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 |
1,696.2 |
1,700.0 |
3.8 |
0.2% |
1,677.3 |
High |
1,703.2 |
1,700.0 |
-3.2 |
-0.2% |
1,697.0 |
Low |
1,691.7 |
1,694.4 |
2.7 |
0.2% |
1,651.9 |
Close |
1,698.2 |
1,696.3 |
-1.9 |
-0.1% |
1,689.7 |
Range |
11.5 |
5.6 |
-5.9 |
-51.3% |
45.1 |
ATR |
17.8 |
16.9 |
-0.9 |
-4.9% |
0.0 |
Volume |
890 |
2,253 |
1,363 |
153.1% |
4,128 |
|
Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,713.7 |
1,710.6 |
1,699.4 |
|
R3 |
1,708.1 |
1,705.0 |
1,697.8 |
|
R2 |
1,702.5 |
1,702.5 |
1,697.3 |
|
R1 |
1,699.4 |
1,699.4 |
1,696.8 |
1,698.2 |
PP |
1,696.9 |
1,696.9 |
1,696.9 |
1,696.3 |
S1 |
1,693.8 |
1,693.8 |
1,695.8 |
1,692.6 |
S2 |
1,691.3 |
1,691.3 |
1,695.3 |
|
S3 |
1,685.7 |
1,688.2 |
1,694.8 |
|
S4 |
1,680.1 |
1,682.6 |
1,693.2 |
|
|
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% |
17.9 |
1.1% |
87% |
False |
False |
1,192 |
10 |
1,703.2 |
1,639.7 |
63.5 |
3.7% |
16.4 |
1.0% |
89% |
False |
False |
1,297 |
20 |
1,703.2 |
1,598.0 |
105.2 |
6.2% |
15.0 |
0.9% |
93% |
False |
False |
1,181 |
40 |
1,703.2 |
1,564.7 |
138.5 |
8.2% |
15.0 |
0.9% |
95% |
False |
False |
1,098 |
60 |
1,703.2 |
1,556.3 |
146.9 |
8.7% |
16.5 |
1.0% |
95% |
False |
False |
944 |
80 |
1,703.2 |
1,538.1 |
165.1 |
9.7% |
18.2 |
1.1% |
96% |
False |
False |
1,032 |
100 |
1,703.2 |
1,538.1 |
165.1 |
9.7% |
16.5 |
1.0% |
96% |
False |
False |
979 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,723.8 |
2.618 |
1,714.7 |
1.618 |
1,709.1 |
1.000 |
1,705.6 |
0.618 |
1,703.5 |
HIGH |
1,700.0 |
0.618 |
1,697.9 |
0.500 |
1,697.2 |
0.382 |
1,696.5 |
LOW |
1,694.4 |
0.618 |
1,690.9 |
1.000 |
1,688.8 |
1.618 |
1,685.3 |
2.618 |
1,679.7 |
4.250 |
1,670.6 |
|
|
Fisher Pivots for day following 05-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,697.2 |
1,690.1 |
PP |
1,696.9 |
1,683.8 |
S1 |
1,696.6 |
1,677.6 |
|