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 |
1,692.8 |
1,700.9 |
8.1 |
0.5% |
1,691.0 |
High |
1,713.8 |
1,742.0 |
28.2 |
1.6% |
1,742.0 |
Low |
1,691.6 |
1,688.8 |
-2.8 |
-0.2% |
1,685.1 |
Close |
1,703.2 |
1,738.0 |
34.8 |
2.0% |
1,738.0 |
Range |
22.2 |
53.2 |
31.0 |
139.6% |
56.9 |
ATR |
19.7 |
22.1 |
2.4 |
12.2% |
0.0 |
Volume |
8,394 |
11,565 |
3,171 |
37.8% |
33,806 |
|
Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,882.5 |
1,863.5 |
1,767.3 |
|
R3 |
1,829.3 |
1,810.3 |
1,752.6 |
|
R2 |
1,776.1 |
1,776.1 |
1,747.8 |
|
R1 |
1,757.1 |
1,757.1 |
1,742.9 |
1,766.6 |
PP |
1,722.9 |
1,722.9 |
1,722.9 |
1,727.7 |
S1 |
1,703.9 |
1,703.9 |
1,733.1 |
1,713.4 |
S2 |
1,669.7 |
1,669.7 |
1,728.2 |
|
S3 |
1,616.5 |
1,650.7 |
1,723.4 |
|
S4 |
1,563.3 |
1,597.5 |
1,708.7 |
|
|
Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,892.4 |
1,872.1 |
1,769.3 |
|
R3 |
1,835.5 |
1,815.2 |
1,753.6 |
|
R2 |
1,778.6 |
1,778.6 |
1,748.4 |
|
R1 |
1,758.3 |
1,758.3 |
1,743.2 |
1,768.5 |
PP |
1,721.7 |
1,721.7 |
1,721.7 |
1,726.8 |
S1 |
1,701.4 |
1,701.4 |
1,732.8 |
1,711.6 |
S2 |
1,664.8 |
1,664.8 |
1,727.6 |
|
S3 |
1,607.9 |
1,644.5 |
1,722.4 |
|
S4 |
1,551.0 |
1,587.6 |
1,706.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,742.0 |
1,644.8 |
97.2 |
5.6% |
29.1 |
1.7% |
96% |
True |
False |
9,299 |
10 |
1,742.0 |
1,644.8 |
97.2 |
5.6% |
21.8 |
1.3% |
96% |
True |
False |
7,072 |
20 |
1,742.0 |
1,590.2 |
151.8 |
8.7% |
20.4 |
1.2% |
97% |
True |
False |
5,764 |
40 |
1,742.0 |
1,564.5 |
177.5 |
10.2% |
19.7 |
1.1% |
98% |
True |
False |
5,579 |
60 |
1,742.0 |
1,550.0 |
192.0 |
11.0% |
21.1 |
1.2% |
98% |
True |
False |
4,474 |
80 |
1,742.0 |
1,534.3 |
207.7 |
12.0% |
23.2 |
1.3% |
98% |
True |
False |
3,890 |
100 |
1,742.0 |
1,534.3 |
207.7 |
12.0% |
22.0 |
1.3% |
98% |
True |
False |
3,323 |
120 |
1,742.0 |
1,534.3 |
207.7 |
12.0% |
21.5 |
1.2% |
98% |
True |
False |
2,883 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,968.1 |
2.618 |
1,881.3 |
1.618 |
1,828.1 |
1.000 |
1,795.2 |
0.618 |
1,774.9 |
HIGH |
1,742.0 |
0.618 |
1,721.7 |
0.500 |
1,715.4 |
0.382 |
1,709.1 |
LOW |
1,688.8 |
0.618 |
1,655.9 |
1.000 |
1,635.6 |
1.618 |
1,602.7 |
2.618 |
1,549.5 |
4.250 |
1,462.7 |
|
|
Fisher Pivots for day following 07-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,730.5 |
1,730.2 |
PP |
1,722.9 |
1,722.4 |
S1 |
1,715.4 |
1,714.6 |
|