Trading Metrics calculated at close of trading on 08-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2011 |
08-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
4,139.0 |
4,229.0 |
90.0 |
2.2% |
4,227.0 |
High |
4,196.0 |
4,236.0 |
40.0 |
1.0% |
4,349.0 |
Low |
4,126.0 |
4,158.0 |
32.0 |
0.8% |
4,214.0 |
Close |
4,195.0 |
4,180.0 |
-15.0 |
-0.4% |
4,237.0 |
Range |
70.0 |
78.0 |
8.0 |
11.4% |
135.0 |
ATR |
90.7 |
89.8 |
-0.9 |
-1.0% |
0.0 |
Volume |
40,983 |
42,108 |
1,125 |
2.7% |
183,619 |
|
Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,425.3 |
4,380.7 |
4,222.9 |
|
R3 |
4,347.3 |
4,302.7 |
4,201.5 |
|
R2 |
4,269.3 |
4,269.3 |
4,194.3 |
|
R1 |
4,224.7 |
4,224.7 |
4,187.2 |
4,208.0 |
PP |
4,191.3 |
4,191.3 |
4,191.3 |
4,183.0 |
S1 |
4,146.7 |
4,146.7 |
4,172.9 |
4,130.0 |
S2 |
4,113.3 |
4,113.3 |
4,165.7 |
|
S3 |
4,035.3 |
4,068.7 |
4,158.6 |
|
S4 |
3,957.3 |
3,990.7 |
4,137.1 |
|
|
Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,671.7 |
4,589.3 |
4,311.3 |
|
R3 |
4,536.7 |
4,454.3 |
4,274.1 |
|
R2 |
4,401.7 |
4,401.7 |
4,261.8 |
|
R1 |
4,319.3 |
4,319.3 |
4,249.4 |
4,360.5 |
PP |
4,266.7 |
4,266.7 |
4,266.7 |
4,287.3 |
S1 |
4,184.3 |
4,184.3 |
4,224.6 |
4,225.5 |
S2 |
4,131.7 |
4,131.7 |
4,212.3 |
|
S3 |
3,996.7 |
4,049.3 |
4,199.9 |
|
S4 |
3,861.7 |
3,914.3 |
4,162.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,275.0 |
4,063.0 |
212.0 |
5.1% |
61.2 |
1.5% |
55% |
False |
False |
42,443 |
10 |
4,349.0 |
4,063.0 |
286.0 |
6.8% |
57.2 |
1.4% |
41% |
False |
False |
39,100 |
20 |
4,349.0 |
4,054.0 |
295.0 |
7.1% |
67.8 |
1.6% |
43% |
False |
False |
43,099 |
40 |
4,587.0 |
3,722.0 |
865.0 |
20.7% |
62.8 |
1.5% |
53% |
False |
False |
44,316 |
60 |
4,642.0 |
3,722.0 |
920.0 |
22.0% |
57.6 |
1.4% |
50% |
False |
False |
39,407 |
80 |
4,756.0 |
3,722.0 |
1,034.0 |
24.7% |
53.6 |
1.3% |
44% |
False |
False |
32,471 |
100 |
4,920.0 |
3,722.0 |
1,198.0 |
28.7% |
47.3 |
1.1% |
38% |
False |
False |
25,988 |
120 |
4,970.0 |
3,722.0 |
1,248.0 |
29.9% |
41.5 |
1.0% |
37% |
False |
False |
21,664 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,567.5 |
2.618 |
4,440.2 |
1.618 |
4,362.2 |
1.000 |
4,314.0 |
0.618 |
4,284.2 |
HIGH |
4,236.0 |
0.618 |
4,206.2 |
0.500 |
4,197.0 |
0.382 |
4,187.8 |
LOW |
4,158.0 |
0.618 |
4,109.8 |
1.000 |
4,080.0 |
1.618 |
4,031.8 |
2.618 |
3,953.8 |
4.250 |
3,826.5 |
|
|
Fisher Pivots for day following 08-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
4,197.0 |
4,169.8 |
PP |
4,191.3 |
4,159.7 |
S1 |
4,185.7 |
4,149.5 |
|