Trading Metrics calculated at close of trading on 11-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
13,308.56 |
13,254.60 |
-53.96 |
-0.4% |
13,092.15 |
High |
13,324.10 |
13,354.34 |
30.24 |
0.2% |
13,320.27 |
Low |
13,251.39 |
13,253.21 |
1.82 |
0.0% |
12,977.09 |
Close |
13,254.29 |
13,323.36 |
69.07 |
0.5% |
13,306.64 |
Range |
72.71 |
101.13 |
28.42 |
39.1% |
343.18 |
ATR |
112.25 |
111.45 |
-0.79 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,613.69 |
13,569.66 |
13,378.98 |
|
R3 |
13,512.56 |
13,468.53 |
13,351.17 |
|
R2 |
13,411.43 |
13,411.43 |
13,341.90 |
|
R1 |
13,367.40 |
13,367.40 |
13,332.63 |
13,389.42 |
PP |
13,310.30 |
13,310.30 |
13,310.30 |
13,321.31 |
S1 |
13,266.27 |
13,266.27 |
13,314.09 |
13,288.29 |
S2 |
13,209.17 |
13,209.17 |
13,304.82 |
|
S3 |
13,108.04 |
13,165.14 |
13,295.55 |
|
S4 |
13,006.91 |
13,064.01 |
13,267.74 |
|
|
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 |
13,354.34 |
13,018.74 |
335.60 |
2.5% |
110.82 |
0.8% |
91% |
True |
False |
|
10 |
13,354.34 |
12,977.09 |
377.25 |
2.8% |
107.08 |
0.8% |
92% |
True |
False |
|
20 |
13,354.34 |
12,977.09 |
377.25 |
2.8% |
98.76 |
0.7% |
92% |
True |
False |
|
40 |
13,354.34 |
12,521.84 |
832.50 |
6.2% |
121.63 |
0.9% |
96% |
True |
False |
|
60 |
13,354.34 |
12,450.17 |
904.17 |
6.8% |
131.40 |
1.0% |
97% |
True |
False |
|
80 |
13,354.34 |
12,035.09 |
1,319.25 |
9.9% |
139.87 |
1.0% |
98% |
True |
False |
|
100 |
13,354.34 |
12,035.09 |
1,319.25 |
9.9% |
138.43 |
1.0% |
98% |
True |
False |
|
120 |
13,354.34 |
12,035.09 |
1,319.25 |
9.9% |
138.23 |
1.0% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,784.14 |
2.618 |
13,619.10 |
1.618 |
13,517.97 |
1.000 |
13,455.47 |
0.618 |
13,416.84 |
HIGH |
13,354.34 |
0.618 |
13,315.71 |
0.500 |
13,303.78 |
0.382 |
13,291.84 |
LOW |
13,253.21 |
0.618 |
13,190.71 |
1.000 |
13,152.08 |
1.618 |
13,089.58 |
2.618 |
12,988.45 |
4.250 |
12,823.41 |
|
|
Fisher Pivots for day following 11-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
13,316.83 |
13,316.53 |
PP |
13,310.30 |
13,309.70 |
S1 |
13,303.78 |
13,302.87 |
|