Fisher Pivots for day following 21-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
8,628 |
8,670 |
PP |
8,598 |
8,627 |
S1 |
8,569 |
8,583 |
|