Trading Metrics calculated at close of trading on 19-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2011 |
19-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
11,363 |
11,351 |
-12 |
-0.1% |
10,846 |
High |
11,460 |
11,371 |
-89 |
-0.8% |
11,460 |
Low |
11,299 |
11,176 |
-123 |
-1.1% |
10,695 |
Close |
11,446 |
11,323 |
-123 |
-1.1% |
11,446 |
Range |
161 |
195 |
34 |
21.1% |
765 |
ATR |
290 |
288 |
-1 |
-0.5% |
0 |
Volume |
115,896 |
123,756 |
7,860 |
6.8% |
697,584 |
|
Daily Pivots for day following 19-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,875 |
11,794 |
11,430 |
|
R3 |
11,680 |
11,599 |
11,377 |
|
R2 |
11,485 |
11,485 |
11,359 |
|
R1 |
11,404 |
11,404 |
11,341 |
11,347 |
PP |
11,290 |
11,290 |
11,290 |
11,262 |
S1 |
11,209 |
11,209 |
11,305 |
11,152 |
S2 |
11,095 |
11,095 |
11,287 |
|
S3 |
10,900 |
11,014 |
11,270 |
|
S4 |
10,705 |
10,819 |
11,216 |
|
|
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 |
10,835 |
625 |
5.5% |
258 |
2.3% |
78% |
False |
False |
136,627 |
10 |
11,460 |
10,695 |
765 |
6.8% |
280 |
2.5% |
82% |
False |
False |
97,826 |
20 |
11,625 |
10,651 |
974 |
8.6% |
276 |
2.4% |
69% |
False |
False |
49,165 |
40 |
12,531 |
10,370 |
2,161 |
19.1% |
311 |
2.7% |
44% |
False |
False |
24,674 |
60 |
12,675 |
10,370 |
2,305 |
20.4% |
260 |
2.3% |
41% |
False |
False |
16,474 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,200 |
2.618 |
11,882 |
1.618 |
11,687 |
1.000 |
11,566 |
0.618 |
11,492 |
HIGH |
11,371 |
0.618 |
11,297 |
0.500 |
11,274 |
0.382 |
11,251 |
LOW |
11,176 |
0.618 |
11,056 |
1.000 |
10,981 |
1.618 |
10,861 |
2.618 |
10,666 |
4.250 |
10,347 |
|
|
Fisher Pivots for day following 19-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
11,307 |
11,313 |
PP |
11,290 |
11,302 |
S1 |
11,274 |
11,292 |
|