Trading Metrics calculated at close of trading on 23-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2011 |
23-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
11,000 |
10,650 |
-350 |
-3.2% |
11,351 |
High |
11,037 |
10,775 |
-262 |
-2.4% |
11,475 |
Low |
10,513 |
10,469 |
-44 |
-0.4% |
10,469 |
Close |
10,650 |
10,697 |
47 |
0.4% |
10,697 |
Range |
524 |
306 |
-218 |
-41.6% |
1,006 |
ATR |
311 |
310 |
0 |
-0.1% |
0 |
Volume |
243,854 |
167,285 |
-76,569 |
-31.4% |
819,164 |
|
Daily Pivots for day following 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,565 |
11,437 |
10,865 |
|
R3 |
11,259 |
11,131 |
10,781 |
|
R2 |
10,953 |
10,953 |
10,753 |
|
R1 |
10,825 |
10,825 |
10,725 |
10,889 |
PP |
10,647 |
10,647 |
10,647 |
10,679 |
S1 |
10,519 |
10,519 |
10,669 |
10,583 |
S2 |
10,341 |
10,341 |
10,641 |
|
S3 |
10,035 |
10,213 |
10,613 |
|
S4 |
9,729 |
9,907 |
10,529 |
|
|
Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,898 |
13,304 |
11,250 |
|
R3 |
12,892 |
12,298 |
10,974 |
|
R2 |
11,886 |
11,886 |
10,882 |
|
R1 |
11,292 |
11,292 |
10,789 |
11,086 |
PP |
10,880 |
10,880 |
10,880 |
10,778 |
S1 |
10,286 |
10,286 |
10,605 |
10,080 |
S2 |
9,874 |
9,874 |
10,513 |
|
S3 |
8,868 |
9,280 |
10,420 |
|
S4 |
7,862 |
8,274 |
10,144 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,475 |
10,469 |
1,006 |
9.4% |
337 |
3.1% |
23% |
False |
True |
163,832 |
10 |
11,475 |
10,469 |
1,006 |
9.4% |
308 |
2.9% |
23% |
False |
True |
151,674 |
20 |
11,625 |
10,469 |
1,156 |
10.8% |
291 |
2.7% |
20% |
False |
True |
83,849 |
40 |
12,213 |
10,370 |
1,843 |
17.2% |
331 |
3.1% |
18% |
False |
False |
42,049 |
60 |
12,675 |
10,370 |
2,305 |
21.5% |
274 |
2.6% |
14% |
False |
False |
28,060 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,076 |
2.618 |
11,576 |
1.618 |
11,270 |
1.000 |
11,081 |
0.618 |
10,964 |
HIGH |
10,775 |
0.618 |
10,658 |
0.500 |
10,622 |
0.382 |
10,586 |
LOW |
10,469 |
0.618 |
10,280 |
1.000 |
10,163 |
1.618 |
9,974 |
2.618 |
9,668 |
4.250 |
9,169 |
|
|
Fisher Pivots for day following 23-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
10,672 |
10,938 |
PP |
10,647 |
10,857 |
S1 |
10,622 |
10,777 |
|