| 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 |
8,830 |
8,740 |
-90 |
-1.0% |
8,770 |
| High |
8,855 |
8,760 |
-95 |
-1.1% |
8,855 |
| Low |
8,705 |
8,460 |
-245 |
-2.8% |
8,460 |
| Close |
8,735 |
8,510 |
-225 |
-2.6% |
8,510 |
| Range |
150 |
300 |
150 |
100.0% |
395 |
| ATR |
157 |
167 |
10 |
6.5% |
0 |
| Volume |
13,369 |
11,793 |
-1,576 |
-11.8% |
60,318 |
|
| Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,477 |
9,293 |
8,675 |
|
| R3 |
9,177 |
8,993 |
8,593 |
|
| R2 |
8,877 |
8,877 |
8,565 |
|
| R1 |
8,693 |
8,693 |
8,538 |
8,635 |
| PP |
8,577 |
8,577 |
8,577 |
8,548 |
| S1 |
8,393 |
8,393 |
8,483 |
8,335 |
| S2 |
8,277 |
8,277 |
8,455 |
|
| S3 |
7,977 |
8,093 |
8,428 |
|
| S4 |
7,677 |
7,793 |
8,345 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,793 |
9,547 |
8,727 |
|
| R3 |
9,398 |
9,152 |
8,619 |
|
| R2 |
9,003 |
9,003 |
8,583 |
|
| R1 |
8,757 |
8,757 |
8,546 |
8,683 |
| PP |
8,608 |
8,608 |
8,608 |
8,571 |
| S1 |
8,362 |
8,362 |
8,474 |
8,288 |
| S2 |
8,213 |
8,213 |
8,438 |
|
| S3 |
7,818 |
7,967 |
8,402 |
|
| S4 |
7,423 |
7,572 |
8,293 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,965 |
8,460 |
505 |
5.9% |
214 |
2.5% |
10% |
False |
True |
12,545 |
| 10 |
9,045 |
8,460 |
585 |
6.9% |
168 |
2.0% |
9% |
False |
True |
6,575 |
| 20 |
9,110 |
8,460 |
650 |
7.6% |
141 |
1.7% |
8% |
False |
True |
3,293 |
| 40 |
10,120 |
8,460 |
1,660 |
19.5% |
123 |
1.4% |
3% |
False |
True |
1,674 |
| 60 |
10,120 |
8,460 |
1,660 |
19.5% |
83 |
1.0% |
3% |
False |
True |
1,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,035 |
|
2.618 |
9,546 |
|
1.618 |
9,246 |
|
1.000 |
9,060 |
|
0.618 |
8,946 |
|
HIGH |
8,760 |
|
0.618 |
8,646 |
|
0.500 |
8,610 |
|
0.382 |
8,575 |
|
LOW |
8,460 |
|
0.618 |
8,275 |
|
1.000 |
8,160 |
|
1.618 |
7,975 |
|
2.618 |
7,675 |
|
4.250 |
7,185 |
|
|
| Fisher Pivots for day following 09-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
8,610 |
8,658 |
| PP |
8,577 |
8,608 |
| S1 |
8,543 |
8,559 |
|