Trading Metrics calculated at close of trading on 07-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
141.76 |
144.01 |
2.25 |
1.6% |
141.04 |
High |
143.78 |
144.39 |
0.61 |
0.4% |
144.39 |
Low |
141.75 |
143.88 |
2.13 |
1.5% |
140.13 |
Close |
143.77 |
144.33 |
0.56 |
0.4% |
144.33 |
Range |
2.03 |
0.51 |
-1.52 |
-74.9% |
4.26 |
ATR |
1.34 |
1.29 |
-0.05 |
-3.8% |
0.00 |
Volume |
158,272,406 |
107,272,000 |
-51,000,406 |
-32.2% |
486,430,711 |
|
Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.73 |
145.54 |
144.61 |
|
R3 |
145.22 |
145.03 |
144.47 |
|
R2 |
144.71 |
144.71 |
144.42 |
|
R1 |
144.52 |
144.52 |
144.38 |
144.62 |
PP |
144.20 |
144.20 |
144.20 |
144.25 |
S1 |
144.01 |
144.01 |
144.28 |
144.11 |
S2 |
143.69 |
143.69 |
144.24 |
|
S3 |
143.18 |
143.50 |
144.19 |
|
S4 |
142.67 |
142.99 |
144.05 |
|
|
Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155.73 |
154.29 |
146.67 |
|
R3 |
151.47 |
150.03 |
145.50 |
|
R2 |
147.21 |
147.21 |
145.11 |
|
R1 |
145.77 |
145.77 |
144.72 |
146.49 |
PP |
142.95 |
142.95 |
142.95 |
143.31 |
S1 |
141.51 |
141.51 |
143.94 |
142.23 |
S2 |
138.69 |
138.69 |
143.55 |
|
S3 |
134.43 |
137.25 |
143.16 |
|
S4 |
130.17 |
132.99 |
141.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
144.39 |
140.13 |
4.26 |
3.0% |
1.23 |
0.9% |
99% |
True |
False |
127,680,201 |
10 |
144.39 |
140.13 |
4.26 |
3.0% |
1.09 |
0.8% |
99% |
True |
False |
104,422,854 |
20 |
144.39 |
139.81 |
4.58 |
3.2% |
1.03 |
0.7% |
99% |
True |
False |
101,382,158 |
40 |
144.39 |
133.03 |
11.36 |
7.9% |
1.25 |
0.9% |
99% |
True |
False |
117,953,519 |
60 |
144.39 |
130.85 |
13.54 |
9.4% |
1.35 |
0.9% |
100% |
True |
False |
129,194,327 |
80 |
144.39 |
127.14 |
17.25 |
12.0% |
1.52 |
1.1% |
100% |
True |
False |
144,687,928 |
100 |
144.39 |
127.14 |
17.25 |
12.0% |
1.50 |
1.0% |
100% |
True |
False |
147,078,127 |
120 |
144.39 |
127.14 |
17.25 |
12.0% |
1.47 |
1.0% |
100% |
True |
False |
146,849,220 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.56 |
2.618 |
145.73 |
1.618 |
145.22 |
1.000 |
144.90 |
0.618 |
144.71 |
HIGH |
144.39 |
0.618 |
144.20 |
0.500 |
144.14 |
0.382 |
144.07 |
LOW |
143.88 |
0.618 |
143.56 |
1.000 |
143.37 |
1.618 |
143.05 |
2.618 |
142.54 |
4.250 |
141.71 |
|
|
Fisher Pivots for day following 07-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
144.27 |
143.72 |
PP |
144.20 |
143.12 |
S1 |
144.14 |
142.51 |
|