Trading Metrics calculated at close of trading on 29-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2011 |
29-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
8,620 |
8,550 |
-70 |
-0.8% |
8,800 |
High |
8,695 |
8,785 |
90 |
1.0% |
8,800 |
Low |
8,550 |
8,520 |
-30 |
-0.4% |
8,280 |
Close |
8,570 |
8,735 |
165 |
1.9% |
8,455 |
Range |
145 |
265 |
120 |
82.8% |
520 |
ATR |
186 |
191 |
6 |
3.0% |
0 |
Volume |
7,172 |
7,061 |
-111 |
-1.5% |
44,487 |
|
Daily Pivots for day following 29-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,475 |
9,370 |
8,881 |
|
R3 |
9,210 |
9,105 |
8,808 |
|
R2 |
8,945 |
8,945 |
8,784 |
|
R1 |
8,840 |
8,840 |
8,759 |
8,893 |
PP |
8,680 |
8,680 |
8,680 |
8,706 |
S1 |
8,575 |
8,575 |
8,711 |
8,628 |
S2 |
8,415 |
8,415 |
8,687 |
|
S3 |
8,150 |
8,310 |
8,662 |
|
S4 |
7,885 |
8,045 |
8,589 |
|
|
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 |
8,785 |
8,280 |
505 |
5.8% |
227 |
2.6% |
90% |
True |
False |
8,334 |
10 |
8,855 |
8,280 |
575 |
6.6% |
202 |
2.3% |
79% |
False |
False |
8,282 |
20 |
9,045 |
8,280 |
765 |
8.8% |
194 |
2.2% |
59% |
False |
False |
9,364 |
40 |
9,705 |
8,280 |
1,425 |
16.3% |
190 |
2.2% |
32% |
False |
False |
4,738 |
60 |
10,120 |
8,280 |
1,840 |
21.1% |
127 |
1.5% |
25% |
False |
False |
3,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,911 |
2.618 |
9,479 |
1.618 |
9,214 |
1.000 |
9,050 |
0.618 |
8,949 |
HIGH |
8,785 |
0.618 |
8,684 |
0.500 |
8,653 |
0.382 |
8,621 |
LOW |
8,520 |
0.618 |
8,356 |
1.000 |
8,255 |
1.618 |
8,091 |
2.618 |
7,826 |
4.250 |
7,394 |
|
|
Fisher Pivots for day following 29-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
8,708 |
8,695 |
PP |
8,680 |
8,655 |
S1 |
8,653 |
8,615 |
|