Trading Metrics calculated at close of trading on 06-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2011 |
06-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
11,492.06 |
11,237.31 |
-254.75 |
-2.2% |
11,286.65 |
High |
11,492.14 |
11,237.46 |
-254.68 |
-2.2% |
11,716.84 |
Low |
11,211.35 |
10,932.53 |
-278.82 |
-2.5% |
11,211.35 |
Close |
11,240.26 |
11,139.30 |
-100.96 |
-0.9% |
11,240.26 |
Range |
280.79 |
304.93 |
24.14 |
8.6% |
505.49 |
ATR |
276.56 |
278.79 |
2.23 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,017.89 |
11,883.52 |
11,307.01 |
|
R3 |
11,712.96 |
11,578.59 |
11,223.16 |
|
R2 |
11,408.03 |
11,408.03 |
11,195.20 |
|
R1 |
11,273.66 |
11,273.66 |
11,167.25 |
11,188.38 |
PP |
11,103.10 |
11,103.10 |
11,103.10 |
11,060.46 |
S1 |
10,968.73 |
10,968.73 |
11,111.35 |
10,883.45 |
S2 |
10,798.17 |
10,798.17 |
11,083.40 |
|
S3 |
10,493.24 |
10,663.80 |
11,055.44 |
|
S4 |
10,188.31 |
10,358.87 |
10,971.59 |
|
|
Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,905.95 |
12,578.60 |
11,518.28 |
|
R3 |
12,400.46 |
12,073.11 |
11,379.27 |
|
R2 |
11,894.97 |
11,894.97 |
11,332.93 |
|
R1 |
11,567.62 |
11,567.62 |
11,286.60 |
11,478.55 |
PP |
11,389.48 |
11,389.48 |
11,389.48 |
11,344.95 |
S1 |
11,062.13 |
11,062.13 |
11,193.92 |
10,973.06 |
S2 |
10,883.99 |
10,883.99 |
11,147.59 |
|
S3 |
10,378.50 |
10,556.64 |
11,101.25 |
|
S4 |
9,873.01 |
10,051.15 |
10,962.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,716.84 |
10,932.53 |
784.31 |
7.0% |
239.86 |
2.2% |
26% |
False |
True |
|
10 |
11,716.84 |
10,854.43 |
862.41 |
7.7% |
269.23 |
2.4% |
33% |
False |
False |
|
20 |
11,716.84 |
10,604.07 |
1,112.77 |
10.0% |
312.74 |
2.8% |
48% |
False |
False |
|
40 |
12,751.43 |
10,604.07 |
2,147.36 |
19.3% |
265.96 |
2.4% |
25% |
False |
False |
|
60 |
12,753.89 |
10,604.07 |
2,149.82 |
19.3% |
224.63 |
2.0% |
25% |
False |
False |
|
80 |
12,753.89 |
10,604.07 |
2,149.82 |
19.3% |
201.63 |
1.8% |
25% |
False |
False |
|
100 |
12,876.00 |
10,604.07 |
2,271.93 |
20.4% |
187.10 |
1.7% |
24% |
False |
False |
|
120 |
12,876.00 |
10,604.07 |
2,271.93 |
20.4% |
173.99 |
1.6% |
24% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,533.41 |
2.618 |
12,035.77 |
1.618 |
11,730.84 |
1.000 |
11,542.39 |
0.618 |
11,425.91 |
HIGH |
11,237.46 |
0.618 |
11,120.98 |
0.500 |
11,085.00 |
0.382 |
11,049.01 |
LOW |
10,932.53 |
0.618 |
10,744.08 |
1.000 |
10,627.60 |
1.618 |
10,439.15 |
2.618 |
10,134.22 |
4.250 |
9,636.58 |
|
|
Fisher Pivots for day following 06-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
11,121.20 |
11,324.69 |
PP |
11,103.10 |
11,262.89 |
S1 |
11,085.00 |
11,201.10 |
|