Trading Metrics calculated at close of trading on 04-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,660.2 |
1,696.2 |
36.0 |
2.2% |
1,677.3 |
High |
1,697.0 |
1,703.2 |
6.2 |
0.4% |
1,697.0 |
Low |
1,651.9 |
1,691.7 |
39.8 |
2.4% |
1,651.9 |
Close |
1,689.7 |
1,698.2 |
8.5 |
0.5% |
1,689.7 |
Range |
45.1 |
11.5 |
-33.6 |
-74.5% |
45.1 |
ATR |
18.1 |
17.8 |
-0.3 |
-1.8% |
0.0 |
Volume |
656 |
890 |
234 |
35.7% |
4,128 |
|
Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,732.2 |
1,726.7 |
1,704.5 |
|
R3 |
1,720.7 |
1,715.2 |
1,701.4 |
|
R2 |
1,709.2 |
1,709.2 |
1,700.3 |
|
R1 |
1,703.7 |
1,703.7 |
1,699.3 |
1,706.5 |
PP |
1,697.7 |
1,697.7 |
1,697.7 |
1,699.1 |
S1 |
1,692.2 |
1,692.2 |
1,697.1 |
1,695.0 |
S2 |
1,686.2 |
1,686.2 |
1,696.1 |
|
S3 |
1,674.7 |
1,680.7 |
1,695.0 |
|
S4 |
1,663.2 |
1,669.2 |
1,691.9 |
|
|
Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,814.8 |
1,797.4 |
1,714.5 |
|
R3 |
1,769.7 |
1,752.3 |
1,702.1 |
|
R2 |
1,724.6 |
1,724.6 |
1,698.0 |
|
R1 |
1,707.2 |
1,707.2 |
1,693.8 |
1,715.9 |
PP |
1,679.5 |
1,679.5 |
1,679.5 |
1,683.9 |
S1 |
1,662.1 |
1,662.1 |
1,685.6 |
1,670.8 |
S2 |
1,634.4 |
1,634.4 |
1,681.4 |
|
S3 |
1,589.3 |
1,617.0 |
1,677.3 |
|
S4 |
1,544.2 |
1,571.9 |
1,664.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,703.2 |
1,651.9 |
51.3 |
3.0% |
19.5 |
1.1% |
90% |
True |
False |
897 |
10 |
1,703.2 |
1,623.4 |
79.8 |
4.7% |
18.0 |
1.1% |
94% |
True |
False |
1,099 |
20 |
1,703.2 |
1,598.0 |
105.2 |
6.2% |
15.0 |
0.9% |
95% |
True |
False |
1,084 |
40 |
1,703.2 |
1,564.7 |
138.5 |
8.2% |
15.3 |
0.9% |
96% |
True |
False |
1,077 |
60 |
1,703.2 |
1,556.3 |
146.9 |
8.7% |
16.6 |
1.0% |
97% |
True |
False |
912 |
80 |
1,703.2 |
1,538.1 |
165.1 |
9.7% |
18.3 |
1.1% |
97% |
True |
False |
1,007 |
100 |
1,703.2 |
1,538.1 |
165.1 |
9.7% |
16.6 |
1.0% |
97% |
True |
False |
959 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,752.1 |
2.618 |
1,733.3 |
1.618 |
1,721.8 |
1.000 |
1,714.7 |
0.618 |
1,710.3 |
HIGH |
1,703.2 |
0.618 |
1,698.8 |
0.500 |
1,697.5 |
0.382 |
1,696.1 |
LOW |
1,691.7 |
0.618 |
1,684.6 |
1.000 |
1,680.2 |
1.618 |
1,673.1 |
2.618 |
1,661.6 |
4.250 |
1,642.8 |
|
|
Fisher Pivots for day following 04-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,698.0 |
1,691.3 |
PP |
1,697.7 |
1,684.4 |
S1 |
1,697.5 |
1,677.6 |
|