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 |
1,398.25 |
1,397.25 |
-1.00 |
-0.1% |
1,404.00 |
High |
1,400.75 |
1,425.00 |
24.25 |
1.7% |
1,408.75 |
Low |
1,390.25 |
1,396.75 |
6.50 |
0.5% |
1,388.25 |
Close |
1,396.50 |
1,424.00 |
27.50 |
2.0% |
1,398.00 |
Range |
10.50 |
28.25 |
17.75 |
169.0% |
20.50 |
ATR |
12.81 |
13.93 |
1.12 |
8.8% |
0.00 |
Volume |
10,143 |
49,186 |
39,043 |
384.9% |
14,735 |
|
Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,500.00 |
1,490.25 |
1,439.50 |
|
R3 |
1,471.75 |
1,462.00 |
1,431.75 |
|
R2 |
1,443.50 |
1,443.50 |
1,429.25 |
|
R1 |
1,433.75 |
1,433.75 |
1,426.50 |
1,438.50 |
PP |
1,415.25 |
1,415.25 |
1,415.25 |
1,417.75 |
S1 |
1,405.50 |
1,405.50 |
1,421.50 |
1,410.50 |
S2 |
1,387.00 |
1,387.00 |
1,418.75 |
|
S3 |
1,358.75 |
1,377.25 |
1,416.25 |
|
S4 |
1,330.50 |
1,349.00 |
1,408.50 |
|
|
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 |
1,425.00 |
1,387.50 |
37.50 |
2.6% |
14.75 |
1.0% |
97% |
True |
False |
20,287 |
10 |
1,425.00 |
1,387.50 |
37.50 |
2.6% |
12.75 |
0.9% |
97% |
True |
False |
11,066 |
20 |
1,425.00 |
1,385.75 |
39.25 |
2.8% |
12.00 |
0.8% |
97% |
True |
False |
7,233 |
40 |
1,425.00 |
1,314.25 |
110.75 |
7.8% |
15.00 |
1.1% |
99% |
True |
False |
4,721 |
60 |
1,425.00 |
1,296.00 |
129.00 |
9.1% |
16.25 |
1.1% |
99% |
True |
False |
3,618 |
80 |
1,425.00 |
1,250.00 |
175.00 |
12.3% |
17.00 |
1.2% |
99% |
True |
False |
2,865 |
100 |
1,425.00 |
1,250.00 |
175.00 |
12.3% |
16.00 |
1.1% |
99% |
True |
False |
2,356 |
120 |
1,425.00 |
1,250.00 |
175.00 |
12.3% |
15.00 |
1.0% |
99% |
True |
False |
1,987 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,545.00 |
2.618 |
1,499.00 |
1.618 |
1,470.75 |
1.000 |
1,453.25 |
0.618 |
1,442.50 |
HIGH |
1,425.00 |
0.618 |
1,414.25 |
0.500 |
1,411.00 |
0.382 |
1,407.50 |
LOW |
1,396.75 |
0.618 |
1,379.25 |
1.000 |
1,368.50 |
1.618 |
1,351.00 |
2.618 |
1,322.75 |
4.250 |
1,276.75 |
|
|
Fisher Pivots for day following 06-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,419.50 |
1,418.00 |
PP |
1,415.25 |
1,412.25 |
S1 |
1,411.00 |
1,406.25 |
|