Trading Metrics calculated at close of trading on 06-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2012 |
06-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
141.09 |
141.76 |
0.67 |
0.5% |
141.89 |
High |
141.47 |
143.78 |
2.31 |
1.6% |
142.08 |
Low |
140.63 |
141.75 |
1.12 |
0.8% |
140.19 |
Close |
140.91 |
143.77 |
2.86 |
2.0% |
141.16 |
Range |
0.84 |
2.03 |
1.19 |
141.7% |
1.89 |
ATR |
1.22 |
1.34 |
0.12 |
9.6% |
0.00 |
Volume |
100,660,203 |
158,272,406 |
57,612,203 |
57.2% |
458,364,137 |
|
Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149.19 |
148.51 |
144.89 |
|
R3 |
147.16 |
146.48 |
144.33 |
|
R2 |
145.13 |
145.13 |
144.14 |
|
R1 |
144.45 |
144.45 |
143.96 |
144.79 |
PP |
143.10 |
143.10 |
143.10 |
143.27 |
S1 |
142.42 |
142.42 |
143.58 |
142.76 |
S2 |
141.07 |
141.07 |
143.40 |
|
S3 |
139.04 |
140.39 |
143.21 |
|
S4 |
137.01 |
138.36 |
142.65 |
|
|
Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.81 |
145.88 |
142.20 |
|
R3 |
144.92 |
143.99 |
141.68 |
|
R2 |
143.03 |
143.03 |
141.51 |
|
R1 |
142.10 |
142.10 |
141.33 |
141.62 |
PP |
141.14 |
141.14 |
141.14 |
140.91 |
S1 |
140.21 |
140.21 |
140.99 |
139.73 |
S2 |
139.25 |
139.25 |
140.81 |
|
S3 |
137.36 |
138.32 |
140.64 |
|
S4 |
135.47 |
136.43 |
140.12 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
143.78 |
140.13 |
3.65 |
2.5% |
1.28 |
0.9% |
100% |
True |
False |
125,543,762 |
10 |
143.78 |
140.13 |
3.65 |
2.5% |
1.14 |
0.8% |
100% |
True |
False |
104,836,484 |
20 |
143.78 |
139.81 |
3.97 |
2.8% |
1.04 |
0.7% |
100% |
True |
False |
100,524,766 |
40 |
143.78 |
132.60 |
11.18 |
7.8% |
1.28 |
0.9% |
100% |
True |
False |
118,859,643 |
60 |
143.78 |
130.85 |
12.93 |
9.0% |
1.37 |
1.0% |
100% |
True |
False |
130,274,750 |
80 |
143.78 |
127.14 |
16.64 |
11.6% |
1.54 |
1.1% |
100% |
True |
False |
145,941,190 |
100 |
143.78 |
127.14 |
16.64 |
11.6% |
1.51 |
1.0% |
100% |
True |
False |
147,483,135 |
120 |
143.78 |
127.14 |
16.64 |
11.6% |
1.48 |
1.0% |
100% |
True |
False |
146,998,926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
152.41 |
2.618 |
149.09 |
1.618 |
147.06 |
1.000 |
145.81 |
0.618 |
145.03 |
HIGH |
143.78 |
0.618 |
143.00 |
0.500 |
142.77 |
0.382 |
142.53 |
LOW |
141.75 |
0.618 |
140.50 |
1.000 |
139.72 |
1.618 |
138.47 |
2.618 |
136.44 |
4.250 |
133.12 |
|
|
Fisher Pivots for day following 06-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
143.44 |
143.17 |
PP |
143.10 |
142.56 |
S1 |
142.77 |
141.96 |
|