Trading Metrics calculated at close of trading on 09-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2011 |
09-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
11,350 |
11,228 |
-122 |
-1.1% |
11,108 |
High |
11,400 |
11,300 |
-100 |
-0.9% |
11,400 |
Low |
11,205 |
10,853 |
-352 |
-3.1% |
10,848 |
Close |
11,223 |
10,949 |
-274 |
-2.4% |
10,949 |
Range |
195 |
447 |
252 |
129.2% |
552 |
ATR |
284 |
296 |
12 |
4.1% |
0 |
Volume |
36,142 |
117,884 |
81,742 |
226.2% |
156,926 |
|
Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,375 |
12,109 |
11,195 |
|
R3 |
11,928 |
11,662 |
11,072 |
|
R2 |
11,481 |
11,481 |
11,031 |
|
R1 |
11,215 |
11,215 |
10,990 |
11,125 |
PP |
11,034 |
11,034 |
11,034 |
10,989 |
S1 |
10,768 |
10,768 |
10,908 |
10,678 |
S2 |
10,587 |
10,587 |
10,867 |
|
S3 |
10,140 |
10,321 |
10,826 |
|
S4 |
9,693 |
9,874 |
10,703 |
|
|
Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,722 |
12,387 |
11,253 |
|
R3 |
12,170 |
11,835 |
11,101 |
|
R2 |
11,618 |
11,618 |
11,050 |
|
R1 |
11,283 |
11,283 |
11,000 |
11,175 |
PP |
11,066 |
11,066 |
11,066 |
11,011 |
S1 |
10,731 |
10,731 |
10,899 |
10,623 |
S2 |
10,514 |
10,514 |
10,848 |
|
S3 |
9,962 |
10,179 |
10,797 |
|
S4 |
9,410 |
9,627 |
10,646 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,414 |
10,848 |
566 |
5.2% |
299 |
2.7% |
18% |
False |
False |
31,612 |
10 |
11,625 |
10,840 |
785 |
7.2% |
274 |
2.5% |
14% |
False |
False |
16,025 |
20 |
11,625 |
10,651 |
974 |
8.9% |
279 |
2.5% |
31% |
False |
False |
8,147 |
40 |
12,675 |
10,370 |
2,305 |
21.1% |
295 |
2.7% |
25% |
False |
False |
4,153 |
60 |
12,675 |
10,370 |
2,305 |
21.1% |
247 |
2.3% |
25% |
False |
False |
2,802 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,200 |
2.618 |
12,470 |
1.618 |
12,023 |
1.000 |
11,747 |
0.618 |
11,576 |
HIGH |
11,300 |
0.618 |
11,129 |
0.500 |
11,077 |
0.382 |
11,024 |
LOW |
10,853 |
0.618 |
10,577 |
1.000 |
10,406 |
1.618 |
10,130 |
2.618 |
9,683 |
4.250 |
8,953 |
|
|
Fisher Pivots for day following 09-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
11,077 |
11,127 |
PP |
11,034 |
11,067 |
S1 |
10,992 |
11,008 |
|