Trading Metrics calculated at close of trading on 02-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2011 |
02-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
5,374.5 |
5,291.5 |
-83.0 |
-1.5% |
5,241.5 |
High |
5,418.0 |
5,338.0 |
-80.0 |
-1.5% |
5,418.0 |
Low |
5,325.0 |
5,220.0 |
-105.0 |
-2.0% |
5,190.5 |
Close |
5,325.0 |
5,231.0 |
-94.0 |
-1.8% |
5,231.0 |
Range |
93.0 |
118.0 |
25.0 |
26.9% |
227.5 |
ATR |
133.3 |
132.2 |
-1.1 |
-0.8% |
0.0 |
Volume |
601 |
250 |
-351 |
-58.4% |
4,057 |
|
Daily Pivots for day following 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,617.0 |
5,542.0 |
5,296.0 |
|
R3 |
5,499.0 |
5,424.0 |
5,263.5 |
|
R2 |
5,381.0 |
5,381.0 |
5,252.5 |
|
R1 |
5,306.0 |
5,306.0 |
5,242.0 |
5,284.5 |
PP |
5,263.0 |
5,263.0 |
5,263.0 |
5,252.0 |
S1 |
5,188.0 |
5,188.0 |
5,220.0 |
5,166.5 |
S2 |
5,145.0 |
5,145.0 |
5,209.5 |
|
S3 |
5,027.0 |
5,070.0 |
5,198.5 |
|
S4 |
4,909.0 |
4,952.0 |
5,166.0 |
|
|
Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,962.5 |
5,824.0 |
5,356.0 |
|
R3 |
5,735.0 |
5,596.5 |
5,293.5 |
|
R2 |
5,507.5 |
5,507.5 |
5,272.5 |
|
R1 |
5,369.0 |
5,369.0 |
5,252.0 |
5,324.5 |
PP |
5,280.0 |
5,280.0 |
5,280.0 |
5,257.5 |
S1 |
5,141.5 |
5,141.5 |
5,210.0 |
5,097.0 |
S2 |
5,052.5 |
5,052.5 |
5,189.5 |
|
S3 |
4,825.0 |
4,914.0 |
5,168.5 |
|
S4 |
4,597.5 |
4,686.5 |
5,106.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,418.0 |
4,990.0 |
428.0 |
8.2% |
112.0 |
2.1% |
56% |
False |
False |
940 |
10 |
5,418.0 |
4,915.0 |
503.0 |
9.6% |
124.5 |
2.4% |
63% |
False |
False |
1,621 |
20 |
5,418.0 |
4,819.5 |
598.5 |
11.4% |
140.5 |
2.7% |
69% |
False |
False |
851 |
40 |
6,000.0 |
4,819.5 |
1,180.5 |
22.6% |
100.0 |
1.9% |
35% |
False |
False |
430 |
60 |
6,000.5 |
4,819.5 |
1,181.0 |
22.6% |
75.5 |
1.4% |
35% |
False |
False |
294 |
80 |
6,000.5 |
4,819.5 |
1,181.0 |
22.6% |
58.0 |
1.1% |
35% |
False |
False |
221 |
100 |
6,000.5 |
4,819.5 |
1,181.0 |
22.6% |
47.5 |
0.9% |
35% |
False |
False |
177 |
120 |
6,000.5 |
4,819.5 |
1,181.0 |
22.6% |
40.0 |
0.8% |
35% |
False |
False |
148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,839.5 |
2.618 |
5,647.0 |
1.618 |
5,529.0 |
1.000 |
5,456.0 |
0.618 |
5,411.0 |
HIGH |
5,338.0 |
0.618 |
5,293.0 |
0.500 |
5,279.0 |
0.382 |
5,265.0 |
LOW |
5,220.0 |
0.618 |
5,147.0 |
1.000 |
5,102.0 |
1.618 |
5,029.0 |
2.618 |
4,911.0 |
4.250 |
4,718.5 |
|
|
Fisher Pivots for day following 02-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
5,279.0 |
5,319.0 |
PP |
5,263.0 |
5,289.5 |
S1 |
5,247.0 |
5,260.5 |
|