Trading Metrics calculated at close of trading on 08-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2011 |
08-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
11,137.63 |
11,414.86 |
277.23 |
2.5% |
11,286.65 |
High |
11,414.86 |
11,477.30 |
62.44 |
0.5% |
11,716.84 |
Low |
11,137.63 |
11,283.74 |
146.11 |
1.3% |
11,211.35 |
Close |
11,414.86 |
11,295.81 |
-119.05 |
-1.0% |
11,240.26 |
Range |
277.23 |
193.56 |
-83.67 |
-30.2% |
505.49 |
ATR |
278.68 |
272.60 |
-6.08 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,932.96 |
11,807.95 |
11,402.27 |
|
R3 |
11,739.40 |
11,614.39 |
11,349.04 |
|
R2 |
11,545.84 |
11,545.84 |
11,331.30 |
|
R1 |
11,420.83 |
11,420.83 |
11,313.55 |
11,386.56 |
PP |
11,352.28 |
11,352.28 |
11,352.28 |
11,335.15 |
S1 |
11,227.27 |
11,227.27 |
11,278.07 |
11,193.00 |
S2 |
11,158.72 |
11,158.72 |
11,260.32 |
|
S3 |
10,965.16 |
11,033.71 |
11,242.58 |
|
S4 |
10,771.60 |
10,840.15 |
11,189.35 |
|
|
Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,905.95 |
12,578.60 |
11,518.28 |
|
R3 |
12,400.46 |
12,073.11 |
11,379.27 |
|
R2 |
11,894.97 |
11,894.97 |
11,332.93 |
|
R1 |
11,567.62 |
11,567.62 |
11,286.60 |
11,478.55 |
PP |
11,389.48 |
11,389.48 |
11,389.48 |
11,344.95 |
S1 |
11,062.13 |
11,062.13 |
11,193.92 |
10,973.06 |
S2 |
10,883.99 |
10,883.99 |
11,147.59 |
|
S3 |
10,378.50 |
10,556.64 |
11,101.25 |
|
S4 |
9,873.01 |
10,051.15 |
10,962.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,716.84 |
10,932.53 |
784.31 |
6.9% |
256.98 |
2.3% |
46% |
False |
False |
|
10 |
11,716.84 |
10,929.20 |
787.64 |
7.0% |
262.22 |
2.3% |
47% |
False |
False |
|
20 |
11,716.84 |
10,729.85 |
986.99 |
8.7% |
277.21 |
2.5% |
57% |
False |
False |
|
40 |
12,751.43 |
10,604.07 |
2,147.36 |
19.0% |
270.55 |
2.4% |
32% |
False |
False |
|
60 |
12,753.89 |
10,604.07 |
2,149.82 |
19.0% |
228.09 |
2.0% |
32% |
False |
False |
|
80 |
12,753.89 |
10,604.07 |
2,149.82 |
19.0% |
203.97 |
1.8% |
32% |
False |
False |
|
100 |
12,876.00 |
10,604.07 |
2,271.93 |
20.1% |
189.43 |
1.7% |
30% |
False |
False |
|
120 |
12,876.00 |
10,604.07 |
2,271.93 |
20.1% |
175.12 |
1.6% |
30% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,299.93 |
2.618 |
11,984.04 |
1.618 |
11,790.48 |
1.000 |
11,670.86 |
0.618 |
11,596.92 |
HIGH |
11,477.30 |
0.618 |
11,403.36 |
0.500 |
11,380.52 |
0.382 |
11,357.68 |
LOW |
11,283.74 |
0.618 |
11,164.12 |
1.000 |
11,090.18 |
1.618 |
10,970.56 |
2.618 |
10,777.00 |
4.250 |
10,461.11 |
|
|
Fisher Pivots for day following 08-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
11,380.52 |
11,265.51 |
PP |
11,352.28 |
11,235.21 |
S1 |
11,324.05 |
11,204.92 |
|