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 |
1,406.25 |
1,403.50 |
-2.75 |
-0.2% |
1,410.00 |
High |
1,408.25 |
1,432.25 |
24.00 |
1.7% |
1,416.00 |
Low |
1,397.25 |
1,403.25 |
6.00 |
0.4% |
1,395.25 |
Close |
1,403.50 |
1,431.00 |
27.50 |
2.0% |
1,405.00 |
Range |
11.00 |
29.00 |
18.00 |
163.6% |
20.75 |
ATR |
13.92 |
15.00 |
1.08 |
7.7% |
0.00 |
Volume |
1,429,039 |
2,040,626 |
611,587 |
42.8% |
6,362,959 |
|
Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,509.25 |
1,499.00 |
1,447.00 |
|
R3 |
1,480.25 |
1,470.00 |
1,439.00 |
|
R2 |
1,451.25 |
1,451.25 |
1,436.25 |
|
R1 |
1,441.00 |
1,441.00 |
1,433.75 |
1,446.00 |
PP |
1,422.25 |
1,422.25 |
1,422.25 |
1,424.75 |
S1 |
1,412.00 |
1,412.00 |
1,428.25 |
1,417.00 |
S2 |
1,393.25 |
1,393.25 |
1,425.75 |
|
S3 |
1,364.25 |
1,383.00 |
1,423.00 |
|
S4 |
1,335.25 |
1,354.00 |
1,415.00 |
|
|
Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,467.75 |
1,457.00 |
1,416.50 |
|
R3 |
1,447.00 |
1,436.25 |
1,410.75 |
|
R2 |
1,426.25 |
1,426.25 |
1,408.75 |
|
R1 |
1,415.50 |
1,415.50 |
1,407.00 |
1,410.50 |
PP |
1,405.50 |
1,405.50 |
1,405.50 |
1,403.00 |
S1 |
1,394.75 |
1,394.75 |
1,403.00 |
1,389.75 |
S2 |
1,384.75 |
1,384.75 |
1,401.25 |
|
S3 |
1,364.00 |
1,374.00 |
1,399.25 |
|
S4 |
1,343.25 |
1,353.25 |
1,393.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,432.25 |
1,394.50 |
37.75 |
2.6% |
16.75 |
1.2% |
97% |
True |
False |
1,682,793 |
10 |
1,432.25 |
1,394.50 |
37.75 |
2.6% |
14.75 |
1.0% |
97% |
True |
False |
1,467,670 |
20 |
1,432.25 |
1,392.00 |
40.25 |
2.8% |
12.75 |
0.9% |
97% |
True |
False |
1,398,606 |
40 |
1,432.25 |
1,319.75 |
112.50 |
7.9% |
16.00 |
1.1% |
99% |
True |
False |
1,624,053 |
60 |
1,432.25 |
1,302.50 |
129.75 |
9.1% |
17.25 |
1.2% |
99% |
True |
False |
1,700,232 |
80 |
1,432.25 |
1,255.50 |
176.75 |
12.4% |
18.75 |
1.3% |
99% |
True |
False |
1,393,528 |
100 |
1,432.25 |
1,255.50 |
176.75 |
12.4% |
18.75 |
1.3% |
99% |
True |
False |
1,115,208 |
120 |
1,432.25 |
1,255.50 |
176.75 |
12.4% |
18.25 |
1.3% |
99% |
True |
False |
929,593 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,555.50 |
2.618 |
1,508.25 |
1.618 |
1,479.25 |
1.000 |
1,461.25 |
0.618 |
1,450.25 |
HIGH |
1,432.25 |
0.618 |
1,421.25 |
0.500 |
1,417.75 |
0.382 |
1,414.25 |
LOW |
1,403.25 |
0.618 |
1,385.25 |
1.000 |
1,374.25 |
1.618 |
1,356.25 |
2.618 |
1,327.25 |
4.250 |
1,280.00 |
|
|
Fisher Pivots for day following 06-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,426.50 |
1,425.00 |
PP |
1,422.25 |
1,419.25 |
S1 |
1,417.75 |
1,413.50 |
|