Trading Metrics calculated at close of trading on 20-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2011 |
20-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
11,351 |
11,318 |
-33 |
-0.3% |
10,846 |
High |
11,371 |
11,475 |
104 |
0.9% |
11,460 |
Low |
11,176 |
11,220 |
44 |
0.4% |
10,695 |
Close |
11,323 |
11,335 |
12 |
0.1% |
11,446 |
Range |
195 |
255 |
60 |
30.8% |
765 |
ATR |
288 |
286 |
-2 |
-0.8% |
0 |
Volume |
123,756 |
124,364 |
608 |
0.5% |
697,584 |
|
Daily Pivots for day following 20-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,108 |
11,977 |
11,475 |
|
R3 |
11,853 |
11,722 |
11,405 |
|
R2 |
11,598 |
11,598 |
11,382 |
|
R1 |
11,467 |
11,467 |
11,359 |
11,533 |
PP |
11,343 |
11,343 |
11,343 |
11,376 |
S1 |
11,212 |
11,212 |
11,312 |
11,278 |
S2 |
11,088 |
11,088 |
11,288 |
|
S3 |
10,833 |
10,957 |
11,265 |
|
S4 |
10,578 |
10,702 |
11,195 |
|
|
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 |
11,475 |
10,868 |
607 |
5.4% |
263 |
2.3% |
77% |
True |
False |
131,102 |
10 |
11,475 |
10,695 |
780 |
6.9% |
278 |
2.4% |
82% |
True |
False |
110,146 |
20 |
11,625 |
10,695 |
930 |
8.2% |
274 |
2.4% |
69% |
False |
False |
55,338 |
40 |
12,526 |
10,370 |
2,156 |
19.0% |
314 |
2.8% |
45% |
False |
False |
27,781 |
60 |
12,675 |
10,370 |
2,305 |
20.3% |
261 |
2.3% |
42% |
False |
False |
18,545 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,559 |
2.618 |
12,143 |
1.618 |
11,888 |
1.000 |
11,730 |
0.618 |
11,633 |
HIGH |
11,475 |
0.618 |
11,378 |
0.500 |
11,348 |
0.382 |
11,318 |
LOW |
11,220 |
0.618 |
11,063 |
1.000 |
10,965 |
1.618 |
10,808 |
2.618 |
10,553 |
4.250 |
10,136 |
|
|
Fisher Pivots for day following 20-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
11,348 |
11,332 |
PP |
11,343 |
11,329 |
S1 |
11,339 |
11,326 |
|