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 |
1,827.9 |
1,879.9 |
52.0 |
2.8% |
1,840.0 |
High |
1,887.4 |
1,923.7 |
36.3 |
1.9% |
1,887.4 |
Low |
1,826.9 |
1,861.8 |
34.9 |
1.9% |
1,778.1 |
Close |
1,876.9 |
1,873.3 |
-3.6 |
-0.2% |
1,876.9 |
Range |
60.5 |
61.9 |
1.4 |
2.3% |
109.3 |
ATR |
48.9 |
49.8 |
0.9 |
1.9% |
0.0 |
Volume |
170,512 |
392,960 |
222,448 |
130.5% |
815,382 |
|
Daily Pivots for day following 06-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,072.0 |
2,034.5 |
1,907.3 |
|
R3 |
2,010.1 |
1,972.6 |
1,890.3 |
|
R2 |
1,948.2 |
1,948.2 |
1,884.6 |
|
R1 |
1,910.7 |
1,910.7 |
1,879.0 |
1,898.5 |
PP |
1,886.3 |
1,886.3 |
1,886.3 |
1,880.2 |
S1 |
1,848.8 |
1,848.8 |
1,867.6 |
1,836.6 |
S2 |
1,824.4 |
1,824.4 |
1,862.0 |
|
S3 |
1,762.5 |
1,786.9 |
1,856.3 |
|
S4 |
1,700.6 |
1,725.0 |
1,839.3 |
|
|
Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,175.4 |
2,135.4 |
1,937.0 |
|
R3 |
2,066.1 |
2,026.1 |
1,907.0 |
|
R2 |
1,956.8 |
1,956.8 |
1,896.9 |
|
R1 |
1,916.8 |
1,916.8 |
1,886.9 |
1,936.8 |
PP |
1,847.5 |
1,847.5 |
1,847.5 |
1,857.5 |
S1 |
1,807.5 |
1,807.5 |
1,866.9 |
1,827.5 |
S2 |
1,738.2 |
1,738.2 |
1,856.9 |
|
S3 |
1,628.9 |
1,698.2 |
1,846.8 |
|
S4 |
1,519.6 |
1,588.9 |
1,816.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,923.7 |
1,786.2 |
137.5 |
7.3% |
45.7 |
2.4% |
63% |
True |
False |
205,399 |
10 |
1,923.7 |
1,705.4 |
218.3 |
11.7% |
63.1 |
3.4% |
77% |
True |
False |
255,843 |
20 |
1,923.7 |
1,705.4 |
218.3 |
11.7% |
55.4 |
3.0% |
77% |
True |
False |
240,074 |
40 |
1,923.7 |
1,543.3 |
380.4 |
20.3% |
40.1 |
2.1% |
87% |
True |
False |
169,350 |
60 |
1,923.7 |
1,481.0 |
442.7 |
23.6% |
32.9 |
1.8% |
89% |
True |
False |
115,822 |
80 |
1,923.7 |
1,475.0 |
448.7 |
24.0% |
29.1 |
1.6% |
89% |
True |
False |
87,828 |
100 |
1,923.7 |
1,457.9 |
465.8 |
24.9% |
28.1 |
1.5% |
89% |
True |
False |
70,965 |
120 |
1,923.7 |
1,392.3 |
531.4 |
28.4% |
26.1 |
1.4% |
91% |
True |
False |
59,428 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,186.8 |
2.618 |
2,085.8 |
1.618 |
2,023.9 |
1.000 |
1,985.6 |
0.618 |
1,962.0 |
HIGH |
1,923.7 |
0.618 |
1,900.1 |
0.500 |
1,892.8 |
0.382 |
1,885.4 |
LOW |
1,861.8 |
0.618 |
1,823.5 |
1.000 |
1,799.9 |
1.618 |
1,761.6 |
2.618 |
1,699.7 |
4.250 |
1,598.7 |
|
|
Fisher Pivots for day following 06-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1,892.8 |
1,872.1 |
PP |
1,886.3 |
1,870.8 |
S1 |
1,879.8 |
1,869.6 |
|