Trading Metrics calculated at close of trading on 07-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2011 |
07-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
11,237.31 |
11,137.63 |
-99.68 |
-0.9% |
11,286.65 |
High |
11,237.46 |
11,414.86 |
177.40 |
1.6% |
11,716.84 |
Low |
10,932.53 |
11,137.63 |
205.10 |
1.9% |
11,211.35 |
Close |
11,139.30 |
11,414.86 |
275.56 |
2.5% |
11,240.26 |
Range |
304.93 |
277.23 |
-27.70 |
-9.1% |
505.49 |
ATR |
278.79 |
278.68 |
-0.11 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,154.14 |
12,061.73 |
11,567.34 |
|
R3 |
11,876.91 |
11,784.50 |
11,491.10 |
|
R2 |
11,599.68 |
11,599.68 |
11,465.69 |
|
R1 |
11,507.27 |
11,507.27 |
11,440.27 |
11,553.48 |
PP |
11,322.45 |
11,322.45 |
11,322.45 |
11,345.55 |
S1 |
11,230.04 |
11,230.04 |
11,389.45 |
11,276.25 |
S2 |
11,045.22 |
11,045.22 |
11,364.03 |
|
S3 |
10,767.99 |
10,952.81 |
11,338.62 |
|
S4 |
10,490.76 |
10,675.58 |
11,262.38 |
|
|
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% |
255.17 |
2.2% |
61% |
False |
False |
|
10 |
11,716.84 |
10,929.20 |
787.64 |
6.9% |
264.71 |
2.3% |
62% |
False |
False |
|
20 |
11,716.84 |
10,686.49 |
1,030.35 |
9.0% |
294.61 |
2.6% |
71% |
False |
False |
|
40 |
12,751.43 |
10,604.07 |
2,147.36 |
18.8% |
269.80 |
2.4% |
38% |
False |
False |
|
60 |
12,753.89 |
10,604.07 |
2,149.82 |
18.8% |
227.69 |
2.0% |
38% |
False |
False |
|
80 |
12,753.89 |
10,604.07 |
2,149.82 |
18.8% |
202.95 |
1.8% |
38% |
False |
False |
|
100 |
12,876.00 |
10,604.07 |
2,271.93 |
19.9% |
188.46 |
1.7% |
36% |
False |
False |
|
120 |
12,876.00 |
10,604.07 |
2,271.93 |
19.9% |
174.76 |
1.5% |
36% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,593.09 |
2.618 |
12,140.65 |
1.618 |
11,863.42 |
1.000 |
11,692.09 |
0.618 |
11,586.19 |
HIGH |
11,414.86 |
0.618 |
11,308.96 |
0.500 |
11,276.25 |
0.382 |
11,243.53 |
LOW |
11,137.63 |
0.618 |
10,966.30 |
1.000 |
10,860.40 |
1.618 |
10,689.07 |
2.618 |
10,411.84 |
4.250 |
9,959.40 |
|
|
Fisher Pivots for day following 07-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
11,368.66 |
11,347.35 |
PP |
11,322.45 |
11,279.84 |
S1 |
11,276.25 |
11,212.34 |
|