Trading Metrics calculated at close of trading on 04-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,398.75 |
1,398.75 |
0.00 |
0.0% |
1,404.00 |
High |
1,398.75 |
1,402.00 |
3.25 |
0.2% |
1,408.75 |
Low |
1,395.00 |
1,387.50 |
-7.50 |
-0.5% |
1,388.25 |
Close |
1,397.00 |
1,399.00 |
2.00 |
0.1% |
1,398.00 |
Range |
3.75 |
14.50 |
10.75 |
286.7% |
20.50 |
ATR |
12.87 |
12.98 |
0.12 |
0.9% |
0.00 |
Volume |
6,807 |
28,492 |
21,685 |
318.6% |
14,735 |
|
Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,439.75 |
1,433.75 |
1,407.00 |
|
R3 |
1,425.25 |
1,419.25 |
1,403.00 |
|
R2 |
1,410.75 |
1,410.75 |
1,401.75 |
|
R1 |
1,404.75 |
1,404.75 |
1,400.25 |
1,407.75 |
PP |
1,396.25 |
1,396.25 |
1,396.25 |
1,397.50 |
S1 |
1,390.25 |
1,390.25 |
1,397.75 |
1,393.25 |
S2 |
1,381.75 |
1,381.75 |
1,396.25 |
|
S3 |
1,367.25 |
1,375.75 |
1,395.00 |
|
S4 |
1,352.75 |
1,361.25 |
1,391.00 |
|
|
Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,459.75 |
1,449.50 |
1,409.25 |
|
R3 |
1,439.25 |
1,429.00 |
1,403.75 |
|
R2 |
1,418.75 |
1,418.75 |
1,401.75 |
|
R1 |
1,408.50 |
1,408.50 |
1,400.00 |
1,403.50 |
PP |
1,398.25 |
1,398.25 |
1,398.25 |
1,395.75 |
S1 |
1,388.00 |
1,388.00 |
1,396.00 |
1,383.00 |
S2 |
1,377.75 |
1,377.75 |
1,394.25 |
|
S3 |
1,357.25 |
1,367.50 |
1,392.25 |
|
S4 |
1,336.75 |
1,347.00 |
1,386.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,405.25 |
1,387.50 |
17.75 |
1.3% |
11.00 |
0.8% |
65% |
False |
True |
9,440 |
10 |
1,410.25 |
1,387.50 |
22.75 |
1.6% |
11.75 |
0.8% |
51% |
False |
True |
6,348 |
20 |
1,417.50 |
1,384.00 |
33.50 |
2.4% |
11.00 |
0.8% |
45% |
False |
False |
4,437 |
40 |
1,417.50 |
1,313.25 |
104.25 |
7.5% |
14.75 |
1.1% |
82% |
False |
False |
3,390 |
60 |
1,417.50 |
1,292.00 |
125.50 |
9.0% |
16.25 |
1.2% |
85% |
False |
False |
2,655 |
80 |
1,417.50 |
1,250.00 |
167.50 |
12.0% |
17.00 |
1.2% |
89% |
False |
False |
2,125 |
100 |
1,417.50 |
1,250.00 |
167.50 |
12.0% |
15.75 |
1.1% |
89% |
False |
False |
1,763 |
120 |
1,417.50 |
1,250.00 |
167.50 |
12.0% |
14.75 |
1.1% |
89% |
False |
False |
1,493 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,463.50 |
2.618 |
1,440.00 |
1.618 |
1,425.50 |
1.000 |
1,416.50 |
0.618 |
1,411.00 |
HIGH |
1,402.00 |
0.618 |
1,396.50 |
0.500 |
1,394.75 |
0.382 |
1,393.00 |
LOW |
1,387.50 |
0.618 |
1,378.50 |
1.000 |
1,373.00 |
1.618 |
1,364.00 |
2.618 |
1,349.50 |
4.250 |
1,326.00 |
|
|
Fisher Pivots for day following 04-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,397.50 |
1,398.00 |
PP |
1,396.25 |
1,397.25 |
S1 |
1,394.75 |
1,396.25 |
|