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 |
1,164.50 |
1,199.25 |
34.75 |
3.0% |
1,175.50 |
High |
1,199.75 |
1,203.75 |
4.00 |
0.3% |
1,229.75 |
Low |
1,163.75 |
1,182.00 |
18.25 |
1.6% |
1,168.50 |
Close |
1,199.00 |
1,185.75 |
-13.25 |
-1.1% |
1,169.25 |
Range |
36.00 |
21.75 |
-14.25 |
-39.6% |
61.25 |
ATR |
36.63 |
35.57 |
-1.06 |
-2.9% |
0.00 |
Volume |
2,578,150 |
2,135,273 |
-442,877 |
-17.2% |
12,642,167 |
|
Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,255.75 |
1,242.50 |
1,197.75 |
|
R3 |
1,234.00 |
1,220.75 |
1,191.75 |
|
R2 |
1,212.25 |
1,212.25 |
1,189.75 |
|
R1 |
1,199.00 |
1,199.00 |
1,187.75 |
1,194.75 |
PP |
1,190.50 |
1,190.50 |
1,190.50 |
1,188.50 |
S1 |
1,177.25 |
1,177.25 |
1,183.75 |
1,173.00 |
S2 |
1,168.75 |
1,168.75 |
1,181.75 |
|
S3 |
1,147.00 |
1,155.50 |
1,179.75 |
|
S4 |
1,125.25 |
1,133.75 |
1,173.75 |
|
|
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 |
1,228.50 |
1,136.00 |
92.50 |
7.8% |
30.25 |
2.5% |
54% |
False |
False |
2,444,880 |
10 |
1,229.75 |
1,132.75 |
97.00 |
8.2% |
32.50 |
2.7% |
55% |
False |
False |
2,603,535 |
20 |
1,229.75 |
1,103.00 |
126.75 |
10.7% |
36.50 |
3.1% |
65% |
False |
False |
2,792,612 |
40 |
1,347.75 |
1,077.00 |
270.75 |
22.8% |
36.00 |
3.0% |
40% |
False |
False |
2,967,063 |
60 |
1,354.50 |
1,077.00 |
277.50 |
23.4% |
31.00 |
2.6% |
39% |
False |
False |
2,734,841 |
80 |
1,354.50 |
1,077.00 |
277.50 |
23.4% |
27.25 |
2.3% |
39% |
False |
False |
2,166,317 |
100 |
1,367.50 |
1,077.00 |
290.50 |
24.5% |
25.25 |
2.1% |
37% |
False |
False |
1,733,409 |
120 |
1,367.50 |
1,077.00 |
290.50 |
24.5% |
23.00 |
1.9% |
37% |
False |
False |
1,444,710 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,296.25 |
2.618 |
1,260.75 |
1.618 |
1,239.00 |
1.000 |
1,225.50 |
0.618 |
1,217.25 |
HIGH |
1,203.75 |
0.618 |
1,195.50 |
0.500 |
1,193.00 |
0.382 |
1,190.25 |
LOW |
1,182.00 |
0.618 |
1,168.50 |
1.000 |
1,160.25 |
1.618 |
1,146.75 |
2.618 |
1,125.00 |
4.250 |
1,089.50 |
|
|
Fisher Pivots for day following 08-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1,193.00 |
1,180.50 |
PP |
1,190.50 |
1,175.25 |
S1 |
1,188.00 |
1,170.00 |
|