Trading Metrics calculated at close of trading on 05-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2012 |
05-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
13,092.15 |
13,036.09 |
-56.06 |
-0.4% |
13,157.74 |
High |
13,092.39 |
13,095.91 |
3.52 |
0.0% |
13,176.17 |
Low |
12,977.09 |
13,018.74 |
41.65 |
0.3% |
12,978.91 |
Close |
13,035.94 |
13,047.48 |
11.54 |
0.1% |
13,090.84 |
Range |
115.30 |
77.17 |
-38.13 |
-33.1% |
197.26 |
ATR |
112.60 |
110.07 |
-2.53 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,285.55 |
13,243.69 |
13,089.92 |
|
R3 |
13,208.38 |
13,166.52 |
13,068.70 |
|
R2 |
13,131.21 |
13,131.21 |
13,061.63 |
|
R1 |
13,089.35 |
13,089.35 |
13,054.55 |
13,110.28 |
PP |
13,054.04 |
13,054.04 |
13,054.04 |
13,064.51 |
S1 |
13,012.18 |
13,012.18 |
13,040.41 |
13,033.11 |
S2 |
12,976.87 |
12,976.87 |
13,033.33 |
|
S3 |
12,899.70 |
12,935.01 |
13,026.26 |
|
S4 |
12,822.53 |
12,857.84 |
13,005.04 |
|
|
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% |
105.54 |
0.8% |
40% |
False |
False |
|
10 |
13,205.06 |
12,977.09 |
227.97 |
1.7% |
101.26 |
0.8% |
31% |
False |
False |
|
20 |
13,330.76 |
12,977.09 |
353.67 |
2.7% |
93.31 |
0.7% |
20% |
False |
False |
|
40 |
13,330.76 |
12,492.25 |
838.51 |
6.4% |
123.88 |
0.9% |
66% |
False |
False |
|
60 |
13,330.76 |
12,411.91 |
918.85 |
7.0% |
134.02 |
1.0% |
69% |
False |
False |
|
80 |
13,330.76 |
12,035.09 |
1,295.67 |
9.9% |
141.45 |
1.1% |
78% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.0% |
139.82 |
1.1% |
78% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
10.0% |
136.84 |
1.0% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,423.88 |
2.618 |
13,297.94 |
1.618 |
13,220.77 |
1.000 |
13,173.08 |
0.618 |
13,143.60 |
HIGH |
13,095.91 |
0.618 |
13,066.43 |
0.500 |
13,057.33 |
0.382 |
13,048.22 |
LOW |
13,018.74 |
0.618 |
12,971.05 |
1.000 |
12,941.57 |
1.618 |
12,893.88 |
2.618 |
12,816.71 |
4.250 |
12,690.77 |
|
|
Fisher Pivots for day following 05-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
13,057.33 |
13,064.48 |
PP |
13,054.04 |
13,058.81 |
S1 |
13,050.76 |
13,053.15 |
|