Trading Metrics calculated at close of trading on 10-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
13,289.53 |
13,308.56 |
19.03 |
0.1% |
13,092.15 |
High |
13,320.27 |
13,324.10 |
3.83 |
0.0% |
13,320.27 |
Low |
13,266.22 |
13,251.39 |
-14.83 |
-0.1% |
12,977.09 |
Close |
13,306.64 |
13,254.29 |
-52.35 |
-0.4% |
13,306.64 |
Range |
54.05 |
72.71 |
18.66 |
34.5% |
343.18 |
ATR |
115.29 |
112.25 |
-3.04 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,494.72 |
13,447.22 |
13,294.28 |
|
R3 |
13,422.01 |
13,374.51 |
13,274.29 |
|
R2 |
13,349.30 |
13,349.30 |
13,267.62 |
|
R1 |
13,301.80 |
13,301.80 |
13,260.96 |
13,289.20 |
PP |
13,276.59 |
13,276.59 |
13,276.59 |
13,270.29 |
S1 |
13,229.09 |
13,229.09 |
13,247.62 |
13,216.49 |
S2 |
13,203.88 |
13,203.88 |
13,240.96 |
|
S3 |
13,131.17 |
13,156.38 |
13,234.29 |
|
S4 |
13,058.46 |
13,083.67 |
13,214.30 |
|
|
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 |
13,324.10 |
12,977.09 |
347.01 |
2.6% |
113.66 |
0.9% |
80% |
True |
False |
|
10 |
13,324.10 |
12,977.09 |
347.01 |
2.6% |
103.04 |
0.8% |
80% |
True |
False |
|
20 |
13,330.76 |
12,977.09 |
353.67 |
2.7% |
98.31 |
0.7% |
78% |
False |
False |
|
40 |
13,330.76 |
12,521.84 |
808.92 |
6.1% |
121.34 |
0.9% |
91% |
False |
False |
|
60 |
13,330.76 |
12,450.17 |
880.59 |
6.6% |
131.77 |
1.0% |
91% |
False |
False |
|
80 |
13,330.76 |
12,035.09 |
1,295.67 |
9.8% |
140.74 |
1.1% |
94% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
9.8% |
139.25 |
1.1% |
94% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
9.8% |
138.03 |
1.0% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,633.12 |
2.618 |
13,514.45 |
1.618 |
13,441.74 |
1.000 |
13,396.81 |
0.618 |
13,369.03 |
HIGH |
13,324.10 |
0.618 |
13,296.32 |
0.500 |
13,287.75 |
0.382 |
13,279.17 |
LOW |
13,251.39 |
0.618 |
13,206.46 |
1.000 |
13,178.68 |
1.618 |
13,133.75 |
2.618 |
13,061.04 |
4.250 |
12,942.37 |
|
|
Fisher Pivots for day following 10-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
13,287.75 |
13,231.06 |
PP |
13,276.59 |
13,207.82 |
S1 |
13,265.44 |
13,184.59 |
|