Trading Metrics calculated at close of trading on 06-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2011 |
06-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
5,199.0 |
5,022.5 |
-176.5 |
-3.4% |
5,241.5 |
High |
5,199.0 |
5,187.5 |
-11.5 |
-0.2% |
5,418.0 |
Low |
5,036.0 |
5,018.5 |
-17.5 |
-0.3% |
5,190.5 |
Close |
5,046.0 |
5,187.5 |
141.5 |
2.8% |
5,231.0 |
Range |
163.0 |
169.0 |
6.0 |
3.7% |
227.5 |
ATR |
136.7 |
139.0 |
2.3 |
1.7% |
0.0 |
Volume |
28,893 |
13,251 |
-15,642 |
-54.1% |
4,057 |
|
Daily Pivots for day following 06-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,638.0 |
5,582.0 |
5,280.5 |
|
R3 |
5,469.0 |
5,413.0 |
5,234.0 |
|
R2 |
5,300.0 |
5,300.0 |
5,218.5 |
|
R1 |
5,244.0 |
5,244.0 |
5,203.0 |
5,272.0 |
PP |
5,131.0 |
5,131.0 |
5,131.0 |
5,145.0 |
S1 |
5,075.0 |
5,075.0 |
5,172.0 |
5,103.0 |
S2 |
4,962.0 |
4,962.0 |
5,156.5 |
|
S3 |
4,793.0 |
4,906.0 |
5,141.0 |
|
S4 |
4,624.0 |
4,737.0 |
5,094.5 |
|
|
Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,962.5 |
5,824.0 |
5,356.0 |
|
R3 |
5,735.0 |
5,596.5 |
5,293.5 |
|
R2 |
5,507.5 |
5,507.5 |
5,272.5 |
|
R1 |
5,369.0 |
5,369.0 |
5,252.0 |
5,324.5 |
PP |
5,280.0 |
5,280.0 |
5,280.0 |
5,257.5 |
S1 |
5,141.5 |
5,141.5 |
5,210.0 |
5,097.0 |
S2 |
5,052.5 |
5,052.5 |
5,189.5 |
|
S3 |
4,825.0 |
4,914.0 |
5,168.5 |
|
S4 |
4,597.5 |
4,686.5 |
5,106.0 |
|
|
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 |
5,018.5 |
399.5 |
7.7% |
139.0 |
2.7% |
42% |
False |
True |
9,230 |
10 |
5,418.0 |
4,990.0 |
428.0 |
8.3% |
124.5 |
2.4% |
46% |
False |
False |
5,345 |
20 |
5,418.0 |
4,819.5 |
598.5 |
11.5% |
137.5 |
2.7% |
61% |
False |
False |
2,952 |
40 |
5,885.0 |
4,819.5 |
1,065.5 |
20.5% |
105.5 |
2.0% |
35% |
False |
False |
1,484 |
60 |
6,000.5 |
4,819.5 |
1,181.0 |
22.8% |
80.5 |
1.6% |
31% |
False |
False |
996 |
80 |
6,000.5 |
4,819.5 |
1,181.0 |
22.8% |
62.0 |
1.2% |
31% |
False |
False |
748 |
100 |
6,000.5 |
4,819.5 |
1,181.0 |
22.8% |
50.5 |
1.0% |
31% |
False |
False |
599 |
120 |
6,000.5 |
4,819.5 |
1,181.0 |
22.8% |
43.0 |
0.8% |
31% |
False |
False |
500 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,906.0 |
2.618 |
5,630.0 |
1.618 |
5,461.0 |
1.000 |
5,356.5 |
0.618 |
5,292.0 |
HIGH |
5,187.5 |
0.618 |
5,123.0 |
0.500 |
5,103.0 |
0.382 |
5,083.0 |
LOW |
5,018.5 |
0.618 |
4,914.0 |
1.000 |
4,849.5 |
1.618 |
4,745.0 |
2.618 |
4,576.0 |
4.250 |
4,300.0 |
|
|
Fisher Pivots for day following 06-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
5,159.5 |
5,184.5 |
PP |
5,131.0 |
5,181.5 |
S1 |
5,103.0 |
5,178.0 |
|