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 |
6,994.0 |
7,175.0 |
181.0 |
2.6% |
6,996.0 |
High |
7,175.5 |
7,251.0 |
75.5 |
1.1% |
7,251.0 |
Low |
6,983.0 |
7,175.0 |
192.0 |
2.7% |
6,898.0 |
Close |
7,161.5 |
7,225.0 |
63.5 |
0.9% |
7,225.0 |
Range |
192.5 |
76.0 |
-116.5 |
-60.5% |
353.0 |
ATR |
112.2 |
110.6 |
-1.6 |
-1.4% |
0.0 |
Volume |
7,950 |
2,644 |
-5,306 |
-66.7% |
22,914 |
|
Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,445.0 |
7,411.0 |
7,266.8 |
|
R3 |
7,369.0 |
7,335.0 |
7,245.9 |
|
R2 |
7,293.0 |
7,293.0 |
7,238.9 |
|
R1 |
7,259.0 |
7,259.0 |
7,232.0 |
7,276.0 |
PP |
7,217.0 |
7,217.0 |
7,217.0 |
7,225.5 |
S1 |
7,183.0 |
7,183.0 |
7,218.0 |
7,200.0 |
S2 |
7,141.0 |
7,141.0 |
7,211.1 |
|
S3 |
7,065.0 |
7,107.0 |
7,204.1 |
|
S4 |
6,989.0 |
7,031.0 |
7,183.2 |
|
|
Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,183.7 |
8,057.3 |
7,419.2 |
|
R3 |
7,830.7 |
7,704.3 |
7,322.1 |
|
R2 |
7,477.7 |
7,477.7 |
7,289.7 |
|
R1 |
7,351.3 |
7,351.3 |
7,257.4 |
7,414.5 |
PP |
7,124.7 |
7,124.7 |
7,124.7 |
7,156.3 |
S1 |
6,998.3 |
6,998.3 |
7,192.6 |
7,061.5 |
S2 |
6,771.7 |
6,771.7 |
7,160.3 |
|
S3 |
6,418.7 |
6,645.3 |
7,127.9 |
|
S4 |
6,065.7 |
6,292.3 |
7,030.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,251.0 |
6,892.0 |
359.0 |
5.0% |
116.9 |
1.6% |
93% |
True |
False |
4,733 |
10 |
7,251.0 |
6,875.0 |
376.0 |
5.2% |
101.4 |
1.4% |
93% |
True |
False |
2,717 |
20 |
7,251.0 |
6,875.0 |
376.0 |
5.2% |
88.9 |
1.2% |
93% |
True |
False |
1,494 |
40 |
7,251.0 |
6,320.0 |
931.0 |
12.9% |
113.3 |
1.6% |
97% |
True |
False |
999 |
60 |
7,251.0 |
6,112.5 |
1,138.5 |
15.8% |
111.3 |
1.5% |
98% |
True |
False |
903 |
80 |
7,251.0 |
5,924.0 |
1,327.0 |
18.4% |
113.5 |
1.6% |
98% |
True |
False |
1,266 |
100 |
7,251.0 |
5,924.0 |
1,327.0 |
18.4% |
112.4 |
1.6% |
98% |
True |
False |
1,026 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,574.0 |
2.618 |
7,450.0 |
1.618 |
7,374.0 |
1.000 |
7,327.0 |
0.618 |
7,298.0 |
HIGH |
7,251.0 |
0.618 |
7,222.0 |
0.500 |
7,213.0 |
0.382 |
7,204.0 |
LOW |
7,175.0 |
0.618 |
7,128.0 |
1.000 |
7,099.0 |
1.618 |
7,052.0 |
2.618 |
6,976.0 |
4.250 |
6,852.0 |
|
|
Fisher Pivots for day following 07-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
7,221.0 |
7,174.8 |
PP |
7,217.0 |
7,124.7 |
S1 |
7,213.0 |
7,074.5 |
|