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 |
13,051 |
13,051 |
0 |
0.0% |
13,159 |
High |
13,086 |
13,288 |
202 |
1.5% |
13,186 |
Low |
12,982 |
13,044 |
62 |
0.5% |
12,966 |
Close |
13,050 |
13,275 |
225 |
1.7% |
13,079 |
Range |
104 |
244 |
140 |
134.6% |
220 |
ATR |
129 |
137 |
8 |
6.4% |
0 |
Volume |
104,430 |
139,593 |
35,163 |
33.7% |
510,771 |
|
Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,934 |
13,849 |
13,409 |
|
R3 |
13,690 |
13,605 |
13,342 |
|
R2 |
13,446 |
13,446 |
13,320 |
|
R1 |
13,361 |
13,361 |
13,297 |
13,404 |
PP |
13,202 |
13,202 |
13,202 |
13,224 |
S1 |
13,117 |
13,117 |
13,253 |
13,160 |
S2 |
12,958 |
12,958 |
13,230 |
|
S3 |
12,714 |
12,873 |
13,208 |
|
S4 |
12,470 |
12,629 |
13,141 |
|
|
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 |
13,288 |
12,965 |
323 |
2.4% |
160 |
1.2% |
96% |
True |
False |
128,114 |
10 |
13,288 |
12,965 |
323 |
2.4% |
136 |
1.0% |
96% |
True |
False |
110,894 |
20 |
13,308 |
12,965 |
343 |
2.6% |
117 |
0.9% |
90% |
False |
False |
100,037 |
40 |
13,308 |
12,425 |
883 |
6.7% |
146 |
1.1% |
96% |
False |
False |
108,763 |
60 |
13,308 |
12,376 |
932 |
7.0% |
155 |
1.2% |
96% |
False |
False |
113,137 |
80 |
13,308 |
11,884 |
1,424 |
10.7% |
162 |
1.2% |
98% |
False |
False |
91,326 |
100 |
13,308 |
11,884 |
1,424 |
10.7% |
147 |
1.1% |
98% |
False |
False |
73,067 |
120 |
13,308 |
11,884 |
1,424 |
10.7% |
138 |
1.0% |
98% |
False |
False |
60,891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,325 |
2.618 |
13,927 |
1.618 |
13,683 |
1.000 |
13,532 |
0.618 |
13,439 |
HIGH |
13,288 |
0.618 |
13,195 |
0.500 |
13,166 |
0.382 |
13,137 |
LOW |
13,044 |
0.618 |
12,893 |
1.000 |
12,800 |
1.618 |
12,649 |
2.618 |
12,405 |
4.250 |
12,007 |
|
|
Fisher Pivots for day following 06-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
13,239 |
13,226 |
PP |
13,202 |
13,176 |
S1 |
13,166 |
13,127 |
|