Trading Metrics calculated at close of trading on 06-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2011 |
06-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
9,020 |
8,795 |
-225 |
-2.5% |
8,785 |
High |
9,025 |
8,845 |
-180 |
-2.0% |
9,105 |
Low |
8,800 |
8,590 |
-210 |
-2.4% |
8,760 |
Close |
8,835 |
8,730 |
-105 |
-1.2% |
8,835 |
Range |
225 |
255 |
30 |
13.3% |
345 |
ATR |
214 |
217 |
3 |
1.4% |
0 |
Volume |
12,098 |
12,098 |
0 |
0.0% |
40,997 |
|
Daily Pivots for day following 06-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,487 |
9,363 |
8,870 |
|
R3 |
9,232 |
9,108 |
8,800 |
|
R2 |
8,977 |
8,977 |
8,777 |
|
R1 |
8,853 |
8,853 |
8,754 |
8,788 |
PP |
8,722 |
8,722 |
8,722 |
8,689 |
S1 |
8,598 |
8,598 |
8,707 |
8,533 |
S2 |
8,467 |
8,467 |
8,683 |
|
S3 |
8,212 |
8,343 |
8,660 |
|
S4 |
7,957 |
8,088 |
8,590 |
|
|
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 |
8,590 |
515 |
5.9% |
183 |
2.1% |
27% |
False |
True |
9,586 |
10 |
9,105 |
8,590 |
515 |
5.9% |
189 |
2.2% |
27% |
False |
True |
9,508 |
20 |
9,205 |
8,590 |
615 |
7.0% |
234 |
2.7% |
23% |
False |
True |
12,663 |
40 |
10,190 |
8,590 |
1,600 |
18.3% |
226 |
2.6% |
9% |
False |
True |
12,791 |
60 |
10,255 |
8,590 |
1,665 |
19.1% |
200 |
2.3% |
8% |
False |
True |
11,188 |
80 |
10,255 |
8,590 |
1,665 |
19.1% |
174 |
2.0% |
8% |
False |
True |
9,170 |
100 |
10,255 |
8,590 |
1,665 |
19.1% |
142 |
1.6% |
8% |
False |
True |
7,337 |
120 |
10,255 |
8,590 |
1,665 |
19.1% |
123 |
1.4% |
8% |
False |
True |
6,114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,929 |
2.618 |
9,513 |
1.618 |
9,258 |
1.000 |
9,100 |
0.618 |
9,003 |
HIGH |
8,845 |
0.618 |
8,748 |
0.500 |
8,718 |
0.382 |
8,688 |
LOW |
8,590 |
0.618 |
8,433 |
1.000 |
8,335 |
1.618 |
8,178 |
2.618 |
7,923 |
4.250 |
7,506 |
|
|
Fisher Pivots for day following 06-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
8,726 |
8,848 |
PP |
8,722 |
8,808 |
S1 |
8,718 |
8,769 |
|