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 |
1,695.7 |
1,703.7 |
8.0 |
0.5% |
1,693.4 |
High |
1,716.9 |
1,745.4 |
28.5 |
1.7% |
1,745.4 |
Low |
1,693.7 |
1,691.3 |
-2.4 |
-0.1% |
1,687.6 |
Close |
1,705.6 |
1,740.5 |
34.9 |
2.0% |
1,740.5 |
Range |
23.2 |
54.1 |
30.9 |
133.2% |
57.8 |
ATR |
20.0 |
22.4 |
2.4 |
12.2% |
0.0 |
Volume |
176,797 |
216,526 |
39,729 |
22.5% |
674,063 |
|
Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,888.0 |
1,868.4 |
1,770.3 |
|
R3 |
1,833.9 |
1,814.3 |
1,755.4 |
|
R2 |
1,779.8 |
1,779.8 |
1,750.4 |
|
R1 |
1,760.2 |
1,760.2 |
1,745.5 |
1,770.0 |
PP |
1,725.7 |
1,725.7 |
1,725.7 |
1,730.7 |
S1 |
1,706.1 |
1,706.1 |
1,735.5 |
1,715.9 |
S2 |
1,671.6 |
1,671.6 |
1,730.6 |
|
S3 |
1,617.5 |
1,652.0 |
1,725.6 |
|
S4 |
1,563.4 |
1,597.9 |
1,710.7 |
|
|
Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,897.9 |
1,877.0 |
1,772.3 |
|
R3 |
1,840.1 |
1,819.2 |
1,756.4 |
|
R2 |
1,782.3 |
1,782.3 |
1,751.1 |
|
R1 |
1,761.4 |
1,761.4 |
1,745.8 |
1,771.9 |
PP |
1,724.5 |
1,724.5 |
1,724.5 |
1,729.7 |
S1 |
1,703.6 |
1,703.6 |
1,735.2 |
1,714.1 |
S2 |
1,666.7 |
1,666.7 |
1,729.9 |
|
S3 |
1,608.9 |
1,645.8 |
1,724.6 |
|
S4 |
1,551.1 |
1,588.0 |
1,708.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,745.4 |
1,647.1 |
98.3 |
5.6% |
29.7 |
1.7% |
95% |
True |
False |
173,973 |
10 |
1,745.4 |
1,647.1 |
98.3 |
5.6% |
22.2 |
1.3% |
95% |
True |
False |
130,559 |
20 |
1,745.4 |
1,592.1 |
153.3 |
8.8% |
20.7 |
1.2% |
97% |
True |
False |
116,654 |
40 |
1,745.4 |
1,566.8 |
178.6 |
10.3% |
20.1 |
1.2% |
97% |
True |
False |
88,693 |
60 |
1,745.4 |
1,552.0 |
193.4 |
11.1% |
21.6 |
1.2% |
97% |
True |
False |
61,674 |
80 |
1,745.4 |
1,535.4 |
210.0 |
12.1% |
23.8 |
1.4% |
98% |
True |
False |
47,763 |
100 |
1,745.4 |
1,535.4 |
210.0 |
12.1% |
22.8 |
1.3% |
98% |
True |
False |
38,897 |
120 |
1,745.4 |
1,535.4 |
210.0 |
12.1% |
22.7 |
1.3% |
98% |
True |
False |
32,853 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,975.3 |
2.618 |
1,887.0 |
1.618 |
1,832.9 |
1.000 |
1,799.5 |
0.618 |
1,778.8 |
HIGH |
1,745.4 |
0.618 |
1,724.7 |
0.500 |
1,718.4 |
0.382 |
1,712.0 |
LOW |
1,691.3 |
0.618 |
1,657.9 |
1.000 |
1,637.2 |
1.618 |
1,603.8 |
2.618 |
1,549.7 |
4.250 |
1,461.4 |
|
|
Fisher Pivots for day following 07-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,733.1 |
1,732.8 |
PP |
1,725.7 |
1,725.2 |
S1 |
1,718.4 |
1,717.5 |
|