Trading Metrics calculated at close of trading on 06-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2012 |
06-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
13,036.09 |
13,045.23 |
9.14 |
0.1% |
13,157.74 |
High |
13,095.91 |
13,294.13 |
198.22 |
1.5% |
13,176.17 |
Low |
13,018.74 |
13,045.08 |
26.34 |
0.2% |
12,978.91 |
Close |
13,047.48 |
13,292.00 |
244.52 |
1.9% |
13,090.84 |
Range |
77.17 |
249.05 |
171.88 |
222.7% |
197.26 |
ATR |
110.07 |
120.00 |
9.93 |
9.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,957.55 |
13,873.83 |
13,428.98 |
|
R3 |
13,708.50 |
13,624.78 |
13,360.49 |
|
R2 |
13,459.45 |
13,459.45 |
13,337.66 |
|
R1 |
13,375.73 |
13,375.73 |
13,314.83 |
13,417.59 |
PP |
13,210.40 |
13,210.40 |
13,210.40 |
13,231.34 |
S1 |
13,126.68 |
13,126.68 |
13,269.17 |
13,168.54 |
S2 |
12,961.35 |
12,961.35 |
13,246.34 |
|
S3 |
12,712.30 |
12,877.63 |
13,223.51 |
|
S4 |
12,463.25 |
12,628.58 |
13,155.02 |
|
|
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 |
13,294.13 |
12,977.09 |
317.04 |
2.4% |
142.64 |
1.1% |
99% |
True |
False |
|
10 |
13,294.13 |
12,977.09 |
317.04 |
2.4% |
117.69 |
0.9% |
99% |
True |
False |
|
20 |
13,330.76 |
12,977.09 |
353.67 |
2.7% |
101.39 |
0.8% |
89% |
False |
False |
|
40 |
13,330.76 |
12,492.25 |
838.51 |
6.3% |
126.92 |
1.0% |
95% |
False |
False |
|
60 |
13,330.76 |
12,450.17 |
880.59 |
6.6% |
135.42 |
1.0% |
96% |
False |
False |
|
80 |
13,330.76 |
12,035.09 |
1,295.67 |
9.7% |
142.60 |
1.1% |
97% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
9.8% |
140.95 |
1.1% |
96% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
9.8% |
138.44 |
1.0% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,352.59 |
2.618 |
13,946.14 |
1.618 |
13,697.09 |
1.000 |
13,543.18 |
0.618 |
13,448.04 |
HIGH |
13,294.13 |
0.618 |
13,198.99 |
0.500 |
13,169.61 |
0.382 |
13,140.22 |
LOW |
13,045.08 |
0.618 |
12,891.17 |
1.000 |
12,796.03 |
1.618 |
12,642.12 |
2.618 |
12,393.07 |
4.250 |
11,986.62 |
|
|
Fisher Pivots for day following 06-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
13,251.20 |
13,239.87 |
PP |
13,210.40 |
13,187.74 |
S1 |
13,169.61 |
13,135.61 |
|