Trading Metrics calculated at close of trading on 09-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2011 |
09-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
11,414.86 |
11,294.60 |
-120.26 |
-1.1% |
11,237.31 |
High |
11,477.30 |
11,294.83 |
-182.47 |
-1.6% |
11,477.30 |
Low |
11,283.74 |
10,935.64 |
-348.10 |
-3.1% |
10,932.53 |
Close |
11,295.81 |
10,992.13 |
-303.68 |
-2.7% |
10,992.13 |
Range |
193.56 |
359.19 |
165.63 |
85.6% |
544.77 |
ATR |
272.60 |
278.85 |
6.26 |
2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,151.77 |
11,931.14 |
11,189.68 |
|
R3 |
11,792.58 |
11,571.95 |
11,090.91 |
|
R2 |
11,433.39 |
11,433.39 |
11,057.98 |
|
R1 |
11,212.76 |
11,212.76 |
11,025.06 |
11,143.48 |
PP |
11,074.20 |
11,074.20 |
11,074.20 |
11,039.56 |
S1 |
10,853.57 |
10,853.57 |
10,959.20 |
10,784.29 |
S2 |
10,715.01 |
10,715.01 |
10,926.28 |
|
S3 |
10,355.82 |
10,494.38 |
10,893.35 |
|
S4 |
9,996.63 |
10,135.19 |
10,794.58 |
|
|
Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,768.30 |
12,424.98 |
11,291.75 |
|
R3 |
12,223.53 |
11,880.21 |
11,141.94 |
|
R2 |
11,678.76 |
11,678.76 |
11,092.00 |
|
R1 |
11,335.44 |
11,335.44 |
11,042.07 |
11,234.72 |
PP |
11,133.99 |
11,133.99 |
11,133.99 |
11,083.62 |
S1 |
10,790.67 |
10,790.67 |
10,942.19 |
10,689.95 |
S2 |
10,589.22 |
10,589.22 |
10,892.26 |
|
S3 |
10,044.45 |
10,245.90 |
10,842.32 |
|
S4 |
9,499.68 |
9,701.13 |
10,692.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,492.14 |
10,932.53 |
559.61 |
5.1% |
283.14 |
2.6% |
11% |
False |
False |
|
10 |
11,716.84 |
10,929.20 |
787.64 |
7.2% |
268.17 |
2.4% |
8% |
False |
False |
|
20 |
11,716.84 |
10,801.41 |
915.43 |
8.3% |
267.72 |
2.4% |
21% |
False |
False |
|
40 |
12,751.43 |
10,604.07 |
2,147.36 |
19.5% |
275.34 |
2.5% |
18% |
False |
False |
|
60 |
12,753.89 |
10,604.07 |
2,149.82 |
19.6% |
230.53 |
2.1% |
18% |
False |
False |
|
80 |
12,753.89 |
10,604.07 |
2,149.82 |
19.6% |
206.43 |
1.9% |
18% |
False |
False |
|
100 |
12,876.00 |
10,604.07 |
2,271.93 |
20.7% |
190.56 |
1.7% |
17% |
False |
False |
|
120 |
12,876.00 |
10,604.07 |
2,271.93 |
20.7% |
176.30 |
1.6% |
17% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,821.39 |
2.618 |
12,235.19 |
1.618 |
11,876.00 |
1.000 |
11,654.02 |
0.618 |
11,516.81 |
HIGH |
11,294.83 |
0.618 |
11,157.62 |
0.500 |
11,115.24 |
0.382 |
11,072.85 |
LOW |
10,935.64 |
0.618 |
10,713.66 |
1.000 |
10,576.45 |
1.618 |
10,354.47 |
2.618 |
9,995.28 |
4.250 |
9,409.08 |
|
|
Fisher Pivots for day following 09-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
11,115.24 |
11,206.47 |
PP |
11,074.20 |
11,135.02 |
S1 |
11,033.17 |
11,063.58 |
|