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 |
1,694.9 |
1,692.8 |
-2.1 |
-0.1% |
1,671.6 |
High |
1,695.5 |
1,713.8 |
18.3 |
1.1% |
1,692.9 |
Low |
1,687.2 |
1,691.6 |
4.4 |
0.3% |
1,644.8 |
Close |
1,691.6 |
1,703.2 |
11.6 |
0.7% |
1,685.3 |
Range |
8.3 |
22.2 |
13.9 |
167.5% |
48.1 |
ATR |
19.5 |
19.7 |
0.2 |
1.0% |
0.0 |
Volume |
6,208 |
8,394 |
2,186 |
35.2% |
33,148 |
|
Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,769.5 |
1,758.5 |
1,715.4 |
|
R3 |
1,747.3 |
1,736.3 |
1,709.3 |
|
R2 |
1,725.1 |
1,725.1 |
1,707.3 |
|
R1 |
1,714.1 |
1,714.1 |
1,705.2 |
1,719.6 |
PP |
1,702.9 |
1,702.9 |
1,702.9 |
1,705.6 |
S1 |
1,691.9 |
1,691.9 |
1,701.2 |
1,697.4 |
S2 |
1,680.7 |
1,680.7 |
1,699.1 |
|
S3 |
1,658.5 |
1,669.7 |
1,697.1 |
|
S4 |
1,636.3 |
1,647.5 |
1,691.0 |
|
|
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 |
1,713.8 |
1,644.8 |
69.0 |
4.1% |
21.3 |
1.3% |
85% |
True |
False |
7,518 |
10 |
1,713.8 |
1,644.8 |
69.0 |
4.1% |
18.7 |
1.1% |
85% |
True |
False |
6,334 |
20 |
1,713.8 |
1,590.2 |
123.6 |
7.3% |
18.2 |
1.1% |
91% |
True |
False |
5,281 |
40 |
1,713.8 |
1,557.0 |
156.8 |
9.2% |
18.9 |
1.1% |
93% |
True |
False |
5,400 |
60 |
1,713.8 |
1,550.0 |
163.8 |
9.6% |
20.5 |
1.2% |
94% |
True |
False |
4,290 |
80 |
1,713.8 |
1,534.3 |
179.5 |
10.5% |
22.8 |
1.3% |
94% |
True |
False |
3,754 |
100 |
1,713.8 |
1,534.3 |
179.5 |
10.5% |
21.6 |
1.3% |
94% |
True |
False |
3,209 |
120 |
1,713.8 |
1,534.3 |
179.5 |
10.5% |
21.1 |
1.2% |
94% |
True |
False |
2,789 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,808.2 |
2.618 |
1,771.9 |
1.618 |
1,749.7 |
1.000 |
1,736.0 |
0.618 |
1,727.5 |
HIGH |
1,713.8 |
0.618 |
1,705.3 |
0.500 |
1,702.7 |
0.382 |
1,700.1 |
LOW |
1,691.6 |
0.618 |
1,677.9 |
1.000 |
1,669.4 |
1.618 |
1,655.7 |
2.618 |
1,633.5 |
4.250 |
1,597.3 |
|
|
Fisher Pivots for day following 06-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,703.0 |
1,702.0 |
PP |
1,702.9 |
1,700.7 |
S1 |
1,702.7 |
1,699.5 |
|