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 |
1,657.8 |
1,693.4 |
35.6 |
2.1% |
1,673.2 |
High |
1,695.5 |
1,701.6 |
6.1 |
0.4% |
1,695.5 |
Low |
1,647.1 |
1,687.6 |
40.5 |
2.5% |
1,647.1 |
Close |
1,687.6 |
1,696.0 |
8.4 |
0.5% |
1,687.6 |
Range |
48.4 |
14.0 |
-34.4 |
-71.1% |
48.4 |
ATR |
21.1 |
20.6 |
-0.5 |
-2.4% |
0.0 |
Volume |
195,805 |
179,166 |
-16,639 |
-8.5% |
536,936 |
|
Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,737.1 |
1,730.5 |
1,703.7 |
|
R3 |
1,723.1 |
1,716.5 |
1,699.9 |
|
R2 |
1,709.1 |
1,709.1 |
1,698.6 |
|
R1 |
1,702.5 |
1,702.5 |
1,697.3 |
1,705.8 |
PP |
1,695.1 |
1,695.1 |
1,695.1 |
1,696.7 |
S1 |
1,688.5 |
1,688.5 |
1,694.7 |
1,691.8 |
S2 |
1,681.1 |
1,681.1 |
1,693.4 |
|
S3 |
1,667.1 |
1,674.5 |
1,692.2 |
|
S4 |
1,653.1 |
1,660.5 |
1,688.3 |
|
|
Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,821.9 |
1,803.2 |
1,714.2 |
|
R3 |
1,773.5 |
1,754.8 |
1,700.9 |
|
R2 |
1,725.1 |
1,725.1 |
1,696.5 |
|
R1 |
1,706.4 |
1,706.4 |
1,692.0 |
1,715.8 |
PP |
1,676.7 |
1,676.7 |
1,676.7 |
1,681.4 |
S1 |
1,658.0 |
1,658.0 |
1,683.2 |
1,667.4 |
S2 |
1,628.3 |
1,628.3 |
1,678.7 |
|
S3 |
1,579.9 |
1,609.6 |
1,674.3 |
|
S4 |
1,531.5 |
1,561.2 |
1,661.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,701.6 |
1,647.1 |
54.5 |
3.2% |
22.1 |
1.3% |
90% |
True |
False |
128,399 |
10 |
1,701.6 |
1,620.8 |
80.8 |
4.8% |
20.3 |
1.2% |
93% |
True |
False |
120,030 |
20 |
1,701.6 |
1,592.1 |
109.5 |
6.5% |
18.1 |
1.1% |
95% |
True |
False |
102,970 |
40 |
1,701.6 |
1,559.5 |
142.1 |
8.4% |
19.8 |
1.2% |
96% |
True |
False |
77,723 |
60 |
1,701.6 |
1,552.0 |
149.6 |
8.8% |
21.4 |
1.3% |
96% |
True |
False |
53,539 |
80 |
1,701.6 |
1,535.4 |
166.2 |
9.8% |
23.6 |
1.4% |
97% |
True |
False |
41,784 |
100 |
1,701.6 |
1,535.4 |
166.2 |
9.8% |
22.6 |
1.3% |
97% |
True |
False |
34,023 |
120 |
1,704.5 |
1,535.4 |
169.1 |
10.0% |
22.5 |
1.3% |
95% |
False |
False |
28,785 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,761.1 |
2.618 |
1,738.3 |
1.618 |
1,724.3 |
1.000 |
1,715.6 |
0.618 |
1,710.3 |
HIGH |
1,701.6 |
0.618 |
1,696.3 |
0.500 |
1,694.6 |
0.382 |
1,692.9 |
LOW |
1,687.6 |
0.618 |
1,678.9 |
1.000 |
1,673.6 |
1.618 |
1,664.9 |
2.618 |
1,650.9 |
4.250 |
1,628.1 |
|
|
Fisher Pivots for day following 04-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,695.5 |
1,688.8 |
PP |
1,695.1 |
1,681.6 |
S1 |
1,694.6 |
1,674.4 |
|