Trading Metrics calculated at close of trading on 26-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2011 |
26-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
8,395 |
8,435 |
40 |
0.5% |
8,800 |
High |
8,495 |
8,510 |
15 |
0.2% |
8,800 |
Low |
8,280 |
8,280 |
0 |
0.0% |
8,280 |
Close |
8,455 |
8,480 |
25 |
0.3% |
8,455 |
Range |
215 |
230 |
15 |
7.0% |
520 |
ATR |
178 |
182 |
4 |
2.1% |
0 |
Volume |
10,503 |
9,032 |
-1,471 |
-14.0% |
44,487 |
|
Daily Pivots for day following 26-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,113 |
9,027 |
8,607 |
|
R3 |
8,883 |
8,797 |
8,543 |
|
R2 |
8,653 |
8,653 |
8,522 |
|
R1 |
8,567 |
8,567 |
8,501 |
8,610 |
PP |
8,423 |
8,423 |
8,423 |
8,445 |
S1 |
8,337 |
8,337 |
8,459 |
8,380 |
S2 |
8,193 |
8,193 |
8,438 |
|
S3 |
7,963 |
8,107 |
8,417 |
|
S4 |
7,733 |
7,877 |
8,354 |
|
|
Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,072 |
9,783 |
8,741 |
|
R3 |
9,552 |
9,263 |
8,598 |
|
R2 |
9,032 |
9,032 |
8,550 |
|
R1 |
8,743 |
8,743 |
8,503 |
8,628 |
PP |
8,512 |
8,512 |
8,512 |
8,454 |
S1 |
8,223 |
8,223 |
8,407 |
8,108 |
S2 |
7,992 |
7,992 |
8,360 |
|
S3 |
7,472 |
7,703 |
8,312 |
|
S4 |
6,952 |
7,183 |
8,169 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,745 |
8,280 |
465 |
5.5% |
206 |
2.4% |
43% |
False |
True |
9,469 |
10 |
8,855 |
8,280 |
575 |
6.8% |
189 |
2.2% |
35% |
False |
True |
9,184 |
20 |
9,045 |
8,280 |
765 |
9.0% |
178 |
2.1% |
26% |
False |
True |
8,312 |
40 |
9,950 |
8,280 |
1,670 |
19.7% |
173 |
2.0% |
12% |
False |
True |
4,185 |
60 |
10,120 |
8,280 |
1,840 |
21.7% |
116 |
1.4% |
11% |
False |
True |
2,794 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,488 |
2.618 |
9,112 |
1.618 |
8,882 |
1.000 |
8,740 |
0.618 |
8,652 |
HIGH |
8,510 |
0.618 |
8,422 |
0.500 |
8,395 |
0.382 |
8,368 |
LOW |
8,280 |
0.618 |
8,138 |
1.000 |
8,050 |
1.618 |
7,908 |
2.618 |
7,678 |
4.250 |
7,303 |
|
|
Fisher Pivots for day following 26-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
8,452 |
8,463 |
PP |
8,423 |
8,447 |
S1 |
8,395 |
8,430 |
|