Trading Metrics calculated at close of trading on 12-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2011 |
12-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
11,294.60 |
10,990.01 |
-304.59 |
-2.7% |
11,237.31 |
High |
11,294.83 |
11,062.03 |
-232.80 |
-2.1% |
11,477.30 |
Low |
10,935.64 |
10,824.76 |
-110.88 |
-1.0% |
10,932.53 |
Close |
10,992.13 |
11,061.12 |
68.99 |
0.6% |
10,992.13 |
Range |
359.19 |
237.27 |
-121.92 |
-33.9% |
544.77 |
ATR |
278.85 |
275.88 |
-2.97 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,694.45 |
11,615.05 |
11,191.62 |
|
R3 |
11,457.18 |
11,377.78 |
11,126.37 |
|
R2 |
11,219.91 |
11,219.91 |
11,104.62 |
|
R1 |
11,140.51 |
11,140.51 |
11,082.87 |
11,180.21 |
PP |
10,982.64 |
10,982.64 |
10,982.64 |
11,002.49 |
S1 |
10,903.24 |
10,903.24 |
11,039.37 |
10,942.94 |
S2 |
10,745.37 |
10,745.37 |
11,017.62 |
|
S3 |
10,508.10 |
10,665.97 |
10,995.87 |
|
S4 |
10,270.83 |
10,428.70 |
10,930.62 |
|
|
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 |
11,477.30 |
10,824.76 |
652.54 |
5.9% |
274.44 |
2.5% |
36% |
False |
True |
|
10 |
11,716.84 |
10,824.76 |
892.08 |
8.1% |
252.18 |
2.3% |
26% |
False |
True |
|
20 |
11,716.84 |
10,801.41 |
915.43 |
8.3% |
269.36 |
2.4% |
28% |
False |
False |
|
40 |
12,751.43 |
10,604.07 |
2,147.36 |
19.4% |
278.80 |
2.5% |
21% |
False |
False |
|
60 |
12,753.89 |
10,604.07 |
2,149.82 |
19.4% |
232.58 |
2.1% |
21% |
False |
False |
|
80 |
12,753.89 |
10,604.07 |
2,149.82 |
19.4% |
207.79 |
1.9% |
21% |
False |
False |
|
100 |
12,876.00 |
10,604.07 |
2,271.93 |
20.5% |
192.18 |
1.7% |
20% |
False |
False |
|
120 |
12,876.00 |
10,604.07 |
2,271.93 |
20.5% |
177.87 |
1.6% |
20% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,070.43 |
2.618 |
11,683.20 |
1.618 |
11,445.93 |
1.000 |
11,299.30 |
0.618 |
11,208.66 |
HIGH |
11,062.03 |
0.618 |
10,971.39 |
0.500 |
10,943.40 |
0.382 |
10,915.40 |
LOW |
10,824.76 |
0.618 |
10,678.13 |
1.000 |
10,587.49 |
1.618 |
10,440.86 |
2.618 |
10,203.59 |
4.250 |
9,816.36 |
|
|
Fisher Pivots for day following 12-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
11,021.88 |
11,151.03 |
PP |
10,982.64 |
11,121.06 |
S1 |
10,943.40 |
11,091.09 |
|