Trading Metrics calculated at close of trading on 06-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2012 |
06-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
8,795 |
8,690 |
-105 |
-1.2% |
9,110 |
High |
8,795 |
8,865 |
70 |
0.8% |
9,160 |
Low |
8,640 |
8,655 |
15 |
0.2% |
8,820 |
Close |
8,690 |
8,850 |
160 |
1.8% |
8,895 |
Range |
155 |
210 |
55 |
35.5% |
340 |
ATR |
141 |
146 |
5 |
3.5% |
0 |
Volume |
7,004 |
9,232 |
2,228 |
31.8% |
18,037 |
|
Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,420 |
9,345 |
8,966 |
|
R3 |
9,210 |
9,135 |
8,908 |
|
R2 |
9,000 |
9,000 |
8,889 |
|
R1 |
8,925 |
8,925 |
8,869 |
8,963 |
PP |
8,790 |
8,790 |
8,790 |
8,809 |
S1 |
8,715 |
8,715 |
8,831 |
8,753 |
S2 |
8,580 |
8,580 |
8,812 |
|
S3 |
8,370 |
8,505 |
8,792 |
|
S4 |
8,160 |
8,295 |
8,735 |
|
|
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 |
9,070 |
8,640 |
430 |
4.9% |
167 |
1.9% |
49% |
False |
False |
6,578 |
10 |
9,285 |
8,640 |
645 |
7.3% |
153 |
1.7% |
33% |
False |
False |
5,076 |
20 |
9,285 |
8,640 |
645 |
7.3% |
136 |
1.5% |
33% |
False |
False |
4,165 |
40 |
9,285 |
8,330 |
955 |
10.8% |
146 |
1.6% |
54% |
False |
False |
4,128 |
60 |
9,285 |
8,330 |
955 |
10.8% |
142 |
1.6% |
54% |
False |
False |
4,263 |
80 |
9,285 |
8,200 |
1,085 |
12.3% |
135 |
1.5% |
60% |
False |
False |
3,908 |
100 |
9,635 |
8,200 |
1,435 |
16.2% |
110 |
1.2% |
45% |
False |
False |
3,126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,758 |
2.618 |
9,415 |
1.618 |
9,205 |
1.000 |
9,075 |
0.618 |
8,995 |
HIGH |
8,865 |
0.618 |
8,785 |
0.500 |
8,760 |
0.382 |
8,735 |
LOW |
8,655 |
0.618 |
8,525 |
1.000 |
8,445 |
1.618 |
8,315 |
2.618 |
8,105 |
4.250 |
7,763 |
|
|
Fisher Pivots for day following 06-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
8,820 |
8,826 |
PP |
8,790 |
8,802 |
S1 |
8,760 |
8,778 |
|