Trading Metrics calculated at close of trading on 29-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2011 |
29-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
11,120 |
10,970 |
-150 |
-1.3% |
11,351 |
High |
11,242 |
11,199 |
-43 |
-0.4% |
11,475 |
Low |
10,919 |
10,890 |
-29 |
-0.3% |
10,469 |
Close |
10,976 |
11,099 |
123 |
1.1% |
10,697 |
Range |
323 |
309 |
-14 |
-4.3% |
1,006 |
ATR |
321 |
320 |
-1 |
-0.3% |
0 |
Volume |
155,589 |
155,434 |
-155 |
-0.1% |
819,164 |
|
Daily Pivots for day following 29-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,990 |
11,853 |
11,269 |
|
R3 |
11,681 |
11,544 |
11,184 |
|
R2 |
11,372 |
11,372 |
11,156 |
|
R1 |
11,235 |
11,235 |
11,127 |
11,304 |
PP |
11,063 |
11,063 |
11,063 |
11,097 |
S1 |
10,926 |
10,926 |
11,071 |
10,995 |
S2 |
10,754 |
10,754 |
11,042 |
|
S3 |
10,445 |
10,617 |
11,014 |
|
S4 |
10,136 |
10,308 |
10,929 |
|
|
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 |
7.4% |
342 |
3.1% |
77% |
False |
False |
156,607 |
10 |
11,475 |
10,469 |
1,006 |
9.1% |
325 |
2.9% |
63% |
False |
False |
155,081 |
20 |
11,625 |
10,469 |
1,156 |
10.4% |
311 |
2.8% |
54% |
False |
False |
114,561 |
40 |
11,815 |
10,370 |
1,445 |
13.0% |
341 |
3.1% |
50% |
False |
False |
57,428 |
60 |
12,675 |
10,370 |
2,305 |
20.8% |
289 |
2.6% |
32% |
False |
False |
38,316 |
80 |
12,675 |
10,370 |
2,305 |
20.8% |
244 |
2.2% |
32% |
False |
False |
28,759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,512 |
2.618 |
12,008 |
1.618 |
11,699 |
1.000 |
11,508 |
0.618 |
11,390 |
HIGH |
11,199 |
0.618 |
11,081 |
0.500 |
11,045 |
0.382 |
11,008 |
LOW |
10,890 |
0.618 |
10,699 |
1.000 |
10,581 |
1.618 |
10,390 |
2.618 |
10,081 |
4.250 |
9,577 |
|
|
Fisher Pivots for day following 29-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
11,081 |
11,096 |
PP |
11,063 |
11,093 |
S1 |
11,045 |
11,090 |
|