Trading Metrics calculated at close of trading on 28-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2011 |
28-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
8,480 |
8,620 |
140 |
1.7% |
8,800 |
High |
8,725 |
8,695 |
-30 |
-0.3% |
8,800 |
Low |
8,445 |
8,550 |
105 |
1.2% |
8,280 |
Close |
8,630 |
8,570 |
-60 |
-0.7% |
8,455 |
Range |
280 |
145 |
-135 |
-48.2% |
520 |
ATR |
189 |
186 |
-3 |
-1.7% |
0 |
Volume |
7,903 |
7,172 |
-731 |
-9.2% |
44,487 |
|
Daily Pivots for day following 28-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,040 |
8,950 |
8,650 |
|
R3 |
8,895 |
8,805 |
8,610 |
|
R2 |
8,750 |
8,750 |
8,597 |
|
R1 |
8,660 |
8,660 |
8,583 |
8,633 |
PP |
8,605 |
8,605 |
8,605 |
8,591 |
S1 |
8,515 |
8,515 |
8,557 |
8,488 |
S2 |
8,460 |
8,460 |
8,544 |
|
S3 |
8,315 |
8,370 |
8,530 |
|
S4 |
8,170 |
8,225 |
8,490 |
|
|
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% |
234 |
2.7% |
65% |
False |
False |
9,515 |
10 |
8,855 |
8,280 |
575 |
6.7% |
195 |
2.3% |
50% |
False |
False |
8,513 |
20 |
9,045 |
8,280 |
765 |
8.9% |
188 |
2.2% |
38% |
False |
False |
9,058 |
40 |
9,705 |
8,280 |
1,425 |
16.6% |
184 |
2.1% |
20% |
False |
False |
4,561 |
60 |
10,120 |
8,280 |
1,840 |
21.5% |
123 |
1.4% |
16% |
False |
False |
3,045 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,311 |
2.618 |
9,075 |
1.618 |
8,930 |
1.000 |
8,840 |
0.618 |
8,785 |
HIGH |
8,695 |
0.618 |
8,640 |
0.500 |
8,623 |
0.382 |
8,606 |
LOW |
8,550 |
0.618 |
8,461 |
1.000 |
8,405 |
1.618 |
8,316 |
2.618 |
8,171 |
4.250 |
7,934 |
|
|
Fisher Pivots for day following 28-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
8,623 |
8,548 |
PP |
8,605 |
8,525 |
S1 |
8,588 |
8,503 |
|