Trading Metrics calculated at close of trading on 02-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2011 |
02-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
11,613.30 |
11,492.06 |
-121.24 |
-1.0% |
11,286.65 |
High |
11,716.84 |
11,492.14 |
-224.70 |
-1.9% |
11,716.84 |
Low |
11,488.46 |
11,211.35 |
-277.11 |
-2.4% |
11,211.35 |
Close |
11,493.57 |
11,240.26 |
-253.31 |
-2.2% |
11,240.26 |
Range |
228.38 |
280.79 |
52.41 |
22.9% |
505.49 |
ATR |
276.13 |
276.56 |
0.44 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,156.95 |
11,979.40 |
11,394.69 |
|
R3 |
11,876.16 |
11,698.61 |
11,317.48 |
|
R2 |
11,595.37 |
11,595.37 |
11,291.74 |
|
R1 |
11,417.82 |
11,417.82 |
11,266.00 |
11,366.20 |
PP |
11,314.58 |
11,314.58 |
11,314.58 |
11,288.78 |
S1 |
11,137.03 |
11,137.03 |
11,214.52 |
11,085.41 |
S2 |
11,033.79 |
11,033.79 |
11,188.78 |
|
S3 |
10,753.00 |
10,856.24 |
11,163.04 |
|
S4 |
10,472.21 |
10,575.45 |
11,085.83 |
|
|
Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,905.95 |
12,578.60 |
11,518.28 |
|
R3 |
12,400.46 |
12,073.11 |
11,379.27 |
|
R2 |
11,894.97 |
11,894.97 |
11,332.93 |
|
R1 |
11,567.62 |
11,567.62 |
11,286.60 |
11,478.55 |
PP |
11,389.48 |
11,389.48 |
11,389.48 |
11,344.95 |
S1 |
11,062.13 |
11,062.13 |
11,193.92 |
10,973.06 |
S2 |
10,883.99 |
10,883.99 |
11,147.59 |
|
S3 |
10,378.50 |
10,556.64 |
11,101.25 |
|
S4 |
9,873.01 |
10,051.15 |
10,962.24 |
|
|
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 |
11,211.35 |
505.49 |
4.5% |
229.91 |
2.0% |
6% |
False |
True |
|
10 |
11,716.84 |
10,820.37 |
896.47 |
8.0% |
258.76 |
2.3% |
47% |
False |
False |
|
20 |
11,716.84 |
10,604.07 |
1,112.77 |
9.9% |
328.71 |
2.9% |
57% |
False |
False |
|
40 |
12,751.43 |
10,604.07 |
2,147.36 |
19.1% |
262.98 |
2.3% |
30% |
False |
False |
|
60 |
12,753.89 |
10,604.07 |
2,149.82 |
19.1% |
222.67 |
2.0% |
30% |
False |
False |
|
80 |
12,753.89 |
10,604.07 |
2,149.82 |
19.1% |
200.08 |
1.8% |
30% |
False |
False |
|
100 |
12,876.00 |
10,604.07 |
2,271.93 |
20.2% |
185.16 |
1.6% |
28% |
False |
False |
|
120 |
12,876.00 |
10,604.07 |
2,271.93 |
20.2% |
173.96 |
1.5% |
28% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,685.50 |
2.618 |
12,227.25 |
1.618 |
11,946.46 |
1.000 |
11,772.93 |
0.618 |
11,665.67 |
HIGH |
11,492.14 |
0.618 |
11,384.88 |
0.500 |
11,351.75 |
0.382 |
11,318.61 |
LOW |
11,211.35 |
0.618 |
11,037.82 |
1.000 |
10,930.56 |
1.618 |
10,757.03 |
2.618 |
10,476.24 |
4.250 |
10,017.99 |
|
|
Fisher Pivots for day following 02-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
11,351.75 |
11,464.10 |
PP |
11,314.58 |
11,389.48 |
S1 |
11,277.42 |
11,314.87 |
|