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 |
8,690 |
8,855 |
165 |
1.9% |
8,895 |
High |
8,865 |
8,940 |
75 |
0.8% |
8,940 |
Low |
8,655 |
8,810 |
155 |
1.8% |
8,640 |
Close |
8,850 |
8,875 |
25 |
0.3% |
8,875 |
Range |
210 |
130 |
-80 |
-38.1% |
300 |
ATR |
146 |
145 |
-1 |
-0.8% |
0 |
Volume |
9,232 |
8,883 |
-349 |
-3.8% |
33,305 |
|
Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,265 |
9,200 |
8,947 |
|
R3 |
9,135 |
9,070 |
8,911 |
|
R2 |
9,005 |
9,005 |
8,899 |
|
R1 |
8,940 |
8,940 |
8,887 |
8,973 |
PP |
8,875 |
8,875 |
8,875 |
8,891 |
S1 |
8,810 |
8,810 |
8,863 |
8,843 |
S2 |
8,745 |
8,745 |
8,851 |
|
S3 |
8,615 |
8,680 |
8,839 |
|
S4 |
8,485 |
8,550 |
8,804 |
|
|
Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,718 |
9,597 |
9,040 |
|
R3 |
9,418 |
9,297 |
8,958 |
|
R2 |
9,118 |
9,118 |
8,930 |
|
R1 |
8,997 |
8,997 |
8,903 |
8,908 |
PP |
8,818 |
8,818 |
8,818 |
8,774 |
S1 |
8,697 |
8,697 |
8,848 |
8,608 |
S2 |
8,518 |
8,518 |
8,820 |
|
S3 |
8,218 |
8,397 |
8,793 |
|
S4 |
7,918 |
8,097 |
8,710 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,940 |
8,640 |
300 |
3.4% |
160 |
1.8% |
78% |
True |
False |
7,794 |
10 |
9,285 |
8,640 |
645 |
7.3% |
153 |
1.7% |
36% |
False |
False |
5,477 |
20 |
9,285 |
8,640 |
645 |
7.3% |
136 |
1.5% |
36% |
False |
False |
4,426 |
40 |
9,285 |
8,330 |
955 |
10.8% |
143 |
1.6% |
57% |
False |
False |
4,253 |
60 |
9,285 |
8,330 |
955 |
10.8% |
143 |
1.6% |
57% |
False |
False |
4,342 |
80 |
9,285 |
8,200 |
1,085 |
12.2% |
136 |
1.5% |
62% |
False |
False |
4,019 |
100 |
9,635 |
8,200 |
1,435 |
16.2% |
111 |
1.3% |
47% |
False |
False |
3,215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,493 |
2.618 |
9,280 |
1.618 |
9,150 |
1.000 |
9,070 |
0.618 |
9,020 |
HIGH |
8,940 |
0.618 |
8,890 |
0.500 |
8,875 |
0.382 |
8,860 |
LOW |
8,810 |
0.618 |
8,730 |
1.000 |
8,680 |
1.618 |
8,600 |
2.618 |
8,470 |
4.250 |
8,258 |
|
|
Fisher Pivots for day following 07-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
8,875 |
8,847 |
PP |
8,875 |
8,818 |
S1 |
8,875 |
8,790 |
|