Trading Metrics calculated at close of trading on 04-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
8,915 |
8,895 |
-20 |
-0.2% |
9,110 |
High |
8,935 |
8,915 |
-20 |
-0.2% |
9,160 |
Low |
8,820 |
8,725 |
-95 |
-1.1% |
8,820 |
Close |
8,895 |
8,800 |
-95 |
-1.1% |
8,895 |
Range |
115 |
190 |
75 |
65.2% |
340 |
ATR |
136 |
140 |
4 |
2.8% |
0 |
Volume |
5,667 |
8,186 |
2,519 |
44.5% |
18,037 |
|
Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,383 |
9,282 |
8,905 |
|
R3 |
9,193 |
9,092 |
8,852 |
|
R2 |
9,003 |
9,003 |
8,835 |
|
R1 |
8,902 |
8,902 |
8,818 |
8,858 |
PP |
8,813 |
8,813 |
8,813 |
8,791 |
S1 |
8,712 |
8,712 |
8,783 |
8,668 |
S2 |
8,623 |
8,623 |
8,765 |
|
S3 |
8,433 |
8,522 |
8,748 |
|
S4 |
8,243 |
8,332 |
8,696 |
|
|
Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,978 |
9,777 |
9,082 |
|
R3 |
9,638 |
9,437 |
8,989 |
|
R2 |
9,298 |
9,298 |
8,957 |
|
R1 |
9,097 |
9,097 |
8,926 |
9,028 |
PP |
8,958 |
8,958 |
8,958 |
8,924 |
S1 |
8,757 |
8,757 |
8,864 |
8,688 |
S2 |
8,618 |
8,618 |
8,833 |
|
S3 |
8,278 |
8,417 |
8,802 |
|
S4 |
7,938 |
8,077 |
8,708 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,135 |
8,725 |
410 |
4.7% |
135 |
1.5% |
18% |
False |
True |
4,683 |
10 |
9,285 |
8,725 |
560 |
6.4% |
141 |
1.6% |
13% |
False |
True |
4,160 |
20 |
9,285 |
8,680 |
605 |
6.9% |
138 |
1.6% |
20% |
False |
False |
3,827 |
40 |
9,285 |
8,330 |
955 |
10.9% |
142 |
1.6% |
49% |
False |
False |
3,928 |
60 |
9,285 |
8,330 |
955 |
10.9% |
143 |
1.6% |
49% |
False |
False |
4,144 |
80 |
9,285 |
8,200 |
1,085 |
12.3% |
131 |
1.5% |
55% |
False |
False |
3,705 |
100 |
9,635 |
8,200 |
1,435 |
16.3% |
106 |
1.2% |
42% |
False |
False |
2,964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,723 |
2.618 |
9,413 |
1.618 |
9,223 |
1.000 |
9,105 |
0.618 |
9,033 |
HIGH |
8,915 |
0.618 |
8,843 |
0.500 |
8,820 |
0.382 |
8,798 |
LOW |
8,725 |
0.618 |
8,608 |
1.000 |
8,535 |
1.618 |
8,418 |
2.618 |
8,228 |
4.250 |
7,918 |
|
|
Fisher Pivots for day following 04-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
8,820 |
8,898 |
PP |
8,813 |
8,865 |
S1 |
8,807 |
8,833 |
|