Trading Metrics calculated at close of trading on 27-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2011 |
27-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
10,640 |
10,969 |
329 |
3.1% |
11,351 |
High |
10,980 |
11,289 |
309 |
2.8% |
11,475 |
Low |
10,551 |
10,945 |
394 |
3.7% |
10,469 |
Close |
10,972 |
11,120 |
148 |
1.3% |
10,697 |
Range |
429 |
344 |
-85 |
-19.8% |
1,006 |
ATR |
319 |
321 |
2 |
0.6% |
0 |
Volume |
151,762 |
152,969 |
1,207 |
0.8% |
819,164 |
|
Daily Pivots for day following 27-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,150 |
11,979 |
11,309 |
|
R3 |
11,806 |
11,635 |
11,215 |
|
R2 |
11,462 |
11,462 |
11,183 |
|
R1 |
11,291 |
11,291 |
11,152 |
11,377 |
PP |
11,118 |
11,118 |
11,118 |
11,161 |
S1 |
10,947 |
10,947 |
11,089 |
11,033 |
S2 |
10,774 |
10,774 |
11,057 |
|
S3 |
10,430 |
10,603 |
11,026 |
|
S4 |
10,086 |
10,259 |
10,931 |
|
|
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 |
11,406 |
10,469 |
937 |
8.4% |
402 |
3.6% |
69% |
False |
False |
175,155 |
10 |
11,475 |
10,469 |
1,006 |
9.0% |
332 |
3.0% |
65% |
False |
False |
153,128 |
20 |
11,625 |
10,469 |
1,156 |
10.4% |
298 |
2.7% |
56% |
False |
False |
99,073 |
40 |
12,010 |
10,370 |
1,640 |
14.7% |
338 |
3.0% |
46% |
False |
False |
49,664 |
60 |
12,675 |
10,370 |
2,305 |
20.7% |
281 |
2.5% |
33% |
False |
False |
33,134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,751 |
2.618 |
12,190 |
1.618 |
11,846 |
1.000 |
11,633 |
0.618 |
11,502 |
HIGH |
11,289 |
0.618 |
11,158 |
0.500 |
11,117 |
0.382 |
11,077 |
LOW |
10,945 |
0.618 |
10,733 |
1.000 |
10,601 |
1.618 |
10,389 |
2.618 |
10,045 |
4.250 |
9,483 |
|
|
Fisher Pivots for day following 27-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
11,119 |
11,040 |
PP |
11,118 |
10,959 |
S1 |
11,117 |
10,879 |
|