Trading Metrics calculated at close of trading on 08-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2011 |
08-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
11,059 |
11,350 |
291 |
2.6% |
11,218 |
High |
11,343 |
11,400 |
57 |
0.5% |
11,625 |
Low |
11,059 |
11,205 |
146 |
1.3% |
11,125 |
Close |
11,343 |
11,223 |
-120 |
-1.1% |
11,135 |
Range |
284 |
195 |
-89 |
-31.3% |
500 |
ATR |
291 |
284 |
-7 |
-2.4% |
0 |
Volume |
1,731 |
36,142 |
34,411 |
1,987.9% |
3,220 |
|
Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,861 |
11,737 |
11,330 |
|
R3 |
11,666 |
11,542 |
11,277 |
|
R2 |
11,471 |
11,471 |
11,259 |
|
R1 |
11,347 |
11,347 |
11,241 |
11,312 |
PP |
11,276 |
11,276 |
11,276 |
11,258 |
S1 |
11,152 |
11,152 |
11,205 |
11,117 |
S2 |
11,081 |
11,081 |
11,187 |
|
S3 |
10,886 |
10,957 |
11,170 |
|
S4 |
10,691 |
10,762 |
11,116 |
|
|
Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,795 |
12,465 |
11,410 |
|
R3 |
12,295 |
11,965 |
11,273 |
|
R2 |
11,795 |
11,795 |
11,227 |
|
R1 |
11,465 |
11,465 |
11,181 |
11,380 |
PP |
11,295 |
11,295 |
11,295 |
11,253 |
S1 |
10,965 |
10,965 |
11,089 |
10,880 |
S2 |
10,795 |
10,795 |
11,043 |
|
S3 |
10,295 |
10,465 |
10,998 |
|
S4 |
9,795 |
9,965 |
10,860 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,625 |
10,848 |
777 |
6.9% |
256 |
2.3% |
48% |
False |
False |
8,169 |
10 |
11,625 |
10,840 |
785 |
7.0% |
257 |
2.3% |
49% |
False |
False |
4,260 |
20 |
11,625 |
10,518 |
1,107 |
9.9% |
289 |
2.6% |
64% |
False |
False |
2,260 |
40 |
12,675 |
10,370 |
2,305 |
20.5% |
289 |
2.6% |
37% |
False |
False |
1,207 |
60 |
12,675 |
10,370 |
2,305 |
20.5% |
242 |
2.2% |
37% |
False |
False |
837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,229 |
2.618 |
11,911 |
1.618 |
11,716 |
1.000 |
11,595 |
0.618 |
11,521 |
HIGH |
11,400 |
0.618 |
11,326 |
0.500 |
11,303 |
0.382 |
11,280 |
LOW |
11,205 |
0.618 |
11,085 |
1.000 |
11,010 |
1.618 |
10,890 |
2.618 |
10,695 |
4.250 |
10,376 |
|
|
Fisher Pivots for day following 08-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
11,303 |
11,190 |
PP |
11,276 |
11,157 |
S1 |
11,250 |
11,124 |
|