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 |
2,758.75 |
2,760.50 |
1.75 |
0.1% |
2,780.25 |
High |
2,777.50 |
2,775.50 |
-2.00 |
-0.1% |
2,787.75 |
Low |
2,739.50 |
2,736.25 |
-3.25 |
-0.1% |
2,739.50 |
Close |
2,763.50 |
2,767.50 |
4.00 |
0.1% |
2,763.50 |
Range |
38.00 |
39.25 |
1.25 |
3.3% |
48.25 |
ATR |
27.56 |
28.39 |
0.84 |
3.0% |
0.00 |
Volume |
425 |
4,831 |
4,406 |
1,036.7% |
1,880 |
|
Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,877.50 |
2,861.75 |
2,789.00 |
|
R3 |
2,838.25 |
2,822.50 |
2,778.25 |
|
R2 |
2,799.00 |
2,799.00 |
2,774.75 |
|
R1 |
2,783.25 |
2,783.25 |
2,771.00 |
2,791.00 |
PP |
2,759.75 |
2,759.75 |
2,759.75 |
2,763.75 |
S1 |
2,744.00 |
2,744.00 |
2,764.00 |
2,752.00 |
S2 |
2,720.50 |
2,720.50 |
2,760.25 |
|
S3 |
2,681.25 |
2,704.75 |
2,756.75 |
|
S4 |
2,642.00 |
2,665.50 |
2,746.00 |
|
|
Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,908.25 |
2,884.25 |
2,790.00 |
|
R3 |
2,860.00 |
2,836.00 |
2,776.75 |
|
R2 |
2,811.75 |
2,811.75 |
2,772.25 |
|
R1 |
2,787.75 |
2,787.75 |
2,768.00 |
2,775.50 |
PP |
2,763.50 |
2,763.50 |
2,763.50 |
2,757.50 |
S1 |
2,739.50 |
2,739.50 |
2,759.00 |
2,727.50 |
S2 |
2,715.25 |
2,715.25 |
2,754.75 |
|
S3 |
2,667.00 |
2,691.25 |
2,750.25 |
|
S4 |
2,618.75 |
2,643.00 |
2,737.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,782.00 |
2,736.25 |
45.75 |
1.7% |
27.50 |
1.0% |
68% |
False |
True |
1,333 |
10 |
2,794.75 |
2,736.25 |
58.50 |
2.1% |
29.00 |
1.0% |
53% |
False |
True |
697 |
20 |
2,794.75 |
2,695.75 |
99.00 |
3.6% |
22.75 |
0.8% |
72% |
False |
False |
384 |
40 |
2,794.75 |
2,510.25 |
284.50 |
10.3% |
27.75 |
1.0% |
90% |
False |
False |
205 |
60 |
2,794.75 |
2,503.75 |
291.00 |
10.5% |
25.75 |
0.9% |
91% |
False |
False |
139 |
80 |
2,794.75 |
2,442.50 |
352.25 |
12.7% |
22.25 |
0.8% |
92% |
False |
False |
105 |
100 |
2,794.75 |
2,442.50 |
352.25 |
12.7% |
20.50 |
0.7% |
92% |
False |
False |
84 |
120 |
2,794.75 |
2,442.50 |
352.25 |
12.7% |
18.25 |
0.7% |
92% |
False |
False |
71 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,942.25 |
2.618 |
2,878.25 |
1.618 |
2,839.00 |
1.000 |
2,814.75 |
0.618 |
2,799.75 |
HIGH |
2,775.50 |
0.618 |
2,760.50 |
0.500 |
2,756.00 |
0.382 |
2,751.25 |
LOW |
2,736.25 |
0.618 |
2,712.00 |
1.000 |
2,697.00 |
1.618 |
2,672.75 |
2.618 |
2,633.50 |
4.250 |
2,569.50 |
|
|
Fisher Pivots for day following 04-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
2,763.50 |
2,764.00 |
PP |
2,759.75 |
2,760.50 |
S1 |
2,756.00 |
2,757.00 |
|