Trading Metrics calculated at close of trading on 26-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2011 |
26-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
10,650 |
10,640 |
-10 |
-0.1% |
11,351 |
High |
10,775 |
10,980 |
205 |
1.9% |
11,475 |
Low |
10,469 |
10,551 |
82 |
0.8% |
10,469 |
Close |
10,697 |
10,972 |
275 |
2.6% |
10,697 |
Range |
306 |
429 |
123 |
40.2% |
1,006 |
ATR |
310 |
319 |
8 |
2.7% |
0 |
Volume |
167,285 |
151,762 |
-15,523 |
-9.3% |
819,164 |
|
Daily Pivots for day following 26-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,121 |
11,976 |
11,208 |
|
R3 |
11,692 |
11,547 |
11,090 |
|
R2 |
11,263 |
11,263 |
11,051 |
|
R1 |
11,118 |
11,118 |
11,011 |
11,191 |
PP |
10,834 |
10,834 |
10,834 |
10,871 |
S1 |
10,689 |
10,689 |
10,933 |
10,762 |
S2 |
10,405 |
10,405 |
10,893 |
|
S3 |
9,976 |
10,260 |
10,854 |
|
S4 |
9,547 |
9,831 |
10,736 |
|
|
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 |
9.2% |
384 |
3.5% |
50% |
False |
False |
169,434 |
10 |
11,475 |
10,469 |
1,006 |
9.2% |
321 |
2.9% |
50% |
False |
False |
153,030 |
20 |
11,625 |
10,469 |
1,156 |
10.5% |
294 |
2.7% |
44% |
False |
False |
91,432 |
40 |
12,213 |
10,370 |
1,843 |
16.8% |
337 |
3.1% |
33% |
False |
False |
45,842 |
60 |
12,675 |
10,370 |
2,305 |
21.0% |
278 |
2.5% |
26% |
False |
False |
30,588 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,803 |
2.618 |
12,103 |
1.618 |
11,674 |
1.000 |
11,409 |
0.618 |
11,245 |
HIGH |
10,980 |
0.618 |
10,816 |
0.500 |
10,766 |
0.382 |
10,715 |
LOW |
10,551 |
0.618 |
10,286 |
1.000 |
10,122 |
1.618 |
9,857 |
2.618 |
9,428 |
4.250 |
8,728 |
|
|
Fisher Pivots for day following 26-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
10,903 |
10,899 |
PP |
10,834 |
10,826 |
S1 |
10,766 |
10,753 |
|