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 |
6,990.5 |
7,166.0 |
175.5 |
2.5% |
7,002.5 |
High |
7,174.5 |
7,250.0 |
75.5 |
1.1% |
7,250.0 |
Low |
6,977.5 |
7,165.0 |
187.5 |
2.7% |
6,892.5 |
Close |
7,158.5 |
7,222.5 |
64.0 |
0.9% |
7,222.5 |
Range |
197.0 |
85.0 |
-112.0 |
-56.9% |
357.5 |
ATR |
118.4 |
116.5 |
-1.9 |
-1.6% |
0.0 |
Volume |
178,713 |
82,419 |
-96,294 |
-53.9% |
586,725 |
|
Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,467.5 |
7,430.0 |
7,269.3 |
|
R3 |
7,382.5 |
7,345.0 |
7,245.9 |
|
R2 |
7,297.5 |
7,297.5 |
7,238.1 |
|
R1 |
7,260.0 |
7,260.0 |
7,230.3 |
7,278.8 |
PP |
7,212.5 |
7,212.5 |
7,212.5 |
7,221.9 |
S1 |
7,175.0 |
7,175.0 |
7,214.7 |
7,193.8 |
S2 |
7,127.5 |
7,127.5 |
7,206.9 |
|
S3 |
7,042.5 |
7,090.0 |
7,199.1 |
|
S4 |
6,957.5 |
7,005.0 |
7,175.8 |
|
|
Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,194.2 |
8,065.8 |
7,419.1 |
|
R3 |
7,836.7 |
7,708.3 |
7,320.8 |
|
R2 |
7,479.2 |
7,479.2 |
7,288.0 |
|
R1 |
7,350.8 |
7,350.8 |
7,255.3 |
7,415.0 |
PP |
7,121.7 |
7,121.7 |
7,121.7 |
7,153.8 |
S1 |
6,993.3 |
6,993.3 |
7,189.7 |
7,057.5 |
S2 |
6,764.2 |
6,764.2 |
7,157.0 |
|
S3 |
6,406.7 |
6,635.8 |
7,124.2 |
|
S4 |
6,049.2 |
6,278.3 |
7,025.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,250.0 |
6,890.0 |
360.0 |
5.0% |
123.4 |
1.7% |
92% |
True |
False |
144,579 |
10 |
7,250.0 |
6,870.5 |
379.5 |
5.3% |
108.5 |
1.5% |
93% |
True |
False |
122,398 |
20 |
7,250.0 |
6,870.5 |
379.5 |
5.3% |
94.7 |
1.3% |
93% |
True |
False |
110,825 |
40 |
7,250.0 |
6,314.0 |
936.0 |
13.0% |
120.0 |
1.7% |
97% |
True |
False |
125,251 |
60 |
7,250.0 |
6,081.5 |
1,168.5 |
16.2% |
121.4 |
1.7% |
98% |
True |
False |
129,928 |
80 |
7,250.0 |
5,917.5 |
1,332.5 |
18.4% |
123.4 |
1.7% |
98% |
True |
False |
101,071 |
100 |
7,250.0 |
5,917.5 |
1,332.5 |
18.4% |
126.7 |
1.8% |
98% |
True |
False |
80,920 |
120 |
7,250.0 |
5,917.5 |
1,332.5 |
18.4% |
127.2 |
1.8% |
98% |
True |
False |
67,464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,611.3 |
2.618 |
7,472.5 |
1.618 |
7,387.5 |
1.000 |
7,335.0 |
0.618 |
7,302.5 |
HIGH |
7,250.0 |
0.618 |
7,217.5 |
0.500 |
7,207.5 |
0.382 |
7,197.5 |
LOW |
7,165.0 |
0.618 |
7,112.5 |
1.000 |
7,080.0 |
1.618 |
7,027.5 |
2.618 |
6,942.5 |
4.250 |
6,803.8 |
|
|
Fisher Pivots for day following 07-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
7,217.5 |
7,172.1 |
PP |
7,212.5 |
7,121.7 |
S1 |
7,207.5 |
7,071.3 |
|