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 |
5,223.0 |
5,374.5 |
151.5 |
2.9% |
4,981.0 |
High |
5,373.5 |
5,418.0 |
44.5 |
0.8% |
5,211.0 |
Low |
5,222.0 |
5,325.0 |
103.0 |
2.0% |
4,959.5 |
Close |
5,353.5 |
5,325.0 |
-28.5 |
-0.5% |
5,097.0 |
Range |
151.5 |
93.0 |
-58.5 |
-38.6% |
251.5 |
ATR |
136.4 |
133.3 |
-3.1 |
-2.3% |
0.0 |
Volume |
3,159 |
601 |
-2,558 |
-81.0% |
10,354 |
|
Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,635.0 |
5,573.0 |
5,376.0 |
|
R3 |
5,542.0 |
5,480.0 |
5,350.5 |
|
R2 |
5,449.0 |
5,449.0 |
5,342.0 |
|
R1 |
5,387.0 |
5,387.0 |
5,333.5 |
5,371.5 |
PP |
5,356.0 |
5,356.0 |
5,356.0 |
5,348.0 |
S1 |
5,294.0 |
5,294.0 |
5,316.5 |
5,278.5 |
S2 |
5,263.0 |
5,263.0 |
5,308.0 |
|
S3 |
5,170.0 |
5,201.0 |
5,299.5 |
|
S4 |
5,077.0 |
5,108.0 |
5,274.0 |
|
|
Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,843.5 |
5,722.0 |
5,235.5 |
|
R3 |
5,592.0 |
5,470.5 |
5,166.0 |
|
R2 |
5,340.5 |
5,340.5 |
5,143.0 |
|
R1 |
5,219.0 |
5,219.0 |
5,120.0 |
5,280.0 |
PP |
5,089.0 |
5,089.0 |
5,089.0 |
5,119.5 |
S1 |
4,967.5 |
4,967.5 |
5,074.0 |
5,028.0 |
S2 |
4,837.5 |
4,837.5 |
5,051.0 |
|
S3 |
4,586.0 |
4,716.0 |
5,028.0 |
|
S4 |
4,334.5 |
4,464.5 |
4,958.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,418.0 |
4,990.0 |
428.0 |
8.0% |
114.0 |
2.1% |
78% |
True |
False |
900 |
10 |
5,418.0 |
4,915.0 |
503.0 |
9.4% |
133.5 |
2.5% |
82% |
True |
False |
1,607 |
20 |
5,581.0 |
4,819.5 |
761.5 |
14.3% |
146.5 |
2.7% |
66% |
False |
False |
840 |
40 |
6,000.5 |
4,819.5 |
1,181.0 |
22.2% |
97.5 |
1.8% |
43% |
False |
False |
424 |
60 |
6,000.5 |
4,819.5 |
1,181.0 |
22.2% |
73.5 |
1.4% |
43% |
False |
False |
289 |
80 |
6,000.5 |
4,819.5 |
1,181.0 |
22.2% |
56.5 |
1.1% |
43% |
False |
False |
218 |
100 |
6,000.5 |
4,819.5 |
1,181.0 |
22.2% |
46.0 |
0.9% |
43% |
False |
False |
175 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,813.0 |
2.618 |
5,661.5 |
1.618 |
5,568.5 |
1.000 |
5,511.0 |
0.618 |
5,475.5 |
HIGH |
5,418.0 |
0.618 |
5,382.5 |
0.500 |
5,371.5 |
0.382 |
5,360.5 |
LOW |
5,325.0 |
0.618 |
5,267.5 |
1.000 |
5,232.0 |
1.618 |
5,174.5 |
2.618 |
5,081.5 |
4.250 |
4,930.0 |
|
|
Fisher Pivots for day following 01-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
5,371.5 |
5,318.0 |
PP |
5,356.0 |
5,311.0 |
S1 |
5,340.5 |
5,304.0 |
|