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 |
4,340.0 |
4,294.0 |
-46.0 |
-1.1% |
4,359.0 |
High |
4,343.0 |
4,301.0 |
-42.0 |
-1.0% |
4,366.0 |
Low |
4,293.0 |
4,257.0 |
-36.0 |
-0.8% |
4,287.0 |
Close |
4,313.0 |
4,282.0 |
-31.0 |
-0.7% |
4,308.0 |
Range |
50.0 |
44.0 |
-6.0 |
-12.0% |
79.0 |
ATR |
42.0 |
43.0 |
1.0 |
2.4% |
0.0 |
Volume |
23,874 |
25,206 |
1,332 |
5.6% |
105,966 |
|
Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,412.0 |
4,391.0 |
4,306.2 |
|
R3 |
4,368.0 |
4,347.0 |
4,294.1 |
|
R2 |
4,324.0 |
4,324.0 |
4,290.1 |
|
R1 |
4,303.0 |
4,303.0 |
4,286.0 |
4,291.5 |
PP |
4,280.0 |
4,280.0 |
4,280.0 |
4,274.3 |
S1 |
4,259.0 |
4,259.0 |
4,278.0 |
4,247.5 |
S2 |
4,236.0 |
4,236.0 |
4,273.9 |
|
S3 |
4,192.0 |
4,215.0 |
4,269.9 |
|
S4 |
4,148.0 |
4,171.0 |
4,257.8 |
|
|
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 |
4,343.0 |
4,257.0 |
86.0 |
2.0% |
46.2 |
1.1% |
29% |
False |
True |
25,961 |
10 |
4,390.0 |
4,257.0 |
133.0 |
3.1% |
37.1 |
0.9% |
19% |
False |
True |
22,395 |
20 |
4,391.0 |
4,223.0 |
168.0 |
3.9% |
37.8 |
0.9% |
35% |
False |
False |
22,923 |
40 |
4,391.0 |
4,025.0 |
366.0 |
8.5% |
36.7 |
0.9% |
70% |
False |
False |
22,640 |
60 |
4,391.0 |
3,959.0 |
432.0 |
10.1% |
37.1 |
0.9% |
75% |
False |
False |
24,519 |
80 |
4,391.0 |
3,950.0 |
441.0 |
10.3% |
36.5 |
0.9% |
75% |
False |
False |
18,708 |
100 |
4,410.0 |
3,950.0 |
460.0 |
10.7% |
32.8 |
0.8% |
72% |
False |
False |
14,994 |
120 |
4,410.0 |
3,950.0 |
460.0 |
10.7% |
30.7 |
0.7% |
72% |
False |
False |
12,505 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,488.0 |
2.618 |
4,416.2 |
1.618 |
4,372.2 |
1.000 |
4,345.0 |
0.618 |
4,328.2 |
HIGH |
4,301.0 |
0.618 |
4,284.2 |
0.500 |
4,279.0 |
0.382 |
4,273.8 |
LOW |
4,257.0 |
0.618 |
4,229.8 |
1.000 |
4,213.0 |
1.618 |
4,185.8 |
2.618 |
4,141.8 |
4.250 |
4,070.0 |
|
|
Fisher Pivots for day following 05-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
4,281.0 |
4,300.0 |
PP |
4,280.0 |
4,294.0 |
S1 |
4,279.0 |
4,288.0 |
|