Trading Metrics calculated at close of trading on 16-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2011 |
16-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
11,181 |
11,363 |
182 |
1.6% |
10,846 |
High |
11,381 |
11,460 |
79 |
0.7% |
11,460 |
Low |
11,124 |
11,299 |
175 |
1.6% |
10,695 |
Close |
11,375 |
11,446 |
71 |
0.6% |
11,446 |
Range |
257 |
161 |
-96 |
-37.4% |
765 |
ATR |
299 |
290 |
-10 |
-3.3% |
0 |
Volume |
128,765 |
115,896 |
-12,869 |
-10.0% |
697,584 |
|
Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,885 |
11,826 |
11,535 |
|
R3 |
11,724 |
11,665 |
11,490 |
|
R2 |
11,563 |
11,563 |
11,476 |
|
R1 |
11,504 |
11,504 |
11,461 |
11,534 |
PP |
11,402 |
11,402 |
11,402 |
11,416 |
S1 |
11,343 |
11,343 |
11,431 |
11,373 |
S2 |
11,241 |
11,241 |
11,417 |
|
S3 |
11,080 |
11,182 |
11,402 |
|
S4 |
10,919 |
11,021 |
11,358 |
|
|
Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,495 |
13,236 |
11,867 |
|
R3 |
12,730 |
12,471 |
11,657 |
|
R2 |
11,965 |
11,965 |
11,586 |
|
R1 |
11,706 |
11,706 |
11,516 |
11,836 |
PP |
11,200 |
11,200 |
11,200 |
11,265 |
S1 |
10,941 |
10,941 |
11,376 |
11,071 |
S2 |
10,435 |
10,435 |
11,306 |
|
S3 |
9,670 |
10,176 |
11,236 |
|
S4 |
8,905 |
9,411 |
11,025 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,460 |
10,695 |
765 |
6.7% |
280 |
2.4% |
98% |
True |
False |
139,516 |
10 |
11,460 |
10,695 |
765 |
6.7% |
289 |
2.5% |
98% |
True |
False |
85,564 |
20 |
11,625 |
10,651 |
974 |
8.5% |
280 |
2.4% |
82% |
False |
False |
42,993 |
40 |
12,675 |
10,370 |
2,305 |
20.1% |
310 |
2.7% |
47% |
False |
False |
21,586 |
60 |
12,675 |
10,370 |
2,305 |
20.1% |
259 |
2.3% |
47% |
False |
False |
14,412 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,144 |
2.618 |
11,882 |
1.618 |
11,721 |
1.000 |
11,621 |
0.618 |
11,560 |
HIGH |
11,460 |
0.618 |
11,399 |
0.500 |
11,380 |
0.382 |
11,361 |
LOW |
11,299 |
0.618 |
11,200 |
1.000 |
11,138 |
1.618 |
11,039 |
2.618 |
10,878 |
4.250 |
10,615 |
|
|
Fisher Pivots for day following 16-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
11,424 |
11,352 |
PP |
11,402 |
11,258 |
S1 |
11,380 |
11,164 |
|