Trading Metrics calculated at close of trading on 03-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2012 |
03-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
4,287.0 |
4,318.0 |
31.0 |
0.7% |
4,359.0 |
High |
4,322.0 |
4,342.0 |
20.0 |
0.5% |
4,366.0 |
Low |
4,287.0 |
4,285.0 |
-2.0 |
0.0% |
4,287.0 |
Close |
4,308.0 |
4,336.0 |
28.0 |
0.6% |
4,308.0 |
Range |
35.0 |
57.0 |
22.0 |
62.9% |
79.0 |
ATR |
40.2 |
41.4 |
1.2 |
3.0% |
0.0 |
Volume |
25,020 |
28,350 |
3,330 |
13.3% |
105,966 |
|
Daily Pivots for day following 03-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,492.0 |
4,471.0 |
4,367.4 |
|
R3 |
4,435.0 |
4,414.0 |
4,351.7 |
|
R2 |
4,378.0 |
4,378.0 |
4,346.5 |
|
R1 |
4,357.0 |
4,357.0 |
4,341.2 |
4,367.5 |
PP |
4,321.0 |
4,321.0 |
4,321.0 |
4,326.3 |
S1 |
4,300.0 |
4,300.0 |
4,330.8 |
4,310.5 |
S2 |
4,264.0 |
4,264.0 |
4,325.6 |
|
S3 |
4,207.0 |
4,243.0 |
4,320.3 |
|
S4 |
4,150.0 |
4,186.0 |
4,304.7 |
|
|
Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,557.3 |
4,511.7 |
4,351.5 |
|
R3 |
4,478.3 |
4,432.7 |
4,329.7 |
|
R2 |
4,399.3 |
4,399.3 |
4,322.5 |
|
R1 |
4,353.7 |
4,353.7 |
4,315.2 |
4,337.0 |
PP |
4,320.3 |
4,320.3 |
4,320.3 |
4,312.0 |
S1 |
4,274.7 |
4,274.7 |
4,300.8 |
4,258.0 |
S2 |
4,241.3 |
4,241.3 |
4,293.5 |
|
S3 |
4,162.3 |
4,195.7 |
4,286.3 |
|
S4 |
4,083.3 |
4,116.7 |
4,264.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,357.0 |
4,285.0 |
72.0 |
1.7% |
36.8 |
0.8% |
71% |
False |
True |
23,405 |
10 |
4,391.0 |
4,285.0 |
106.0 |
2.4% |
34.7 |
0.8% |
48% |
False |
True |
22,185 |
20 |
4,391.0 |
4,223.0 |
168.0 |
3.9% |
35.4 |
0.8% |
67% |
False |
False |
22,245 |
40 |
4,391.0 |
4,025.0 |
366.0 |
8.4% |
36.4 |
0.8% |
85% |
False |
False |
22,298 |
60 |
4,391.0 |
3,959.0 |
432.0 |
10.0% |
36.7 |
0.8% |
87% |
False |
False |
23,996 |
80 |
4,391.0 |
3,950.0 |
441.0 |
10.2% |
35.6 |
0.8% |
88% |
False |
False |
18,103 |
100 |
4,410.0 |
3,950.0 |
460.0 |
10.6% |
32.2 |
0.7% |
84% |
False |
False |
14,504 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,584.3 |
2.618 |
4,491.2 |
1.618 |
4,434.2 |
1.000 |
4,399.0 |
0.618 |
4,377.2 |
HIGH |
4,342.0 |
0.618 |
4,320.2 |
0.500 |
4,313.5 |
0.382 |
4,306.8 |
LOW |
4,285.0 |
0.618 |
4,249.8 |
1.000 |
4,228.0 |
1.618 |
4,192.8 |
2.618 |
4,135.8 |
4.250 |
4,042.8 |
|
|
Fisher Pivots for day following 03-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
4,328.5 |
4,328.5 |
PP |
4,321.0 |
4,321.0 |
S1 |
4,313.5 |
4,313.5 |
|