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 |
5,665.0 |
5,215.5 |
-449.5 |
-7.9% |
5,665.0 |
High |
5,665.0 |
5,343.5 |
-321.5 |
-5.7% |
5,885.0 |
Low |
5,517.0 |
5,164.0 |
-353.0 |
-6.4% |
5,517.0 |
Close |
5,557.0 |
5,286.0 |
-271.0 |
-4.9% |
5,557.0 |
Range |
148.0 |
179.5 |
31.5 |
21.3% |
368.0 |
ATR |
225.5 |
237.4 |
12.0 |
5.3% |
0.0 |
Volume |
2,163 |
5,289 |
3,126 |
144.5% |
6,907 |
|
Daily Pivots for day following 06-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,803.0 |
5,724.0 |
5,384.7 |
|
R3 |
5,623.5 |
5,544.5 |
5,335.4 |
|
R2 |
5,444.0 |
5,444.0 |
5,318.9 |
|
R1 |
5,365.0 |
5,365.0 |
5,302.5 |
5,404.5 |
PP |
5,264.5 |
5,264.5 |
5,264.5 |
5,284.3 |
S1 |
5,185.5 |
5,185.5 |
5,269.5 |
5,225.0 |
S2 |
5,085.0 |
5,085.0 |
5,253.1 |
|
S3 |
4,905.5 |
5,006.0 |
5,236.6 |
|
S4 |
4,726.0 |
4,826.5 |
5,187.3 |
|
|
Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,757.0 |
6,525.0 |
5,759.4 |
|
R3 |
6,389.0 |
6,157.0 |
5,658.2 |
|
R2 |
6,021.0 |
6,021.0 |
5,624.5 |
|
R1 |
5,789.0 |
5,789.0 |
5,590.7 |
5,721.0 |
PP |
5,653.0 |
5,653.0 |
5,653.0 |
5,619.0 |
S1 |
5,421.0 |
5,421.0 |
5,523.3 |
5,353.0 |
S2 |
5,285.0 |
5,285.0 |
5,489.5 |
|
S3 |
4,917.0 |
5,053.0 |
5,455.8 |
|
S4 |
4,549.0 |
4,685.0 |
5,354.6 |
|
|
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 |
5,164.0 |
721.0 |
13.6% |
167.1 |
3.2% |
17% |
False |
True |
2,317 |
10 |
5,885.0 |
5,164.0 |
721.0 |
13.6% |
185.3 |
3.5% |
17% |
False |
True |
1,560 |
20 |
6,135.0 |
5,164.0 |
971.0 |
18.4% |
246.8 |
4.7% |
13% |
False |
True |
1,284 |
40 |
7,425.0 |
5,164.0 |
2,261.0 |
42.8% |
217.9 |
4.1% |
5% |
False |
True |
948 |
60 |
7,575.5 |
5,164.0 |
2,411.5 |
45.6% |
179.2 |
3.4% |
5% |
False |
True |
1,504 |
80 |
7,575.5 |
5,164.0 |
2,411.5 |
45.6% |
154.9 |
2.9% |
5% |
False |
True |
1,266 |
100 |
7,680.0 |
5,164.0 |
2,516.0 |
47.6% |
140.7 |
2.7% |
5% |
False |
True |
1,030 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,106.4 |
2.618 |
5,813.4 |
1.618 |
5,633.9 |
1.000 |
5,523.0 |
0.618 |
5,454.4 |
HIGH |
5,343.5 |
0.618 |
5,274.9 |
0.500 |
5,253.8 |
0.382 |
5,232.6 |
LOW |
5,164.0 |
0.618 |
5,053.1 |
1.000 |
4,984.5 |
1.618 |
4,873.6 |
2.618 |
4,694.1 |
4.250 |
4,401.1 |
|
|
Fisher Pivots for day following 06-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
5,275.3 |
5,486.8 |
PP |
5,264.5 |
5,419.8 |
S1 |
5,253.8 |
5,352.9 |
|