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 |
1,398.75 |
1,398.25 |
-0.50 |
0.0% |
1,404.00 |
High |
1,402.00 |
1,400.75 |
-1.25 |
-0.1% |
1,408.75 |
Low |
1,387.50 |
1,390.25 |
2.75 |
0.2% |
1,388.25 |
Close |
1,399.00 |
1,396.50 |
-2.50 |
-0.2% |
1,398.00 |
Range |
14.50 |
10.50 |
-4.00 |
-27.6% |
20.50 |
ATR |
12.98 |
12.81 |
-0.18 |
-1.4% |
0.00 |
Volume |
28,492 |
10,143 |
-18,349 |
-64.4% |
14,735 |
|
Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,427.25 |
1,422.50 |
1,402.25 |
|
R3 |
1,416.75 |
1,412.00 |
1,399.50 |
|
R2 |
1,406.25 |
1,406.25 |
1,398.50 |
|
R1 |
1,401.50 |
1,401.50 |
1,397.50 |
1,398.50 |
PP |
1,395.75 |
1,395.75 |
1,395.75 |
1,394.50 |
S1 |
1,391.00 |
1,391.00 |
1,395.50 |
1,388.00 |
S2 |
1,385.25 |
1,385.25 |
1,394.50 |
|
S3 |
1,374.75 |
1,380.50 |
1,393.50 |
|
S4 |
1,364.25 |
1,370.00 |
1,390.75 |
|
|
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 |
1,405.00 |
1,387.50 |
17.50 |
1.3% |
11.50 |
0.8% |
51% |
False |
False |
11,065 |
10 |
1,410.25 |
1,387.50 |
22.75 |
1.6% |
11.75 |
0.8% |
40% |
False |
False |
7,138 |
20 |
1,417.50 |
1,385.75 |
31.75 |
2.3% |
11.00 |
0.8% |
34% |
False |
False |
4,826 |
40 |
1,417.50 |
1,313.25 |
104.25 |
7.5% |
14.75 |
1.1% |
80% |
False |
False |
3,583 |
60 |
1,417.50 |
1,296.00 |
121.50 |
8.7% |
16.25 |
1.2% |
83% |
False |
False |
2,818 |
80 |
1,417.50 |
1,250.00 |
167.50 |
12.0% |
16.75 |
1.2% |
87% |
False |
False |
2,251 |
100 |
1,417.50 |
1,250.00 |
167.50 |
12.0% |
15.75 |
1.1% |
87% |
False |
False |
1,865 |
120 |
1,417.50 |
1,250.00 |
167.50 |
12.0% |
14.75 |
1.1% |
87% |
False |
False |
1,577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,445.50 |
2.618 |
1,428.25 |
1.618 |
1,417.75 |
1.000 |
1,411.25 |
0.618 |
1,407.25 |
HIGH |
1,400.75 |
0.618 |
1,396.75 |
0.500 |
1,395.50 |
0.382 |
1,394.25 |
LOW |
1,390.25 |
0.618 |
1,383.75 |
1.000 |
1,379.75 |
1.618 |
1,373.25 |
2.618 |
1,362.75 |
4.250 |
1,345.50 |
|
|
Fisher Pivots for day following 05-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,396.25 |
1,396.00 |
PP |
1,395.75 |
1,395.25 |
S1 |
1,395.50 |
1,394.75 |
|