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 |
11,560.48 |
11,613.30 |
52.82 |
0.5% |
10,820.37 |
High |
11,712.60 |
11,716.84 |
4.24 |
0.0% |
11,406.39 |
Low |
11,528.08 |
11,488.46 |
-39.62 |
-0.3% |
10,820.37 |
Close |
11,613.53 |
11,493.57 |
-119.96 |
-1.0% |
11,284.54 |
Range |
184.52 |
228.38 |
43.86 |
23.8% |
586.02 |
ATR |
279.80 |
276.13 |
-3.67 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,251.43 |
12,100.88 |
11,619.18 |
|
R3 |
12,023.05 |
11,872.50 |
11,556.37 |
|
R2 |
11,794.67 |
11,794.67 |
11,535.44 |
|
R1 |
11,644.12 |
11,644.12 |
11,514.50 |
11,605.21 |
PP |
11,566.29 |
11,566.29 |
11,566.29 |
11,546.83 |
S1 |
11,415.74 |
11,415.74 |
11,472.64 |
11,376.83 |
S2 |
11,337.91 |
11,337.91 |
11,451.70 |
|
S3 |
11,109.53 |
11,187.36 |
11,430.77 |
|
S4 |
10,881.15 |
10,958.98 |
11,367.96 |
|
|
Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,928.49 |
12,692.54 |
11,606.85 |
|
R3 |
12,342.47 |
12,106.52 |
11,445.70 |
|
R2 |
11,756.45 |
11,756.45 |
11,391.98 |
|
R1 |
11,520.50 |
11,520.50 |
11,338.26 |
11,638.48 |
PP |
11,170.43 |
11,170.43 |
11,170.43 |
11,229.42 |
S1 |
10,934.48 |
10,934.48 |
11,230.82 |
11,052.46 |
S2 |
10,584.41 |
10,584.41 |
11,177.10 |
|
S3 |
9,998.39 |
10,348.46 |
11,123.38 |
|
S4 |
9,412.37 |
9,762.44 |
10,962.23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,716.84 |
10,929.20 |
787.64 |
6.9% |
253.20 |
2.2% |
72% |
True |
False |
|
10 |
11,716.84 |
10,801.41 |
915.43 |
8.0% |
259.18 |
2.3% |
76% |
True |
False |
|
20 |
11,716.84 |
10,604.07 |
1,112.77 |
9.7% |
335.49 |
2.9% |
80% |
True |
False |
|
40 |
12,751.43 |
10,604.07 |
2,147.36 |
18.7% |
259.72 |
2.3% |
41% |
False |
False |
|
60 |
12,753.89 |
10,604.07 |
2,149.82 |
18.7% |
220.23 |
1.9% |
41% |
False |
False |
|
80 |
12,753.89 |
10,604.07 |
2,149.82 |
18.7% |
198.71 |
1.7% |
41% |
False |
False |
|
100 |
12,876.00 |
10,604.07 |
2,271.93 |
19.8% |
183.83 |
1.6% |
39% |
False |
False |
|
120 |
12,876.00 |
10,604.07 |
2,271.93 |
19.8% |
174.06 |
1.5% |
39% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,687.46 |
2.618 |
12,314.74 |
1.618 |
12,086.36 |
1.000 |
11,945.22 |
0.618 |
11,857.98 |
HIGH |
11,716.84 |
0.618 |
11,629.60 |
0.500 |
11,602.65 |
0.382 |
11,575.70 |
LOW |
11,488.46 |
0.618 |
11,347.32 |
1.000 |
11,260.08 |
1.618 |
11,118.94 |
2.618 |
10,890.56 |
4.250 |
10,517.85 |
|
|
Fisher Pivots for day following 01-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
11,602.65 |
11,573.12 |
PP |
11,566.29 |
11,546.60 |
S1 |
11,529.93 |
11,520.09 |
|