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 |
1,212.00 |
1,195.00 |
-17.00 |
-1.4% |
1,170.25 |
High |
1,222.00 |
1,198.25 |
-23.75 |
-1.9% |
1,223.75 |
Low |
1,195.25 |
1,163.00 |
-32.25 |
-2.7% |
1,163.00 |
Close |
1,195.50 |
1,163.50 |
-32.00 |
-2.7% |
1,163.50 |
Range |
26.75 |
35.25 |
8.50 |
31.8% |
60.75 |
ATR |
36.56 |
36.46 |
-0.09 |
-0.3% |
0.00 |
Volume |
28,654 |
33,677 |
5,023 |
17.5% |
114,222 |
|
Daily Pivots for day following 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,280.75 |
1,257.25 |
1,183.00 |
|
R3 |
1,245.50 |
1,222.00 |
1,173.25 |
|
R2 |
1,210.25 |
1,210.25 |
1,170.00 |
|
R1 |
1,186.75 |
1,186.75 |
1,166.75 |
1,181.00 |
PP |
1,175.00 |
1,175.00 |
1,175.00 |
1,172.00 |
S1 |
1,151.50 |
1,151.50 |
1,160.25 |
1,145.50 |
S2 |
1,139.75 |
1,139.75 |
1,157.00 |
|
S3 |
1,104.50 |
1,116.25 |
1,153.75 |
|
S4 |
1,069.25 |
1,081.00 |
1,144.00 |
|
|
Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,365.75 |
1,325.25 |
1,197.00 |
|
R3 |
1,305.00 |
1,264.50 |
1,180.25 |
|
R2 |
1,244.25 |
1,244.25 |
1,174.75 |
|
R1 |
1,203.75 |
1,203.75 |
1,169.00 |
1,193.50 |
PP |
1,183.50 |
1,183.50 |
1,183.50 |
1,178.25 |
S1 |
1,143.00 |
1,143.00 |
1,158.00 |
1,133.00 |
S2 |
1,122.75 |
1,122.75 |
1,152.25 |
|
S3 |
1,062.00 |
1,082.25 |
1,146.75 |
|
S4 |
1,001.25 |
1,021.50 |
1,130.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,223.75 |
1,163.00 |
60.75 |
5.2% |
30.00 |
2.6% |
1% |
False |
True |
22,844 |
10 |
1,223.75 |
1,105.75 |
118.00 |
10.1% |
34.25 |
2.9% |
49% |
False |
False |
17,547 |
20 |
1,223.75 |
1,071.50 |
152.25 |
13.1% |
43.75 |
3.8% |
60% |
False |
False |
12,634 |
40 |
1,342.00 |
1,071.50 |
270.50 |
23.2% |
35.25 |
3.0% |
34% |
False |
False |
7,648 |
60 |
1,348.75 |
1,071.50 |
277.25 |
23.8% |
29.75 |
2.6% |
33% |
False |
False |
5,421 |
80 |
1,348.75 |
1,071.50 |
277.25 |
23.8% |
26.00 |
2.2% |
33% |
False |
False |
4,092 |
100 |
1,361.00 |
1,071.50 |
289.50 |
24.9% |
23.50 |
2.0% |
32% |
False |
False |
3,323 |
120 |
1,361.00 |
1,071.50 |
289.50 |
24.9% |
22.00 |
1.9% |
32% |
False |
False |
2,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,348.00 |
2.618 |
1,290.50 |
1.618 |
1,255.25 |
1.000 |
1,233.50 |
0.618 |
1,220.00 |
HIGH |
1,198.25 |
0.618 |
1,184.75 |
0.500 |
1,180.50 |
0.382 |
1,176.50 |
LOW |
1,163.00 |
0.618 |
1,141.25 |
1.000 |
1,127.75 |
1.618 |
1,106.00 |
2.618 |
1,070.75 |
4.250 |
1,013.25 |
|
|
Fisher Pivots for day following 02-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1,180.50 |
1,193.50 |
PP |
1,175.00 |
1,183.50 |
S1 |
1,169.25 |
1,173.50 |
|