Trading Metrics calculated at close of trading on 07-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
4,304.0 |
4,365.0 |
61.0 |
1.4% |
4,318.0 |
High |
4,330.0 |
4,367.0 |
37.0 |
0.9% |
4,367.0 |
Low |
4,300.0 |
4,317.0 |
17.0 |
0.4% |
4,257.0 |
Close |
4,317.0 |
4,331.0 |
14.0 |
0.3% |
4,331.0 |
Range |
30.0 |
50.0 |
20.0 |
66.7% |
110.0 |
ATR |
43.4 |
43.9 |
0.5 |
1.1% |
0.0 |
Volume |
29,148 |
28,516 |
-632 |
-2.2% |
135,094 |
|
Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,488.3 |
4,459.7 |
4,358.5 |
|
R3 |
4,438.3 |
4,409.7 |
4,344.8 |
|
R2 |
4,388.3 |
4,388.3 |
4,340.2 |
|
R1 |
4,359.7 |
4,359.7 |
4,335.6 |
4,349.0 |
PP |
4,338.3 |
4,338.3 |
4,338.3 |
4,333.0 |
S1 |
4,309.7 |
4,309.7 |
4,326.4 |
4,299.0 |
S2 |
4,288.3 |
4,288.3 |
4,321.8 |
|
S3 |
4,238.3 |
4,259.7 |
4,317.3 |
|
S4 |
4,188.3 |
4,209.7 |
4,303.5 |
|
|
Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,648.3 |
4,599.7 |
4,391.5 |
|
R3 |
4,538.3 |
4,489.7 |
4,361.3 |
|
R2 |
4,428.3 |
4,428.3 |
4,351.2 |
|
R1 |
4,379.7 |
4,379.7 |
4,341.1 |
4,404.0 |
PP |
4,318.3 |
4,318.3 |
4,318.3 |
4,330.5 |
S1 |
4,269.7 |
4,269.7 |
4,320.9 |
4,294.0 |
S2 |
4,208.3 |
4,208.3 |
4,310.8 |
|
S3 |
4,098.3 |
4,159.7 |
4,300.8 |
|
S4 |
3,988.3 |
4,049.7 |
4,270.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,367.0 |
4,257.0 |
110.0 |
2.5% |
46.2 |
1.1% |
67% |
True |
False |
27,018 |
10 |
4,367.0 |
4,257.0 |
110.0 |
2.5% |
39.7 |
0.9% |
67% |
True |
False |
24,106 |
20 |
4,391.0 |
4,223.0 |
168.0 |
3.9% |
38.2 |
0.9% |
64% |
False |
False |
23,511 |
40 |
4,391.0 |
4,033.0 |
358.0 |
8.3% |
36.5 |
0.8% |
83% |
False |
False |
23,015 |
60 |
4,391.0 |
3,959.0 |
432.0 |
10.0% |
37.2 |
0.9% |
86% |
False |
False |
25,269 |
80 |
4,391.0 |
3,950.0 |
441.0 |
10.2% |
36.3 |
0.8% |
86% |
False |
False |
19,423 |
100 |
4,410.0 |
3,950.0 |
460.0 |
10.6% |
33.3 |
0.8% |
83% |
False |
False |
15,566 |
120 |
4,410.0 |
3,950.0 |
460.0 |
10.6% |
31.2 |
0.7% |
83% |
False |
False |
12,984 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,579.5 |
2.618 |
4,497.9 |
1.618 |
4,447.9 |
1.000 |
4,417.0 |
0.618 |
4,397.9 |
HIGH |
4,367.0 |
0.618 |
4,347.9 |
0.500 |
4,342.0 |
0.382 |
4,336.1 |
LOW |
4,317.0 |
0.618 |
4,286.1 |
1.000 |
4,267.0 |
1.618 |
4,236.1 |
2.618 |
4,186.1 |
4.250 |
4,104.5 |
|
|
Fisher Pivots for day following 07-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
4,342.0 |
4,324.7 |
PP |
4,338.3 |
4,318.3 |
S1 |
4,334.7 |
4,312.0 |
|