Trading Metrics calculated at close of trading on 07-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2011 |
07-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1,161.00 |
1,158.50 |
-2.50 |
-0.2% |
1,170.25 |
High |
1,161.00 |
1,194.00 |
33.00 |
2.8% |
1,223.75 |
Low |
1,130.50 |
1,158.50 |
28.00 |
2.5% |
1,163.00 |
Close |
1,158.75 |
1,193.25 |
34.50 |
3.0% |
1,163.50 |
Range |
30.50 |
35.50 |
5.00 |
16.4% |
60.75 |
ATR |
36.22 |
36.17 |
-0.05 |
-0.1% |
0.00 |
Volume |
62,357 |
246,217 |
183,860 |
294.9% |
114,222 |
|
Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,288.50 |
1,276.25 |
1,212.75 |
|
R3 |
1,253.00 |
1,240.75 |
1,203.00 |
|
R2 |
1,217.50 |
1,217.50 |
1,199.75 |
|
R1 |
1,205.25 |
1,205.25 |
1,196.50 |
1,211.50 |
PP |
1,182.00 |
1,182.00 |
1,182.00 |
1,185.00 |
S1 |
1,169.75 |
1,169.75 |
1,190.00 |
1,176.00 |
S2 |
1,146.50 |
1,146.50 |
1,186.75 |
|
S3 |
1,111.00 |
1,134.25 |
1,183.50 |
|
S4 |
1,075.50 |
1,098.75 |
1,173.75 |
|
|
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 |
1,130.50 |
93.25 |
7.8% |
31.25 |
2.6% |
67% |
False |
False |
76,511 |
10 |
1,223.75 |
1,126.75 |
97.00 |
8.1% |
33.25 |
2.8% |
69% |
False |
False |
47,168 |
20 |
1,223.75 |
1,097.50 |
126.25 |
10.6% |
38.00 |
3.2% |
76% |
False |
False |
26,866 |
40 |
1,342.00 |
1,071.50 |
270.50 |
22.7% |
35.50 |
3.0% |
45% |
False |
False |
15,288 |
60 |
1,348.75 |
1,071.50 |
277.25 |
23.2% |
30.25 |
2.5% |
44% |
False |
False |
10,556 |
80 |
1,348.75 |
1,071.50 |
277.25 |
23.2% |
26.25 |
2.2% |
44% |
False |
False |
7,948 |
100 |
1,361.00 |
1,071.50 |
289.50 |
24.3% |
24.00 |
2.0% |
42% |
False |
False |
6,403 |
120 |
1,361.00 |
1,071.50 |
289.50 |
24.3% |
22.00 |
1.8% |
42% |
False |
False |
5,357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,345.00 |
2.618 |
1,287.00 |
1.618 |
1,251.50 |
1.000 |
1,229.50 |
0.618 |
1,216.00 |
HIGH |
1,194.00 |
0.618 |
1,180.50 |
0.500 |
1,176.25 |
0.382 |
1,172.00 |
LOW |
1,158.50 |
0.618 |
1,136.50 |
1.000 |
1,123.00 |
1.618 |
1,101.00 |
2.618 |
1,065.50 |
4.250 |
1,007.50 |
|
|
Fisher Pivots for day following 07-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1,187.50 |
1,183.50 |
PP |
1,182.00 |
1,174.00 |
S1 |
1,176.25 |
1,164.50 |
|