Trading Metrics calculated at close of trading on 27-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2011 |
27-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
8,435 |
8,480 |
45 |
0.5% |
8,800 |
High |
8,510 |
8,725 |
215 |
2.5% |
8,800 |
Low |
8,280 |
8,445 |
165 |
2.0% |
8,280 |
Close |
8,480 |
8,630 |
150 |
1.8% |
8,455 |
Range |
230 |
280 |
50 |
21.7% |
520 |
ATR |
182 |
189 |
7 |
3.9% |
0 |
Volume |
9,032 |
7,903 |
-1,129 |
-12.5% |
44,487 |
|
Daily Pivots for day following 27-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,440 |
9,315 |
8,784 |
|
R3 |
9,160 |
9,035 |
8,707 |
|
R2 |
8,880 |
8,880 |
8,681 |
|
R1 |
8,755 |
8,755 |
8,656 |
8,818 |
PP |
8,600 |
8,600 |
8,600 |
8,631 |
S1 |
8,475 |
8,475 |
8,604 |
8,538 |
S2 |
8,320 |
8,320 |
8,579 |
|
S3 |
8,040 |
8,195 |
8,553 |
|
S4 |
7,760 |
7,915 |
8,476 |
|
|
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 |
8,725 |
8,280 |
445 |
5.2% |
240 |
2.8% |
79% |
True |
False |
9,800 |
10 |
8,855 |
8,280 |
575 |
6.7% |
202 |
2.3% |
61% |
False |
False |
8,890 |
20 |
9,045 |
8,280 |
765 |
8.9% |
184 |
2.1% |
46% |
False |
False |
8,705 |
40 |
9,950 |
8,280 |
1,670 |
19.4% |
180 |
2.1% |
21% |
False |
False |
4,382 |
60 |
10,120 |
8,280 |
1,840 |
21.3% |
121 |
1.4% |
19% |
False |
False |
2,925 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,915 |
2.618 |
9,458 |
1.618 |
9,178 |
1.000 |
9,005 |
0.618 |
8,898 |
HIGH |
8,725 |
0.618 |
8,618 |
0.500 |
8,585 |
0.382 |
8,552 |
LOW |
8,445 |
0.618 |
8,272 |
1.000 |
8,165 |
1.618 |
7,992 |
2.618 |
7,712 |
4.250 |
7,255 |
|
|
Fisher Pivots for day following 27-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
8,615 |
8,588 |
PP |
8,600 |
8,545 |
S1 |
8,585 |
8,503 |
|