Trading Metrics calculated at close of trading on 04-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
13,002.72 |
13,092.15 |
89.43 |
0.7% |
13,157.74 |
High |
13,151.87 |
13,092.39 |
-59.48 |
-0.5% |
13,176.17 |
Low |
13,002.64 |
12,977.09 |
-25.55 |
-0.2% |
12,978.91 |
Close |
13,090.84 |
13,035.94 |
-54.90 |
-0.4% |
13,090.84 |
Range |
149.23 |
115.30 |
-33.93 |
-22.7% |
197.26 |
ATR |
112.40 |
112.60 |
0.21 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,381.04 |
13,323.79 |
13,099.36 |
|
R3 |
13,265.74 |
13,208.49 |
13,067.65 |
|
R2 |
13,150.44 |
13,150.44 |
13,057.08 |
|
R1 |
13,093.19 |
13,093.19 |
13,046.51 |
13,064.17 |
PP |
13,035.14 |
13,035.14 |
13,035.14 |
13,020.63 |
S1 |
12,977.89 |
12,977.89 |
13,025.37 |
12,948.87 |
S2 |
12,919.84 |
12,919.84 |
13,014.80 |
|
S3 |
12,804.54 |
12,862.59 |
13,004.23 |
|
S4 |
12,689.24 |
12,747.29 |
12,972.53 |
|
|
Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,673.75 |
13,579.56 |
13,199.33 |
|
R3 |
13,476.49 |
13,382.30 |
13,145.09 |
|
R2 |
13,279.23 |
13,279.23 |
13,127.00 |
|
R1 |
13,185.04 |
13,185.04 |
13,108.92 |
13,133.51 |
PP |
13,081.97 |
13,081.97 |
13,081.97 |
13,056.21 |
S1 |
12,987.78 |
12,987.78 |
13,072.76 |
12,936.25 |
S2 |
12,884.71 |
12,884.71 |
13,054.68 |
|
S3 |
12,687.45 |
12,790.52 |
13,036.59 |
|
S4 |
12,490.19 |
12,593.26 |
12,982.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,151.87 |
12,977.09 |
174.78 |
1.3% |
103.35 |
0.8% |
34% |
False |
True |
|
10 |
13,330.76 |
12,977.09 |
353.67 |
2.7% |
107.95 |
0.8% |
17% |
False |
True |
|
20 |
13,330.76 |
12,977.09 |
353.67 |
2.7% |
94.33 |
0.7% |
17% |
False |
True |
|
40 |
13,330.76 |
12,492.25 |
838.51 |
6.4% |
127.54 |
1.0% |
65% |
False |
False |
|
60 |
13,330.76 |
12,398.48 |
932.28 |
7.2% |
136.93 |
1.1% |
68% |
False |
False |
|
80 |
13,330.76 |
12,035.09 |
1,295.67 |
9.9% |
142.22 |
1.1% |
77% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.0% |
140.46 |
1.1% |
77% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
10.0% |
136.89 |
1.1% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,582.42 |
2.618 |
13,394.25 |
1.618 |
13,278.95 |
1.000 |
13,207.69 |
0.618 |
13,163.65 |
HIGH |
13,092.39 |
0.618 |
13,048.35 |
0.500 |
13,034.74 |
0.382 |
13,021.13 |
LOW |
12,977.09 |
0.618 |
12,905.83 |
1.000 |
12,861.79 |
1.618 |
12,790.53 |
2.618 |
12,675.23 |
4.250 |
12,487.07 |
|
|
Fisher Pivots for day following 04-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
13,035.54 |
13,064.48 |
PP |
13,035.14 |
13,054.97 |
S1 |
13,034.74 |
13,045.45 |
|