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 |
8,895 |
8,795 |
-100 |
-1.1% |
9,110 |
High |
8,915 |
8,795 |
-120 |
-1.3% |
9,160 |
Low |
8,725 |
8,640 |
-85 |
-1.0% |
8,820 |
Close |
8,800 |
8,690 |
-110 |
-1.3% |
8,895 |
Range |
190 |
155 |
-35 |
-18.4% |
340 |
ATR |
140 |
141 |
1 |
1.0% |
0 |
Volume |
8,186 |
7,004 |
-1,182 |
-14.4% |
18,037 |
|
Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,173 |
9,087 |
8,775 |
|
R3 |
9,018 |
8,932 |
8,733 |
|
R2 |
8,863 |
8,863 |
8,719 |
|
R1 |
8,777 |
8,777 |
8,704 |
8,743 |
PP |
8,708 |
8,708 |
8,708 |
8,691 |
S1 |
8,622 |
8,622 |
8,676 |
8,588 |
S2 |
8,553 |
8,553 |
8,662 |
|
S3 |
8,398 |
8,467 |
8,648 |
|
S4 |
8,243 |
8,312 |
8,605 |
|
|
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 |
9,100 |
8,640 |
460 |
5.3% |
137 |
1.6% |
11% |
False |
True |
5,376 |
10 |
9,285 |
8,640 |
645 |
7.4% |
147 |
1.7% |
8% |
False |
True |
4,515 |
20 |
9,285 |
8,640 |
645 |
7.4% |
132 |
1.5% |
8% |
False |
True |
3,908 |
40 |
9,285 |
8,330 |
955 |
11.0% |
142 |
1.6% |
38% |
False |
False |
3,984 |
60 |
9,285 |
8,330 |
955 |
11.0% |
141 |
1.6% |
38% |
False |
False |
4,168 |
80 |
9,285 |
8,200 |
1,085 |
12.5% |
132 |
1.5% |
45% |
False |
False |
3,792 |
100 |
9,635 |
8,200 |
1,435 |
16.5% |
108 |
1.2% |
34% |
False |
False |
3,034 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,454 |
2.618 |
9,201 |
1.618 |
9,046 |
1.000 |
8,950 |
0.618 |
8,891 |
HIGH |
8,795 |
0.618 |
8,736 |
0.500 |
8,718 |
0.382 |
8,699 |
LOW |
8,640 |
0.618 |
8,544 |
1.000 |
8,485 |
1.618 |
8,389 |
2.618 |
8,234 |
4.250 |
7,981 |
|
|
Fisher Pivots for day following 05-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
8,718 |
8,788 |
PP |
8,708 |
8,755 |
S1 |
8,699 |
8,723 |
|