Trading Metrics calculated at close of trading on 22-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2011 |
22-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
11,340 |
11,000 |
-340 |
-3.0% |
10,846 |
High |
11,406 |
11,037 |
-369 |
-3.2% |
11,460 |
Low |
11,002 |
10,513 |
-489 |
-4.4% |
10,695 |
Close |
11,007 |
10,650 |
-357 |
-3.2% |
11,446 |
Range |
404 |
524 |
120 |
29.7% |
765 |
ATR |
294 |
311 |
16 |
5.6% |
0 |
Volume |
159,905 |
243,854 |
83,949 |
52.5% |
697,584 |
|
Daily Pivots for day following 22-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,305 |
12,002 |
10,938 |
|
R3 |
11,781 |
11,478 |
10,794 |
|
R2 |
11,257 |
11,257 |
10,746 |
|
R1 |
10,954 |
10,954 |
10,698 |
10,844 |
PP |
10,733 |
10,733 |
10,733 |
10,678 |
S1 |
10,430 |
10,430 |
10,602 |
10,320 |
S2 |
10,209 |
10,209 |
10,554 |
|
S3 |
9,685 |
9,906 |
10,506 |
|
S4 |
9,161 |
9,382 |
10,362 |
|
|
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 |
10,513 |
962 |
9.0% |
308 |
2.9% |
14% |
False |
True |
153,555 |
10 |
11,475 |
10,513 |
962 |
9.0% |
322 |
3.0% |
14% |
False |
True |
146,734 |
20 |
11,625 |
10,513 |
1,112 |
10.4% |
290 |
2.7% |
12% |
False |
True |
75,497 |
40 |
12,258 |
10,370 |
1,888 |
17.7% |
327 |
3.1% |
15% |
False |
False |
37,870 |
60 |
12,675 |
10,370 |
2,305 |
21.6% |
270 |
2.5% |
12% |
False |
False |
25,273 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,264 |
2.618 |
12,409 |
1.618 |
11,885 |
1.000 |
11,561 |
0.618 |
11,361 |
HIGH |
11,037 |
0.618 |
10,837 |
0.500 |
10,775 |
0.382 |
10,713 |
LOW |
10,513 |
0.618 |
10,189 |
1.000 |
9,989 |
1.618 |
9,665 |
2.618 |
9,141 |
4.250 |
8,286 |
|
|
Fisher Pivots for day following 22-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
10,775 |
10,994 |
PP |
10,733 |
10,879 |
S1 |
10,692 |
10,765 |
|