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 |
11,611 |
11,468 |
-143 |
-1.2% |
11,266 |
High |
11,705 |
11,518 |
-187 |
-1.6% |
11,705 |
Low |
11,460 |
11,199 |
-261 |
-2.3% |
11,199 |
Close |
11,465 |
11,208 |
-257 |
-2.2% |
11,208 |
Range |
245 |
319 |
74 |
30.2% |
506 |
ATR |
314 |
314 |
0 |
0.1% |
0 |
Volume |
114,686 |
119,450 |
4,764 |
4.2% |
579,605 |
|
Daily Pivots for day following 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,265 |
12,056 |
11,384 |
|
R3 |
11,946 |
11,737 |
11,296 |
|
R2 |
11,627 |
11,627 |
11,267 |
|
R1 |
11,418 |
11,418 |
11,237 |
11,363 |
PP |
11,308 |
11,308 |
11,308 |
11,281 |
S1 |
11,099 |
11,099 |
11,179 |
11,044 |
S2 |
10,989 |
10,989 |
11,150 |
|
S3 |
10,670 |
10,780 |
11,120 |
|
S4 |
10,351 |
10,461 |
11,033 |
|
|
Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,889 |
12,554 |
11,486 |
|
R3 |
12,383 |
12,048 |
11,347 |
|
R2 |
11,877 |
11,877 |
11,301 |
|
R1 |
11,542 |
11,542 |
11,255 |
11,457 |
PP |
11,371 |
11,371 |
11,371 |
11,328 |
S1 |
11,036 |
11,036 |
11,162 |
10,951 |
S2 |
10,865 |
10,865 |
11,115 |
|
S3 |
10,359 |
10,530 |
11,069 |
|
S4 |
9,853 |
10,024 |
10,930 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,705 |
11,199 |
506 |
4.5% |
256 |
2.3% |
2% |
False |
True |
115,921 |
10 |
11,705 |
10,713 |
992 |
8.9% |
295 |
2.6% |
50% |
False |
False |
128,534 |
20 |
11,705 |
10,401 |
1,304 |
11.6% |
376 |
3.4% |
62% |
False |
False |
172,776 |
40 |
12,749 |
10,401 |
2,348 |
20.9% |
304 |
2.7% |
34% |
False |
False |
157,762 |
60 |
12,749 |
10,401 |
2,348 |
20.9% |
257 |
2.3% |
34% |
False |
False |
145,513 |
80 |
12,749 |
10,401 |
2,348 |
20.9% |
229 |
2.0% |
34% |
False |
False |
109,776 |
100 |
12,803 |
10,401 |
2,402 |
21.4% |
211 |
1.9% |
34% |
False |
False |
87,838 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,874 |
2.618 |
12,353 |
1.618 |
12,034 |
1.000 |
11,837 |
0.618 |
11,715 |
HIGH |
11,518 |
0.618 |
11,396 |
0.500 |
11,359 |
0.382 |
11,321 |
LOW |
11,199 |
0.618 |
11,002 |
1.000 |
10,880 |
1.618 |
10,683 |
2.618 |
10,364 |
4.250 |
9,843 |
|
|
Fisher Pivots for day following 02-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
11,359 |
11,452 |
PP |
11,308 |
11,371 |
S1 |
11,258 |
11,289 |
|