Trading Metrics calculated at close of trading on 28-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2011 |
28-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
10,969 |
11,120 |
151 |
1.4% |
11,351 |
High |
11,289 |
11,242 |
-47 |
-0.4% |
11,475 |
Low |
10,945 |
10,919 |
-26 |
-0.2% |
10,469 |
Close |
11,120 |
10,976 |
-144 |
-1.3% |
10,697 |
Range |
344 |
323 |
-21 |
-6.1% |
1,006 |
ATR |
321 |
321 |
0 |
0.1% |
0 |
Volume |
152,969 |
155,589 |
2,620 |
1.7% |
819,164 |
|
Daily Pivots for day following 28-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,015 |
11,818 |
11,154 |
|
R3 |
11,692 |
11,495 |
11,065 |
|
R2 |
11,369 |
11,369 |
11,035 |
|
R1 |
11,172 |
11,172 |
11,006 |
11,109 |
PP |
11,046 |
11,046 |
11,046 |
11,014 |
S1 |
10,849 |
10,849 |
10,947 |
10,786 |
S2 |
10,723 |
10,723 |
10,917 |
|
S3 |
10,400 |
10,526 |
10,887 |
|
S4 |
10,077 |
10,203 |
10,798 |
|
|
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 |
11,289 |
10,469 |
820 |
7.5% |
385 |
3.5% |
62% |
False |
False |
174,291 |
10 |
11,475 |
10,469 |
1,006 |
9.2% |
320 |
2.9% |
50% |
False |
False |
152,414 |
20 |
11,625 |
10,469 |
1,156 |
10.5% |
306 |
2.8% |
44% |
False |
False |
106,816 |
40 |
11,815 |
10,370 |
1,445 |
13.2% |
338 |
3.1% |
42% |
False |
False |
53,547 |
60 |
12,675 |
10,370 |
2,305 |
21.0% |
285 |
2.6% |
26% |
False |
False |
35,726 |
80 |
12,675 |
10,370 |
2,305 |
21.0% |
242 |
2.2% |
26% |
False |
False |
26,816 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,615 |
2.618 |
12,088 |
1.618 |
11,765 |
1.000 |
11,565 |
0.618 |
11,442 |
HIGH |
11,242 |
0.618 |
11,119 |
0.500 |
11,081 |
0.382 |
11,043 |
LOW |
10,919 |
0.618 |
10,720 |
1.000 |
10,596 |
1.618 |
10,397 |
2.618 |
10,074 |
4.250 |
9,546 |
|
|
Fisher Pivots for day following 28-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
11,081 |
10,957 |
PP |
11,046 |
10,939 |
S1 |
11,011 |
10,920 |
|