Trading Metrics calculated at close of trading on 13-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2011 |
13-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
10,846 |
10,983 |
137 |
1.3% |
11,108 |
High |
10,998 |
11,066 |
68 |
0.6% |
11,400 |
Low |
10,695 |
10,835 |
140 |
1.3% |
10,848 |
Close |
10,989 |
11,021 |
32 |
0.3% |
10,949 |
Range |
303 |
231 |
-72 |
-23.8% |
552 |
ATR |
296 |
292 |
-5 |
-1.6% |
0 |
Volume |
138,203 |
151,987 |
13,784 |
10.0% |
156,926 |
|
Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,667 |
11,575 |
11,148 |
|
R3 |
11,436 |
11,344 |
11,085 |
|
R2 |
11,205 |
11,205 |
11,063 |
|
R1 |
11,113 |
11,113 |
11,042 |
11,159 |
PP |
10,974 |
10,974 |
10,974 |
10,997 |
S1 |
10,882 |
10,882 |
11,000 |
10,928 |
S2 |
10,743 |
10,743 |
10,979 |
|
S3 |
10,512 |
10,651 |
10,958 |
|
S4 |
10,281 |
10,420 |
10,894 |
|
|
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% |
292 |
2.6% |
46% |
False |
False |
89,189 |
10 |
11,625 |
10,695 |
930 |
8.4% |
263 |
2.4% |
35% |
False |
False |
45,017 |
20 |
11,625 |
10,651 |
974 |
8.8% |
278 |
2.5% |
38% |
False |
False |
22,642 |
40 |
12,675 |
10,370 |
2,305 |
20.9% |
302 |
2.7% |
28% |
False |
False |
11,405 |
60 |
12,675 |
10,370 |
2,305 |
20.9% |
252 |
2.3% |
28% |
False |
False |
7,629 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,048 |
2.618 |
11,671 |
1.618 |
11,440 |
1.000 |
11,297 |
0.618 |
11,209 |
HIGH |
11,066 |
0.618 |
10,978 |
0.500 |
10,951 |
0.382 |
10,923 |
LOW |
10,835 |
0.618 |
10,692 |
1.000 |
10,604 |
1.618 |
10,461 |
2.618 |
10,230 |
4.250 |
9,853 |
|
|
Fisher Pivots for day following 13-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
10,998 |
11,013 |
PP |
10,974 |
11,005 |
S1 |
10,951 |
10,998 |
|