Trading Metrics calculated at close of trading on 07-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
13,045.23 |
13,289.53 |
244.30 |
1.9% |
13,092.15 |
High |
13,294.13 |
13,320.27 |
26.14 |
0.2% |
13,320.27 |
Low |
13,045.08 |
13,266.22 |
221.14 |
1.7% |
12,977.09 |
Close |
13,292.00 |
13,306.64 |
14.64 |
0.1% |
13,306.64 |
Range |
249.05 |
54.05 |
-195.00 |
-78.3% |
343.18 |
ATR |
120.00 |
115.29 |
-4.71 |
-3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,459.86 |
13,437.30 |
13,336.37 |
|
R3 |
13,405.81 |
13,383.25 |
13,321.50 |
|
R2 |
13,351.76 |
13,351.76 |
13,316.55 |
|
R1 |
13,329.20 |
13,329.20 |
13,311.59 |
13,340.48 |
PP |
13,297.71 |
13,297.71 |
13,297.71 |
13,303.35 |
S1 |
13,275.15 |
13,275.15 |
13,301.69 |
13,286.43 |
S2 |
13,243.66 |
13,243.66 |
13,296.73 |
|
S3 |
13,189.61 |
13,221.10 |
13,291.78 |
|
S4 |
13,135.56 |
13,167.05 |
13,276.91 |
|
|
Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,230.87 |
14,111.94 |
13,495.39 |
|
R3 |
13,887.69 |
13,768.76 |
13,401.01 |
|
R2 |
13,544.51 |
13,544.51 |
13,369.56 |
|
R1 |
13,425.58 |
13,425.58 |
13,338.10 |
13,485.05 |
PP |
13,201.33 |
13,201.33 |
13,201.33 |
13,231.07 |
S1 |
13,082.40 |
13,082.40 |
13,275.18 |
13,141.87 |
S2 |
12,858.15 |
12,858.15 |
13,243.72 |
|
S3 |
12,514.97 |
12,739.22 |
13,212.27 |
|
S4 |
12,171.79 |
12,396.04 |
13,117.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,320.27 |
12,977.09 |
343.18 |
2.6% |
128.96 |
1.0% |
96% |
True |
False |
|
10 |
13,320.27 |
12,977.09 |
343.18 |
2.6% |
110.60 |
0.8% |
96% |
True |
False |
|
20 |
13,330.76 |
12,977.09 |
353.67 |
2.7% |
100.34 |
0.8% |
93% |
False |
False |
|
40 |
13,330.76 |
12,521.84 |
808.92 |
6.1% |
124.81 |
0.9% |
97% |
False |
False |
|
60 |
13,330.76 |
12,450.17 |
880.59 |
6.6% |
133.91 |
1.0% |
97% |
False |
False |
|
80 |
13,330.76 |
12,035.09 |
1,295.67 |
9.7% |
141.39 |
1.1% |
98% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
9.8% |
139.39 |
1.0% |
98% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
9.8% |
138.38 |
1.0% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,549.98 |
2.618 |
13,461.77 |
1.618 |
13,407.72 |
1.000 |
13,374.32 |
0.618 |
13,353.67 |
HIGH |
13,320.27 |
0.618 |
13,299.62 |
0.500 |
13,293.25 |
0.382 |
13,286.87 |
LOW |
13,266.22 |
0.618 |
13,232.82 |
1.000 |
13,212.17 |
1.618 |
13,178.77 |
2.618 |
13,124.72 |
4.250 |
13,036.51 |
|
|
Fisher Pivots for day following 07-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
13,302.18 |
13,260.93 |
PP |
13,297.71 |
13,215.22 |
S1 |
13,293.25 |
13,169.51 |
|