Trading Metrics calculated at close of trading on 01-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2011 |
01-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1,213.00 |
1,219.12 |
6.12 |
0.5% |
1,131.77 |
High |
1,230.71 |
1,228.46 |
-2.25 |
-0.2% |
1,190.68 |
Low |
1,209.35 |
1,203.96 |
-5.39 |
-0.4% |
1,121.09 |
Close |
1,218.89 |
1,204.42 |
-14.47 |
-1.2% |
1,176.80 |
Range |
21.36 |
24.50 |
3.14 |
14.7% |
69.59 |
ATR |
32.57 |
32.00 |
-0.58 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,285.78 |
1,269.60 |
1,217.90 |
|
R3 |
1,261.28 |
1,245.10 |
1,211.16 |
|
R2 |
1,236.78 |
1,236.78 |
1,208.91 |
|
R1 |
1,220.60 |
1,220.60 |
1,206.67 |
1,216.44 |
PP |
1,212.28 |
1,212.28 |
1,212.28 |
1,210.20 |
S1 |
1,196.10 |
1,196.10 |
1,202.17 |
1,191.94 |
S2 |
1,187.78 |
1,187.78 |
1,199.93 |
|
S3 |
1,163.28 |
1,171.60 |
1,197.68 |
|
S4 |
1,138.78 |
1,147.10 |
1,190.95 |
|
|
Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,371.63 |
1,343.80 |
1,215.07 |
|
R3 |
1,302.04 |
1,274.21 |
1,195.94 |
|
R2 |
1,232.45 |
1,232.45 |
1,189.56 |
|
R1 |
1,204.62 |
1,204.62 |
1,183.18 |
1,218.54 |
PP |
1,162.86 |
1,162.86 |
1,162.86 |
1,169.81 |
S1 |
1,135.03 |
1,135.03 |
1,170.42 |
1,148.95 |
S2 |
1,093.27 |
1,093.27 |
1,164.04 |
|
S3 |
1,023.68 |
1,065.44 |
1,157.66 |
|
S4 |
954.09 |
995.85 |
1,138.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,230.71 |
1,135.91 |
94.80 |
7.9% |
29.58 |
2.5% |
72% |
False |
False |
|
10 |
1,230.71 |
1,121.09 |
109.62 |
9.1% |
30.15 |
2.5% |
76% |
False |
False |
|
20 |
1,230.71 |
1,101.54 |
129.17 |
10.7% |
37.19 |
3.1% |
80% |
False |
False |
|
40 |
1,352.39 |
1,101.54 |
250.85 |
20.8% |
29.15 |
2.4% |
41% |
False |
False |
|
60 |
1,356.48 |
1,101.54 |
254.94 |
21.2% |
24.81 |
2.1% |
40% |
False |
False |
|
80 |
1,356.48 |
1,101.54 |
254.94 |
21.2% |
22.30 |
1.9% |
40% |
False |
False |
|
100 |
1,370.58 |
1,101.54 |
269.04 |
22.3% |
20.21 |
1.7% |
38% |
False |
False |
|
120 |
1,370.58 |
1,101.54 |
269.04 |
22.3% |
18.98 |
1.6% |
38% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,332.59 |
2.618 |
1,292.60 |
1.618 |
1,268.10 |
1.000 |
1,252.96 |
0.618 |
1,243.60 |
HIGH |
1,228.46 |
0.618 |
1,219.10 |
0.500 |
1,216.21 |
0.382 |
1,213.32 |
LOW |
1,203.96 |
0.618 |
1,188.82 |
1.000 |
1,179.46 |
1.618 |
1,164.32 |
2.618 |
1,139.82 |
4.250 |
1,099.84 |
|
|
Fisher Pivots for day following 01-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1,216.21 |
1,213.24 |
PP |
1,212.28 |
1,210.30 |
S1 |
1,208.35 |
1,207.36 |
|