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 |
1,403.50 |
1,431.00 |
27.50 |
2.0% |
1,406.25 |
High |
1,432.25 |
1,438.75 |
6.50 |
0.5% |
1,438.75 |
Low |
1,403.25 |
1,430.50 |
27.25 |
1.9% |
1,394.50 |
Close |
1,431.00 |
1,438.25 |
7.25 |
0.5% |
1,438.25 |
Range |
29.00 |
8.25 |
-20.75 |
-71.6% |
44.25 |
ATR |
15.00 |
14.52 |
-0.48 |
-3.2% |
0.00 |
Volume |
2,040,626 |
1,472,193 |
-568,433 |
-27.9% |
6,622,255 |
|
Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,460.50 |
1,457.75 |
1,442.75 |
|
R3 |
1,452.25 |
1,449.50 |
1,440.50 |
|
R2 |
1,444.00 |
1,444.00 |
1,439.75 |
|
R1 |
1,441.25 |
1,441.25 |
1,439.00 |
1,442.50 |
PP |
1,435.75 |
1,435.75 |
1,435.75 |
1,436.50 |
S1 |
1,433.00 |
1,433.00 |
1,437.50 |
1,434.50 |
S2 |
1,427.50 |
1,427.50 |
1,436.75 |
|
S3 |
1,419.25 |
1,424.75 |
1,436.00 |
|
S4 |
1,411.00 |
1,416.50 |
1,433.75 |
|
|
Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,556.50 |
1,541.75 |
1,462.50 |
|
R3 |
1,512.25 |
1,497.50 |
1,450.50 |
|
R2 |
1,468.00 |
1,468.00 |
1,446.25 |
|
R1 |
1,453.25 |
1,453.25 |
1,442.25 |
1,460.50 |
PP |
1,423.75 |
1,423.75 |
1,423.75 |
1,427.50 |
S1 |
1,409.00 |
1,409.00 |
1,434.25 |
1,416.50 |
S2 |
1,379.50 |
1,379.50 |
1,430.25 |
|
S3 |
1,335.25 |
1,364.75 |
1,426.00 |
|
S4 |
1,291.00 |
1,320.50 |
1,414.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,438.75 |
1,394.50 |
44.25 |
3.1% |
16.00 |
1.1% |
99% |
True |
False |
1,733,794 |
10 |
1,438.75 |
1,394.50 |
44.25 |
3.1% |
13.50 |
0.9% |
99% |
True |
False |
1,455,668 |
20 |
1,438.75 |
1,392.00 |
46.75 |
3.3% |
12.50 |
0.9% |
99% |
True |
False |
1,413,254 |
40 |
1,438.75 |
1,321.25 |
117.50 |
8.2% |
15.75 |
1.1% |
100% |
True |
False |
1,613,237 |
60 |
1,438.75 |
1,302.50 |
136.25 |
9.5% |
17.25 |
1.2% |
100% |
True |
False |
1,681,990 |
80 |
1,438.75 |
1,255.50 |
183.25 |
12.7% |
18.75 |
1.3% |
100% |
True |
False |
1,411,913 |
100 |
1,438.75 |
1,255.50 |
183.25 |
12.7% |
18.50 |
1.3% |
100% |
True |
False |
1,129,926 |
120 |
1,438.75 |
1,255.50 |
183.25 |
12.7% |
18.25 |
1.3% |
100% |
True |
False |
941,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,473.75 |
2.618 |
1,460.25 |
1.618 |
1,452.00 |
1.000 |
1,447.00 |
0.618 |
1,443.75 |
HIGH |
1,438.75 |
0.618 |
1,435.50 |
0.500 |
1,434.50 |
0.382 |
1,433.75 |
LOW |
1,430.50 |
0.618 |
1,425.50 |
1.000 |
1,422.25 |
1.618 |
1,417.25 |
2.618 |
1,409.00 |
4.250 |
1,395.50 |
|
|
Fisher Pivots for day following 07-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,437.00 |
1,431.50 |
PP |
1,435.75 |
1,424.75 |
S1 |
1,434.50 |
1,418.00 |
|