Trading Metrics calculated at close of trading on 05-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2011 |
05-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
5,342.0 |
5,225.0 |
-117.0 |
-2.2% |
5,261.0 |
High |
5,369.5 |
5,227.5 |
-142.0 |
-2.6% |
5,445.0 |
Low |
5,237.0 |
5,058.0 |
-179.0 |
-3.4% |
5,199.0 |
Close |
5,258.5 |
5,069.5 |
-189.0 |
-3.6% |
5,258.5 |
Range |
132.5 |
169.5 |
37.0 |
27.9% |
246.0 |
ATR |
171.5 |
173.6 |
2.1 |
1.2% |
0.0 |
Volume |
114,680 |
114,497 |
-183 |
-0.2% |
508,968 |
|
Daily Pivots for day following 05-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,627.0 |
5,517.5 |
5,162.5 |
|
R3 |
5,457.5 |
5,348.0 |
5,116.0 |
|
R2 |
5,288.0 |
5,288.0 |
5,100.5 |
|
R1 |
5,178.5 |
5,178.5 |
5,085.0 |
5,148.5 |
PP |
5,118.5 |
5,118.5 |
5,118.5 |
5,103.0 |
S1 |
5,009.0 |
5,009.0 |
5,054.0 |
4,979.0 |
S2 |
4,949.0 |
4,949.0 |
5,038.5 |
|
S3 |
4,779.5 |
4,839.5 |
5,023.0 |
|
S4 |
4,610.0 |
4,670.0 |
4,976.5 |
|
|
Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,039.0 |
5,894.5 |
5,394.0 |
|
R3 |
5,793.0 |
5,648.5 |
5,326.0 |
|
R2 |
5,547.0 |
5,547.0 |
5,303.5 |
|
R1 |
5,402.5 |
5,402.5 |
5,281.0 |
5,352.0 |
PP |
5,301.0 |
5,301.0 |
5,301.0 |
5,275.5 |
S1 |
5,156.5 |
5,156.5 |
5,236.0 |
5,106.0 |
S2 |
5,055.0 |
5,055.0 |
5,213.5 |
|
S3 |
4,809.0 |
4,910.5 |
5,191.0 |
|
S4 |
4,563.0 |
4,664.5 |
5,123.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,445.0 |
5,058.0 |
387.0 |
7.6% |
134.0 |
2.6% |
3% |
False |
True |
124,693 |
10 |
5,445.0 |
4,957.0 |
488.0 |
9.6% |
152.0 |
3.0% |
23% |
False |
False |
124,614 |
20 |
5,445.0 |
4,701.5 |
743.5 |
14.7% |
208.0 |
4.1% |
49% |
False |
False |
162,874 |
40 |
5,976.5 |
4,701.5 |
1,275.0 |
25.2% |
164.0 |
3.2% |
29% |
False |
False |
140,212 |
60 |
6,049.0 |
4,701.5 |
1,347.5 |
26.6% |
136.0 |
2.7% |
27% |
False |
False |
131,833 |
80 |
6,049.0 |
4,701.5 |
1,347.5 |
26.6% |
118.5 |
2.3% |
27% |
False |
False |
100,714 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,948.0 |
2.618 |
5,671.5 |
1.618 |
5,502.0 |
1.000 |
5,397.0 |
0.618 |
5,332.5 |
HIGH |
5,227.5 |
0.618 |
5,163.0 |
0.500 |
5,143.0 |
0.382 |
5,122.5 |
LOW |
5,058.0 |
0.618 |
4,953.0 |
1.000 |
4,888.5 |
1.618 |
4,783.5 |
2.618 |
4,614.0 |
4.250 |
4,337.5 |
|
|
Fisher Pivots for day following 05-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
5,143.0 |
5,251.5 |
PP |
5,118.5 |
5,191.0 |
S1 |
5,094.0 |
5,130.0 |
|