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 |
1,165.00 |
1,164.50 |
-0.50 |
0.0% |
1,175.50 |
High |
1,166.75 |
1,199.75 |
33.00 |
2.8% |
1,229.75 |
Low |
1,136.00 |
1,163.75 |
27.75 |
2.4% |
1,168.50 |
Close |
1,164.50 |
1,199.00 |
34.50 |
3.0% |
1,169.25 |
Range |
30.75 |
36.00 |
5.25 |
17.1% |
61.25 |
ATR |
36.68 |
36.63 |
-0.05 |
-0.1% |
0.00 |
Volume |
2,427,798 |
2,578,150 |
150,352 |
6.2% |
12,642,167 |
|
Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,295.50 |
1,283.25 |
1,218.75 |
|
R3 |
1,259.50 |
1,247.25 |
1,209.00 |
|
R2 |
1,223.50 |
1,223.50 |
1,205.50 |
|
R1 |
1,211.25 |
1,211.25 |
1,202.25 |
1,217.50 |
PP |
1,187.50 |
1,187.50 |
1,187.50 |
1,190.50 |
S1 |
1,175.25 |
1,175.25 |
1,195.75 |
1,181.50 |
S2 |
1,151.50 |
1,151.50 |
1,192.50 |
|
S3 |
1,115.50 |
1,139.25 |
1,189.00 |
|
S4 |
1,079.50 |
1,103.25 |
1,179.25 |
|
|
Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,373.00 |
1,332.25 |
1,203.00 |
|
R3 |
1,311.75 |
1,271.00 |
1,186.00 |
|
R2 |
1,250.50 |
1,250.50 |
1,180.50 |
|
R1 |
1,209.75 |
1,209.75 |
1,174.75 |
1,199.50 |
PP |
1,189.25 |
1,189.25 |
1,189.25 |
1,184.00 |
S1 |
1,148.50 |
1,148.50 |
1,163.75 |
1,138.25 |
S2 |
1,128.00 |
1,128.00 |
1,158.00 |
|
S3 |
1,066.75 |
1,087.25 |
1,152.50 |
|
S4 |
1,005.50 |
1,026.00 |
1,135.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,229.75 |
1,136.00 |
93.75 |
7.8% |
31.50 |
2.6% |
67% |
False |
False |
2,647,965 |
10 |
1,229.75 |
1,132.75 |
97.00 |
8.1% |
33.50 |
2.8% |
68% |
False |
False |
2,650,504 |
20 |
1,229.75 |
1,103.00 |
126.75 |
10.6% |
38.50 |
3.2% |
76% |
False |
False |
2,930,408 |
40 |
1,347.75 |
1,077.00 |
270.75 |
22.6% |
36.00 |
3.0% |
45% |
False |
False |
2,971,558 |
60 |
1,354.50 |
1,077.00 |
277.50 |
23.1% |
31.00 |
2.6% |
44% |
False |
False |
2,746,422 |
80 |
1,354.50 |
1,077.00 |
277.50 |
23.1% |
27.25 |
2.3% |
44% |
False |
False |
2,139,635 |
100 |
1,367.50 |
1,077.00 |
290.50 |
24.2% |
25.00 |
2.1% |
42% |
False |
False |
1,712,067 |
120 |
1,367.50 |
1,077.00 |
290.50 |
24.2% |
23.25 |
1.9% |
42% |
False |
False |
1,426,920 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,352.75 |
2.618 |
1,294.00 |
1.618 |
1,258.00 |
1.000 |
1,235.75 |
0.618 |
1,222.00 |
HIGH |
1,199.75 |
0.618 |
1,186.00 |
0.500 |
1,181.75 |
0.382 |
1,177.50 |
LOW |
1,163.75 |
0.618 |
1,141.50 |
1.000 |
1,127.75 |
1.618 |
1,105.50 |
2.618 |
1,069.50 |
4.250 |
1,010.75 |
|
|
Fisher Pivots for day following 07-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1,193.25 |
1,189.25 |
PP |
1,187.50 |
1,179.50 |
S1 |
1,181.75 |
1,169.50 |
|