Trading Metrics calculated at close of trading on 21-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2011 |
21-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
11,318 |
11,340 |
22 |
0.2% |
10,846 |
High |
11,475 |
11,406 |
-69 |
-0.6% |
11,460 |
Low |
11,220 |
11,002 |
-218 |
-1.9% |
10,695 |
Close |
11,335 |
11,007 |
-328 |
-2.9% |
11,446 |
Range |
255 |
404 |
149 |
58.4% |
765 |
ATR |
286 |
294 |
8 |
3.0% |
0 |
Volume |
124,364 |
159,905 |
35,541 |
28.6% |
697,584 |
|
Daily Pivots for day following 21-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,350 |
12,083 |
11,229 |
|
R3 |
11,946 |
11,679 |
11,118 |
|
R2 |
11,542 |
11,542 |
11,081 |
|
R1 |
11,275 |
11,275 |
11,044 |
11,207 |
PP |
11,138 |
11,138 |
11,138 |
11,104 |
S1 |
10,871 |
10,871 |
10,970 |
10,803 |
S2 |
10,734 |
10,734 |
10,933 |
|
S3 |
10,330 |
10,467 |
10,896 |
|
S4 |
9,926 |
10,063 |
10,785 |
|
|
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 |
11,002 |
473 |
4.3% |
255 |
2.3% |
1% |
False |
True |
130,537 |
10 |
11,475 |
10,695 |
780 |
7.1% |
290 |
2.6% |
40% |
False |
False |
125,963 |
20 |
11,625 |
10,695 |
930 |
8.4% |
277 |
2.5% |
34% |
False |
False |
63,320 |
40 |
12,384 |
10,370 |
2,014 |
18.3% |
319 |
2.9% |
32% |
False |
False |
31,776 |
60 |
12,675 |
10,370 |
2,305 |
20.9% |
264 |
2.4% |
28% |
False |
False |
21,209 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,123 |
2.618 |
12,464 |
1.618 |
12,060 |
1.000 |
11,810 |
0.618 |
11,656 |
HIGH |
11,406 |
0.618 |
11,252 |
0.500 |
11,204 |
0.382 |
11,156 |
LOW |
11,002 |
0.618 |
10,752 |
1.000 |
10,598 |
1.618 |
10,348 |
2.618 |
9,944 |
4.250 |
9,285 |
|
|
Fisher Pivots for day following 21-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
11,204 |
11,239 |
PP |
11,138 |
11,161 |
S1 |
11,073 |
11,084 |
|