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 |
5,675.0 |
5,793.5 |
118.5 |
2.1% |
5,461.0 |
High |
5,885.0 |
5,809.5 |
-75.5 |
-1.3% |
5,789.0 |
Low |
5,672.0 |
5,665.0 |
-7.0 |
-0.1% |
5,409.5 |
Close |
5,779.0 |
5,680.0 |
-99.0 |
-1.7% |
5,549.5 |
Range |
213.0 |
144.5 |
-68.5 |
-32.2% |
379.5 |
ATR |
236.9 |
230.3 |
-6.6 |
-2.8% |
0.0 |
Volume |
777 |
1,258 |
481 |
61.9% |
3,857 |
|
Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,151.7 |
6,060.3 |
5,759.5 |
|
R3 |
6,007.2 |
5,915.8 |
5,719.7 |
|
R2 |
5,862.7 |
5,862.7 |
5,706.5 |
|
R1 |
5,771.3 |
5,771.3 |
5,693.2 |
5,744.8 |
PP |
5,718.2 |
5,718.2 |
5,718.2 |
5,704.9 |
S1 |
5,626.8 |
5,626.8 |
5,666.8 |
5,600.3 |
S2 |
5,573.7 |
5,573.7 |
5,653.5 |
|
S3 |
5,429.2 |
5,482.3 |
5,640.3 |
|
S4 |
5,284.7 |
5,337.8 |
5,600.5 |
|
|
Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,721.2 |
6,514.8 |
5,758.2 |
|
R3 |
6,341.7 |
6,135.3 |
5,653.9 |
|
R2 |
5,962.2 |
5,962.2 |
5,619.1 |
|
R1 |
5,755.8 |
5,755.8 |
5,584.3 |
5,859.0 |
PP |
5,582.7 |
5,582.7 |
5,582.7 |
5,634.3 |
S1 |
5,376.3 |
5,376.3 |
5,514.7 |
5,479.5 |
S2 |
5,203.2 |
5,203.2 |
5,479.9 |
|
S3 |
4,823.7 |
4,996.8 |
5,445.1 |
|
S4 |
4,444.2 |
4,617.3 |
5,340.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,885.0 |
5,429.0 |
456.0 |
8.0% |
160.7 |
2.8% |
55% |
False |
False |
1,098 |
10 |
5,885.0 |
5,371.0 |
514.0 |
9.0% |
195.1 |
3.4% |
60% |
False |
False |
971 |
20 |
6,470.0 |
5,371.0 |
1,099.0 |
19.3% |
273.7 |
4.8% |
28% |
False |
False |
1,134 |
40 |
7,575.5 |
5,371.0 |
2,204.5 |
38.8% |
217.8 |
3.8% |
14% |
False |
False |
798 |
60 |
7,575.5 |
5,371.0 |
2,204.5 |
38.8% |
177.2 |
3.1% |
14% |
False |
False |
1,471 |
80 |
7,575.5 |
5,371.0 |
2,204.5 |
38.8% |
153.7 |
2.7% |
14% |
False |
False |
1,177 |
100 |
7,680.0 |
5,371.0 |
2,309.0 |
40.7% |
138.7 |
2.4% |
13% |
False |
False |
956 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,423.6 |
2.618 |
6,187.8 |
1.618 |
6,043.3 |
1.000 |
5,954.0 |
0.618 |
5,898.8 |
HIGH |
5,809.5 |
0.618 |
5,754.3 |
0.500 |
5,737.3 |
0.382 |
5,720.2 |
LOW |
5,665.0 |
0.618 |
5,575.7 |
1.000 |
5,520.5 |
1.618 |
5,431.2 |
2.618 |
5,286.7 |
4.250 |
5,050.9 |
|
|
Fisher Pivots for day following 01-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
5,737.3 |
5,737.5 |
PP |
5,718.2 |
5,718.3 |
S1 |
5,699.1 |
5,699.2 |
|