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 |
1,655.5 |
1,691.0 |
35.5 |
2.1% |
1,671.6 |
High |
1,692.9 |
1,699.0 |
6.1 |
0.4% |
1,692.9 |
Low |
1,644.8 |
1,685.1 |
40.3 |
2.5% |
1,644.8 |
Close |
1,685.3 |
1,693.6 |
8.3 |
0.5% |
1,685.3 |
Range |
48.1 |
13.9 |
-34.2 |
-71.1% |
48.1 |
ATR |
20.8 |
20.3 |
-0.5 |
-2.4% |
0.0 |
Volume |
12,693 |
7,639 |
-5,054 |
-39.8% |
33,148 |
|
Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,734.3 |
1,727.8 |
1,701.2 |
|
R3 |
1,720.4 |
1,713.9 |
1,697.4 |
|
R2 |
1,706.5 |
1,706.5 |
1,696.1 |
|
R1 |
1,700.0 |
1,700.0 |
1,694.9 |
1,703.3 |
PP |
1,692.6 |
1,692.6 |
1,692.6 |
1,694.2 |
S1 |
1,686.1 |
1,686.1 |
1,692.3 |
1,689.4 |
S2 |
1,678.7 |
1,678.7 |
1,691.1 |
|
S3 |
1,664.8 |
1,672.2 |
1,689.8 |
|
S4 |
1,650.9 |
1,658.3 |
1,686.0 |
|
|
Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,818.6 |
1,800.1 |
1,711.8 |
|
R3 |
1,770.5 |
1,752.0 |
1,698.5 |
|
R2 |
1,722.4 |
1,722.4 |
1,694.1 |
|
R1 |
1,703.9 |
1,703.9 |
1,689.7 |
1,713.2 |
PP |
1,674.3 |
1,674.3 |
1,674.3 |
1,679.0 |
S1 |
1,655.8 |
1,655.8 |
1,680.9 |
1,665.1 |
S2 |
1,626.2 |
1,626.2 |
1,676.5 |
|
S3 |
1,578.1 |
1,607.7 |
1,672.1 |
|
S4 |
1,530.0 |
1,559.6 |
1,658.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,699.0 |
1,644.8 |
54.2 |
3.2% |
21.9 |
1.3% |
90% |
True |
False |
7,514 |
10 |
1,699.0 |
1,619.1 |
79.9 |
4.7% |
20.1 |
1.2% |
93% |
True |
False |
6,114 |
20 |
1,699.0 |
1,590.2 |
108.8 |
6.4% |
17.9 |
1.1% |
95% |
True |
False |
4,817 |
40 |
1,699.0 |
1,557.0 |
142.0 |
8.4% |
19.5 |
1.2% |
96% |
True |
False |
5,277 |
60 |
1,699.0 |
1,550.0 |
149.0 |
8.8% |
20.9 |
1.2% |
96% |
True |
False |
4,109 |
80 |
1,699.0 |
1,534.3 |
164.7 |
9.7% |
23.0 |
1.4% |
97% |
True |
False |
3,598 |
100 |
1,699.0 |
1,534.3 |
164.7 |
9.7% |
21.7 |
1.3% |
97% |
True |
False |
3,092 |
120 |
1,701.5 |
1,534.3 |
167.2 |
9.9% |
21.2 |
1.3% |
95% |
False |
False |
2,679 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,758.1 |
2.618 |
1,735.4 |
1.618 |
1,721.5 |
1.000 |
1,712.9 |
0.618 |
1,707.6 |
HIGH |
1,699.0 |
0.618 |
1,693.7 |
0.500 |
1,692.1 |
0.382 |
1,690.4 |
LOW |
1,685.1 |
0.618 |
1,676.5 |
1.000 |
1,671.2 |
1.618 |
1,662.6 |
2.618 |
1,648.7 |
4.250 |
1,626.0 |
|
|
Fisher Pivots for day following 04-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,693.1 |
1,686.4 |
PP |
1,692.6 |
1,679.1 |
S1 |
1,692.1 |
1,671.9 |
|