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 |
12,965 |
12,966 |
1 |
0.0% |
13,080 |
High |
13,001 |
13,207 |
206 |
1.6% |
13,100 |
Low |
12,922 |
12,966 |
44 |
0.3% |
12,890 |
Close |
12,971 |
13,195 |
224 |
1.7% |
12,997 |
Range |
79 |
241 |
162 |
205.1% |
210 |
ATR |
115 |
124 |
9 |
7.8% |
0 |
Volume |
241 |
1,660 |
1,419 |
588.8% |
848 |
|
Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,846 |
13,761 |
13,328 |
|
R3 |
13,605 |
13,520 |
13,261 |
|
R2 |
13,364 |
13,364 |
13,239 |
|
R1 |
13,279 |
13,279 |
13,217 |
13,322 |
PP |
13,123 |
13,123 |
13,123 |
13,144 |
S1 |
13,038 |
13,038 |
13,173 |
13,081 |
S2 |
12,882 |
12,882 |
13,151 |
|
S3 |
12,641 |
12,797 |
13,129 |
|
S4 |
12,400 |
12,556 |
13,063 |
|
|
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 |
13,207 |
12,888 |
319 |
2.4% |
160 |
1.2% |
96% |
True |
False |
672 |
10 |
13,207 |
12,888 |
319 |
2.4% |
136 |
1.0% |
96% |
True |
False |
377 |
20 |
13,220 |
12,888 |
332 |
2.5% |
106 |
0.8% |
92% |
False |
False |
215 |
40 |
13,220 |
12,351 |
869 |
6.6% |
118 |
0.9% |
97% |
False |
False |
118 |
60 |
13,220 |
12,323 |
897 |
6.8% |
106 |
0.8% |
97% |
False |
False |
81 |
80 |
13,220 |
11,913 |
1,307 |
9.9% |
95 |
0.7% |
98% |
False |
False |
61 |
100 |
13,220 |
11,913 |
1,307 |
9.9% |
84 |
0.6% |
98% |
False |
False |
49 |
120 |
13,220 |
11,913 |
1,307 |
9.9% |
73 |
0.6% |
98% |
False |
False |
43 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,231 |
2.618 |
13,838 |
1.618 |
13,597 |
1.000 |
13,448 |
0.618 |
13,356 |
HIGH |
13,207 |
0.618 |
13,115 |
0.500 |
13,087 |
0.382 |
13,058 |
LOW |
12,966 |
0.618 |
12,817 |
1.000 |
12,725 |
1.618 |
12,576 |
2.618 |
12,335 |
4.250 |
11,942 |
|
|
Fisher Pivots for day following 06-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
13,159 |
13,146 |
PP |
13,123 |
13,097 |
S1 |
13,087 |
13,048 |
|