Trading Metrics calculated at close of trading on 12-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2011 |
12-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
11,228 |
10,846 |
-382 |
-3.4% |
11,108 |
High |
11,300 |
10,998 |
-302 |
-2.7% |
11,400 |
Low |
10,853 |
10,695 |
-158 |
-1.5% |
10,848 |
Close |
10,949 |
10,989 |
40 |
0.4% |
10,949 |
Range |
447 |
303 |
-144 |
-32.2% |
552 |
ATR |
296 |
296 |
1 |
0.2% |
0 |
Volume |
117,884 |
138,203 |
20,319 |
17.2% |
156,926 |
|
Daily Pivots for day following 12-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,803 |
11,699 |
11,156 |
|
R3 |
11,500 |
11,396 |
11,072 |
|
R2 |
11,197 |
11,197 |
11,045 |
|
R1 |
11,093 |
11,093 |
11,017 |
11,145 |
PP |
10,894 |
10,894 |
10,894 |
10,920 |
S1 |
10,790 |
10,790 |
10,961 |
10,842 |
S2 |
10,591 |
10,591 |
10,934 |
|
S3 |
10,288 |
10,487 |
10,906 |
|
S4 |
9,985 |
10,184 |
10,822 |
|
|
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 |
11,400 |
10,695 |
705 |
6.4% |
301 |
2.7% |
42% |
False |
True |
59,025 |
10 |
11,625 |
10,695 |
930 |
8.5% |
266 |
2.4% |
32% |
False |
True |
29,834 |
20 |
11,625 |
10,651 |
974 |
8.9% |
275 |
2.5% |
35% |
False |
False |
15,048 |
40 |
12,675 |
10,370 |
2,305 |
21.0% |
300 |
2.7% |
27% |
False |
False |
7,607 |
60 |
12,675 |
10,370 |
2,305 |
21.0% |
250 |
2.3% |
27% |
False |
False |
5,096 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,286 |
2.618 |
11,791 |
1.618 |
11,488 |
1.000 |
11,301 |
0.618 |
11,185 |
HIGH |
10,998 |
0.618 |
10,882 |
0.500 |
10,847 |
0.382 |
10,811 |
LOW |
10,695 |
0.618 |
10,508 |
1.000 |
10,392 |
1.618 |
10,205 |
2.618 |
9,902 |
4.250 |
9,407 |
|
|
Fisher Pivots for day following 12-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
10,942 |
11,048 |
PP |
10,894 |
11,028 |
S1 |
10,847 |
11,009 |
|