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 |
8,900 |
9,010 |
110 |
1.2% |
8,650 |
High |
9,085 |
9,105 |
20 |
0.2% |
8,870 |
Low |
8,895 |
8,985 |
90 |
1.0% |
8,600 |
Close |
9,030 |
9,005 |
-25 |
-0.3% |
8,800 |
Range |
190 |
120 |
-70 |
-36.8% |
270 |
ATR |
221 |
213 |
-7 |
-3.3% |
0 |
Volume |
8,379 |
8,920 |
541 |
6.5% |
51,130 |
|
Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,392 |
9,318 |
9,071 |
|
R3 |
9,272 |
9,198 |
9,038 |
|
R2 |
9,152 |
9,152 |
9,027 |
|
R1 |
9,078 |
9,078 |
9,016 |
9,055 |
PP |
9,032 |
9,032 |
9,032 |
9,020 |
S1 |
8,958 |
8,958 |
8,994 |
8,935 |
S2 |
8,912 |
8,912 |
8,983 |
|
S3 |
8,792 |
8,838 |
8,972 |
|
S4 |
8,672 |
8,718 |
8,939 |
|
|
Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,567 |
9,453 |
8,949 |
|
R3 |
9,297 |
9,183 |
8,874 |
|
R2 |
9,027 |
9,027 |
8,850 |
|
R1 |
8,913 |
8,913 |
8,825 |
8,970 |
PP |
8,757 |
8,757 |
8,757 |
8,785 |
S1 |
8,643 |
8,643 |
8,775 |
8,700 |
S2 |
8,487 |
8,487 |
8,751 |
|
S3 |
8,217 |
8,373 |
8,726 |
|
S4 |
7,947 |
8,103 |
8,652 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,105 |
8,635 |
470 |
5.2% |
165 |
1.8% |
79% |
True |
False |
7,938 |
10 |
9,105 |
8,600 |
505 |
5.6% |
179 |
2.0% |
80% |
True |
False |
9,300 |
20 |
9,450 |
8,600 |
850 |
9.4% |
254 |
2.8% |
48% |
False |
False |
14,856 |
40 |
10,255 |
8,600 |
1,655 |
18.4% |
226 |
2.5% |
24% |
False |
False |
12,774 |
60 |
10,255 |
8,600 |
1,655 |
18.4% |
199 |
2.2% |
24% |
False |
False |
11,128 |
80 |
10,255 |
8,600 |
1,655 |
18.4% |
168 |
1.9% |
24% |
False |
False |
8,867 |
100 |
10,255 |
8,600 |
1,655 |
18.4% |
138 |
1.5% |
24% |
False |
False |
7,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,615 |
2.618 |
9,419 |
1.618 |
9,299 |
1.000 |
9,225 |
0.618 |
9,179 |
HIGH |
9,105 |
0.618 |
9,059 |
0.500 |
9,045 |
0.382 |
9,031 |
LOW |
8,985 |
0.618 |
8,911 |
1.000 |
8,865 |
1.618 |
8,791 |
2.618 |
8,671 |
4.250 |
8,475 |
|
|
Fisher Pivots for day following 01-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
9,045 |
9,000 |
PP |
9,032 |
8,995 |
S1 |
9,018 |
8,990 |
|