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 |
1,697.6 |
1,695.7 |
-1.9 |
-0.1% |
1,673.2 |
High |
1,698.4 |
1,716.9 |
18.5 |
1.1% |
1,695.5 |
Low |
1,689.6 |
1,693.7 |
4.1 |
0.2% |
1,647.1 |
Close |
1,694.0 |
1,705.6 |
11.6 |
0.7% |
1,687.6 |
Range |
8.8 |
23.2 |
14.4 |
163.6% |
48.4 |
ATR |
19.7 |
20.0 |
0.2 |
1.3% |
0.0 |
Volume |
101,574 |
176,797 |
75,223 |
74.1% |
536,936 |
|
Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,775.0 |
1,763.5 |
1,718.4 |
|
R3 |
1,751.8 |
1,740.3 |
1,712.0 |
|
R2 |
1,728.6 |
1,728.6 |
1,709.9 |
|
R1 |
1,717.1 |
1,717.1 |
1,707.7 |
1,722.9 |
PP |
1,705.4 |
1,705.4 |
1,705.4 |
1,708.3 |
S1 |
1,693.9 |
1,693.9 |
1,703.5 |
1,699.7 |
S2 |
1,682.2 |
1,682.2 |
1,701.3 |
|
S3 |
1,659.0 |
1,670.7 |
1,699.2 |
|
S4 |
1,635.8 |
1,647.5 |
1,692.8 |
|
|
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 |
1,716.9 |
1,647.1 |
69.8 |
4.1% |
21.8 |
1.3% |
84% |
True |
False |
145,082 |
10 |
1,716.9 |
1,647.1 |
69.8 |
4.1% |
19.1 |
1.1% |
84% |
True |
False |
123,349 |
20 |
1,716.9 |
1,592.1 |
124.8 |
7.3% |
18.5 |
1.1% |
91% |
True |
False |
109,094 |
40 |
1,716.9 |
1,559.5 |
157.4 |
9.2% |
19.3 |
1.1% |
93% |
True |
False |
83,885 |
60 |
1,716.9 |
1,552.0 |
164.9 |
9.7% |
21.0 |
1.2% |
93% |
True |
False |
58,111 |
80 |
1,716.9 |
1,535.4 |
181.5 |
10.6% |
23.4 |
1.4% |
94% |
True |
False |
45,151 |
100 |
1,716.9 |
1,535.4 |
181.5 |
10.6% |
22.5 |
1.3% |
94% |
True |
False |
36,757 |
120 |
1,716.9 |
1,535.4 |
181.5 |
10.6% |
22.3 |
1.3% |
94% |
True |
False |
31,058 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,815.5 |
2.618 |
1,777.6 |
1.618 |
1,754.4 |
1.000 |
1,740.1 |
0.618 |
1,731.2 |
HIGH |
1,716.9 |
0.618 |
1,708.0 |
0.500 |
1,705.3 |
0.382 |
1,702.6 |
LOW |
1,693.7 |
0.618 |
1,679.4 |
1.000 |
1,670.5 |
1.618 |
1,656.2 |
2.618 |
1,633.0 |
4.250 |
1,595.1 |
|
|
Fisher Pivots for day following 06-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,705.5 |
1,704.5 |
PP |
1,705.4 |
1,703.4 |
S1 |
1,705.3 |
1,702.3 |
|