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 |
12,950 |
12,965 |
15 |
0.1% |
13,080 |
High |
13,043 |
13,001 |
-42 |
-0.3% |
13,100 |
Low |
12,888 |
12,922 |
34 |
0.3% |
12,890 |
Close |
12,970 |
12,971 |
1 |
0.0% |
12,997 |
Range |
155 |
79 |
-76 |
-49.0% |
210 |
ATR |
118 |
115 |
-3 |
-2.4% |
0 |
Volume |
909 |
241 |
-668 |
-73.5% |
848 |
|
Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,202 |
13,165 |
13,015 |
|
R3 |
13,123 |
13,086 |
12,993 |
|
R2 |
13,044 |
13,044 |
12,986 |
|
R1 |
13,007 |
13,007 |
12,978 |
13,026 |
PP |
12,965 |
12,965 |
12,965 |
12,974 |
S1 |
12,928 |
12,928 |
12,964 |
12,947 |
S2 |
12,886 |
12,886 |
12,957 |
|
S3 |
12,807 |
12,849 |
12,949 |
|
S4 |
12,728 |
12,770 |
12,928 |
|
|
Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,626 |
13,521 |
13,113 |
|
R3 |
13,416 |
13,311 |
13,055 |
|
R2 |
13,206 |
13,206 |
13,036 |
|
R1 |
13,101 |
13,101 |
13,016 |
13,049 |
PP |
12,996 |
12,996 |
12,996 |
12,969 |
S1 |
12,891 |
12,891 |
12,978 |
12,839 |
S2 |
12,786 |
12,786 |
12,959 |
|
S3 |
12,576 |
12,681 |
12,939 |
|
S4 |
12,366 |
12,471 |
12,882 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,058 |
12,888 |
170 |
1.3% |
125 |
1.0% |
49% |
False |
False |
351 |
10 |
13,137 |
12,888 |
249 |
1.9% |
122 |
0.9% |
33% |
False |
False |
221 |
20 |
13,220 |
12,888 |
332 |
2.6% |
99 |
0.8% |
25% |
False |
False |
133 |
40 |
13,220 |
12,351 |
869 |
6.7% |
115 |
0.9% |
71% |
False |
False |
77 |
60 |
13,220 |
12,323 |
897 |
6.9% |
102 |
0.8% |
72% |
False |
False |
53 |
80 |
13,220 |
11,913 |
1,307 |
10.1% |
92 |
0.7% |
81% |
False |
False |
40 |
100 |
13,220 |
11,913 |
1,307 |
10.1% |
81 |
0.6% |
81% |
False |
False |
33 |
120 |
13,220 |
11,913 |
1,307 |
10.1% |
71 |
0.5% |
81% |
False |
False |
29 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,337 |
2.618 |
13,208 |
1.618 |
13,129 |
1.000 |
13,080 |
0.618 |
13,050 |
HIGH |
13,001 |
0.618 |
12,971 |
0.500 |
12,962 |
0.382 |
12,952 |
LOW |
12,922 |
0.618 |
12,873 |
1.000 |
12,843 |
1.618 |
12,794 |
2.618 |
12,715 |
4.250 |
12,586 |
|
|
Fisher Pivots for day following 05-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
12,968 |
12,973 |
PP |
12,965 |
12,972 |
S1 |
12,962 |
12,972 |
|