Trading Metrics calculated at close of trading on 14-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2011 |
14-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
10,983 |
11,028 |
45 |
0.4% |
11,108 |
High |
11,066 |
11,314 |
248 |
2.2% |
11,400 |
Low |
10,835 |
10,868 |
33 |
0.3% |
10,848 |
Close |
11,021 |
11,174 |
153 |
1.4% |
10,949 |
Range |
231 |
446 |
215 |
93.1% |
552 |
ATR |
292 |
303 |
11 |
3.8% |
0 |
Volume |
151,987 |
162,733 |
10,746 |
7.1% |
156,926 |
|
Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,457 |
12,261 |
11,419 |
|
R3 |
12,011 |
11,815 |
11,297 |
|
R2 |
11,565 |
11,565 |
11,256 |
|
R1 |
11,369 |
11,369 |
11,215 |
11,467 |
PP |
11,119 |
11,119 |
11,119 |
11,168 |
S1 |
10,923 |
10,923 |
11,133 |
11,021 |
S2 |
10,673 |
10,673 |
11,092 |
|
S3 |
10,227 |
10,477 |
11,051 |
|
S4 |
9,781 |
10,031 |
10,929 |
|
|
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 |
6.3% |
325 |
2.9% |
68% |
False |
False |
121,389 |
10 |
11,625 |
10,695 |
930 |
8.3% |
292 |
2.6% |
52% |
False |
False |
61,219 |
20 |
11,625 |
10,651 |
974 |
8.7% |
293 |
2.6% |
54% |
False |
False |
30,772 |
40 |
12,675 |
10,370 |
2,305 |
20.6% |
308 |
2.8% |
35% |
False |
False |
15,472 |
60 |
12,675 |
10,370 |
2,305 |
20.6% |
256 |
2.3% |
35% |
False |
False |
10,339 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,210 |
2.618 |
12,482 |
1.618 |
12,036 |
1.000 |
11,760 |
0.618 |
11,590 |
HIGH |
11,314 |
0.618 |
11,144 |
0.500 |
11,091 |
0.382 |
11,038 |
LOW |
10,868 |
0.618 |
10,592 |
1.000 |
10,422 |
1.618 |
10,146 |
2.618 |
9,700 |
4.250 |
8,973 |
|
|
Fisher Pivots for day following 14-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
11,146 |
11,118 |
PP |
11,119 |
11,061 |
S1 |
11,091 |
11,005 |
|