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 |
12,984 |
13,062 |
78 |
0.6% |
13,159 |
High |
13,144 |
13,121 |
-23 |
-0.2% |
13,186 |
Low |
12,971 |
12,965 |
-6 |
0.0% |
12,966 |
Close |
13,079 |
13,050 |
-29 |
-0.2% |
13,079 |
Range |
173 |
156 |
-17 |
-9.8% |
220 |
ATR |
129 |
131 |
2 |
1.5% |
0 |
Volume |
158,861 |
134,241 |
-24,620 |
-15.5% |
510,771 |
|
Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,513 |
13,438 |
13,136 |
|
R3 |
13,357 |
13,282 |
13,093 |
|
R2 |
13,201 |
13,201 |
13,079 |
|
R1 |
13,126 |
13,126 |
13,064 |
13,086 |
PP |
13,045 |
13,045 |
13,045 |
13,025 |
S1 |
12,970 |
12,970 |
13,036 |
12,930 |
S2 |
12,889 |
12,889 |
13,022 |
|
S3 |
12,733 |
12,814 |
13,007 |
|
S4 |
12,577 |
12,658 |
12,964 |
|
|
Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,737 |
13,628 |
13,200 |
|
R3 |
13,517 |
13,408 |
13,140 |
|
R2 |
13,297 |
13,297 |
13,119 |
|
R1 |
13,188 |
13,188 |
13,099 |
13,133 |
PP |
13,077 |
13,077 |
13,077 |
13,049 |
S1 |
12,968 |
12,968 |
13,059 |
12,913 |
S2 |
12,857 |
12,857 |
13,039 |
|
S3 |
12,637 |
12,748 |
13,019 |
|
S4 |
12,417 |
12,528 |
12,958 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,144 |
12,965 |
179 |
1.4% |
118 |
0.9% |
47% |
False |
True |
114,004 |
10 |
13,308 |
12,965 |
343 |
2.6% |
127 |
1.0% |
25% |
False |
True |
109,847 |
20 |
13,308 |
12,965 |
343 |
2.6% |
111 |
0.8% |
25% |
False |
True |
95,729 |
40 |
13,308 |
12,425 |
883 |
6.8% |
147 |
1.1% |
71% |
False |
False |
109,843 |
60 |
13,308 |
12,288 |
1,020 |
7.8% |
160 |
1.2% |
75% |
False |
False |
115,212 |
80 |
13,308 |
11,884 |
1,424 |
10.9% |
161 |
1.2% |
82% |
False |
False |
88,280 |
100 |
13,308 |
11,884 |
1,424 |
10.9% |
146 |
1.1% |
82% |
False |
False |
70,627 |
120 |
13,308 |
11,884 |
1,424 |
10.9% |
136 |
1.0% |
82% |
False |
False |
58,858 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,784 |
2.618 |
13,530 |
1.618 |
13,374 |
1.000 |
13,277 |
0.618 |
13,218 |
HIGH |
13,121 |
0.618 |
13,062 |
0.500 |
13,043 |
0.382 |
13,025 |
LOW |
12,965 |
0.618 |
12,869 |
1.000 |
12,809 |
1.618 |
12,713 |
2.618 |
12,557 |
4.250 |
12,302 |
|
|
Fisher Pivots for day following 04-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
13,048 |
13,055 |
PP |
13,045 |
13,053 |
S1 |
13,043 |
13,052 |
|