Trading Metrics calculated at close of trading on 04-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
4,318.0 |
4,340.0 |
22.0 |
0.5% |
4,359.0 |
High |
4,342.0 |
4,343.0 |
1.0 |
0.0% |
4,366.0 |
Low |
4,285.0 |
4,293.0 |
8.0 |
0.2% |
4,287.0 |
Close |
4,336.0 |
4,313.0 |
-23.0 |
-0.5% |
4,308.0 |
Range |
57.0 |
50.0 |
-7.0 |
-12.3% |
79.0 |
ATR |
41.4 |
42.0 |
0.6 |
1.5% |
0.0 |
Volume |
28,350 |
23,874 |
-4,476 |
-15.8% |
105,966 |
|
Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,466.3 |
4,439.7 |
4,340.5 |
|
R3 |
4,416.3 |
4,389.7 |
4,326.8 |
|
R2 |
4,366.3 |
4,366.3 |
4,322.2 |
|
R1 |
4,339.7 |
4,339.7 |
4,317.6 |
4,328.0 |
PP |
4,316.3 |
4,316.3 |
4,316.3 |
4,310.5 |
S1 |
4,289.7 |
4,289.7 |
4,308.4 |
4,278.0 |
S2 |
4,266.3 |
4,266.3 |
4,303.8 |
|
S3 |
4,216.3 |
4,239.7 |
4,299.3 |
|
S4 |
4,166.3 |
4,189.7 |
4,285.5 |
|
|
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 |
4,354.0 |
4,285.0 |
69.0 |
1.6% |
41.2 |
1.0% |
41% |
False |
False |
24,159 |
10 |
4,390.0 |
4,285.0 |
105.0 |
2.4% |
35.1 |
0.8% |
27% |
False |
False |
21,897 |
20 |
4,391.0 |
4,223.0 |
168.0 |
3.9% |
36.7 |
0.9% |
54% |
False |
False |
22,628 |
40 |
4,391.0 |
4,025.0 |
366.0 |
8.5% |
36.3 |
0.8% |
79% |
False |
False |
22,409 |
60 |
4,391.0 |
3,959.0 |
432.0 |
10.0% |
37.2 |
0.9% |
82% |
False |
False |
24,226 |
80 |
4,391.0 |
3,950.0 |
441.0 |
10.2% |
36.0 |
0.8% |
82% |
False |
False |
18,399 |
100 |
4,410.0 |
3,950.0 |
460.0 |
10.7% |
32.5 |
0.8% |
79% |
False |
False |
14,742 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,555.5 |
2.618 |
4,473.9 |
1.618 |
4,423.9 |
1.000 |
4,393.0 |
0.618 |
4,373.9 |
HIGH |
4,343.0 |
0.618 |
4,323.9 |
0.500 |
4,318.0 |
0.382 |
4,312.1 |
LOW |
4,293.0 |
0.618 |
4,262.1 |
1.000 |
4,243.0 |
1.618 |
4,212.1 |
2.618 |
4,162.1 |
4.250 |
4,080.5 |
|
|
Fisher Pivots for day following 04-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
4,318.0 |
4,314.0 |
PP |
4,316.3 |
4,313.7 |
S1 |
4,314.7 |
4,313.3 |
|