Trading Metrics calculated at close of trading on 02-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2011 |
02-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
9,010 |
9,020 |
10 |
0.1% |
8,785 |
High |
9,105 |
9,025 |
-80 |
-0.9% |
9,105 |
Low |
8,985 |
8,800 |
-185 |
-2.1% |
8,760 |
Close |
9,005 |
8,835 |
-170 |
-1.9% |
8,835 |
Range |
120 |
225 |
105 |
87.5% |
345 |
ATR |
213 |
214 |
1 |
0.4% |
0 |
Volume |
8,920 |
12,098 |
3,178 |
35.6% |
40,997 |
|
Daily Pivots for day following 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,562 |
9,423 |
8,959 |
|
R3 |
9,337 |
9,198 |
8,897 |
|
R2 |
9,112 |
9,112 |
8,876 |
|
R1 |
8,973 |
8,973 |
8,856 |
8,930 |
PP |
8,887 |
8,887 |
8,887 |
8,865 |
S1 |
8,748 |
8,748 |
8,815 |
8,705 |
S2 |
8,662 |
8,662 |
8,794 |
|
S3 |
8,437 |
8,523 |
8,773 |
|
S4 |
8,212 |
8,298 |
8,711 |
|
|
Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,935 |
9,730 |
9,025 |
|
R3 |
9,590 |
9,385 |
8,930 |
|
R2 |
9,245 |
9,245 |
8,898 |
|
R1 |
9,040 |
9,040 |
8,867 |
9,143 |
PP |
8,900 |
8,900 |
8,900 |
8,951 |
S1 |
8,695 |
8,695 |
8,804 |
8,798 |
S2 |
8,555 |
8,555 |
8,772 |
|
S3 |
8,210 |
8,350 |
8,740 |
|
S4 |
7,865 |
8,005 |
8,645 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,105 |
8,760 |
345 |
3.9% |
173 |
2.0% |
22% |
False |
False |
8,199 |
10 |
9,105 |
8,600 |
505 |
5.7% |
182 |
2.1% |
47% |
False |
False |
9,212 |
20 |
9,260 |
8,600 |
660 |
7.5% |
249 |
2.8% |
36% |
False |
False |
13,941 |
40 |
10,190 |
8,600 |
1,590 |
18.0% |
225 |
2.5% |
15% |
False |
False |
12,805 |
60 |
10,255 |
8,600 |
1,655 |
18.7% |
200 |
2.3% |
14% |
False |
False |
11,104 |
80 |
10,255 |
8,600 |
1,655 |
18.7% |
171 |
1.9% |
14% |
False |
False |
9,019 |
100 |
10,255 |
8,600 |
1,655 |
18.7% |
140 |
1.6% |
14% |
False |
False |
7,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,981 |
2.618 |
9,614 |
1.618 |
9,389 |
1.000 |
9,250 |
0.618 |
9,164 |
HIGH |
9,025 |
0.618 |
8,939 |
0.500 |
8,913 |
0.382 |
8,886 |
LOW |
8,800 |
0.618 |
8,661 |
1.000 |
8,575 |
1.618 |
8,436 |
2.618 |
8,211 |
4.250 |
7,844 |
|
|
Fisher Pivots for day following 02-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
8,913 |
8,953 |
PP |
8,887 |
8,913 |
S1 |
8,861 |
8,874 |
|