Trading Metrics calculated at close of trading on 05-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2012 |
05-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,693.4 |
1,697.6 |
4.2 |
0.2% |
1,673.2 |
High |
1,701.6 |
1,698.4 |
-3.2 |
-0.2% |
1,695.5 |
Low |
1,687.6 |
1,689.6 |
2.0 |
0.1% |
1,647.1 |
Close |
1,696.0 |
1,694.0 |
-2.0 |
-0.1% |
1,687.6 |
Range |
14.0 |
8.8 |
-5.2 |
-37.1% |
48.4 |
ATR |
20.6 |
19.7 |
-0.8 |
-4.1% |
0.0 |
Volume |
179,166 |
101,574 |
-77,592 |
-43.3% |
536,936 |
|
Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,720.4 |
1,716.0 |
1,698.8 |
|
R3 |
1,711.6 |
1,707.2 |
1,696.4 |
|
R2 |
1,702.8 |
1,702.8 |
1,695.6 |
|
R1 |
1,698.4 |
1,698.4 |
1,694.8 |
1,696.2 |
PP |
1,694.0 |
1,694.0 |
1,694.0 |
1,692.9 |
S1 |
1,689.6 |
1,689.6 |
1,693.2 |
1,687.4 |
S2 |
1,685.2 |
1,685.2 |
1,692.4 |
|
S3 |
1,676.4 |
1,680.8 |
1,691.6 |
|
S4 |
1,667.6 |
1,672.0 |
1,689.2 |
|
|
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% |
20.7 |
1.2% |
86% |
False |
False |
128,952 |
10 |
1,701.6 |
1,636.3 |
65.3 |
3.9% |
18.9 |
1.1% |
88% |
False |
False |
118,243 |
20 |
1,701.6 |
1,592.1 |
109.5 |
6.5% |
18.0 |
1.1% |
93% |
False |
False |
104,306 |
40 |
1,701.6 |
1,559.5 |
142.1 |
8.4% |
19.1 |
1.1% |
95% |
False |
False |
79,863 |
60 |
1,701.6 |
1,552.0 |
149.6 |
8.8% |
21.1 |
1.2% |
95% |
False |
False |
55,178 |
80 |
1,701.6 |
1,535.4 |
166.2 |
9.8% |
23.5 |
1.4% |
95% |
False |
False |
43,010 |
100 |
1,701.6 |
1,535.4 |
166.2 |
9.8% |
22.4 |
1.3% |
95% |
False |
False |
35,011 |
120 |
1,704.5 |
1,535.4 |
169.1 |
10.0% |
22.3 |
1.3% |
94% |
False |
False |
29,604 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,735.8 |
2.618 |
1,721.4 |
1.618 |
1,712.6 |
1.000 |
1,707.2 |
0.618 |
1,703.8 |
HIGH |
1,698.4 |
0.618 |
1,695.0 |
0.500 |
1,694.0 |
0.382 |
1,693.0 |
LOW |
1,689.6 |
0.618 |
1,684.2 |
1.000 |
1,680.8 |
1.618 |
1,675.4 |
2.618 |
1,666.6 |
4.250 |
1,652.2 |
|
|
Fisher Pivots for day following 05-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,694.0 |
1,687.5 |
PP |
1,694.0 |
1,680.9 |
S1 |
1,694.0 |
1,674.4 |
|