Trading Metrics calculated at close of trading on 08-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2011 |
08-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1,158.50 |
1,193.75 |
35.25 |
3.0% |
1,170.25 |
High |
1,194.00 |
1,198.00 |
4.00 |
0.3% |
1,223.75 |
Low |
1,158.50 |
1,176.25 |
17.75 |
1.5% |
1,163.00 |
Close |
1,193.25 |
1,180.00 |
-13.25 |
-1.1% |
1,163.50 |
Range |
35.50 |
21.75 |
-13.75 |
-38.7% |
60.75 |
ATR |
36.17 |
35.14 |
-1.03 |
-2.8% |
0.00 |
Volume |
246,217 |
1,326,103 |
1,079,886 |
438.6% |
114,222 |
|
Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,250.00 |
1,236.75 |
1,192.00 |
|
R3 |
1,228.25 |
1,215.00 |
1,186.00 |
|
R2 |
1,206.50 |
1,206.50 |
1,184.00 |
|
R1 |
1,193.25 |
1,193.25 |
1,182.00 |
1,189.00 |
PP |
1,184.75 |
1,184.75 |
1,184.75 |
1,182.50 |
S1 |
1,171.50 |
1,171.50 |
1,178.00 |
1,167.25 |
S2 |
1,163.00 |
1,163.00 |
1,176.00 |
|
S3 |
1,141.25 |
1,149.75 |
1,174.00 |
|
S4 |
1,119.50 |
1,128.00 |
1,168.00 |
|
|
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 |
1,222.00 |
1,130.50 |
91.50 |
7.8% |
30.00 |
2.5% |
54% |
False |
False |
339,401 |
10 |
1,223.75 |
1,126.75 |
97.00 |
8.2% |
32.00 |
2.7% |
55% |
False |
False |
178,185 |
20 |
1,223.75 |
1,097.50 |
126.25 |
10.7% |
36.00 |
3.0% |
65% |
False |
False |
92,462 |
40 |
1,342.00 |
1,071.50 |
270.50 |
22.9% |
35.50 |
3.0% |
40% |
False |
False |
48,363 |
60 |
1,348.75 |
1,071.50 |
277.25 |
23.5% |
30.25 |
2.6% |
39% |
False |
False |
32,642 |
80 |
1,348.75 |
1,071.50 |
277.25 |
23.5% |
26.50 |
2.2% |
39% |
False |
False |
24,524 |
100 |
1,361.00 |
1,071.50 |
289.50 |
24.5% |
24.00 |
2.0% |
37% |
False |
False |
19,658 |
120 |
1,361.00 |
1,071.50 |
289.50 |
24.5% |
22.00 |
1.9% |
37% |
False |
False |
16,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,290.50 |
2.618 |
1,255.00 |
1.618 |
1,233.25 |
1.000 |
1,219.75 |
0.618 |
1,211.50 |
HIGH |
1,198.00 |
0.618 |
1,189.75 |
0.500 |
1,187.00 |
0.382 |
1,184.50 |
LOW |
1,176.25 |
0.618 |
1,162.75 |
1.000 |
1,154.50 |
1.618 |
1,141.00 |
2.618 |
1,119.25 |
4.250 |
1,083.75 |
|
|
Fisher Pivots for day following 08-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1,187.00 |
1,174.75 |
PP |
1,184.75 |
1,169.50 |
S1 |
1,182.50 |
1,164.25 |
|