Trading Metrics calculated at close of trading on 12-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
13,254.60 |
13,321.62 |
67.02 |
0.5% |
13,092.15 |
High |
13,354.34 |
13,373.62 |
19.28 |
0.1% |
13,320.27 |
Low |
13,253.21 |
13,317.52 |
64.31 |
0.5% |
12,977.09 |
Close |
13,323.36 |
13,333.35 |
9.99 |
0.1% |
13,306.64 |
Range |
101.13 |
56.10 |
-45.03 |
-44.5% |
343.18 |
ATR |
111.45 |
107.50 |
-3.95 |
-3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,509.80 |
13,477.67 |
13,364.21 |
|
R3 |
13,453.70 |
13,421.57 |
13,348.78 |
|
R2 |
13,397.60 |
13,397.60 |
13,343.64 |
|
R1 |
13,365.47 |
13,365.47 |
13,338.49 |
13,381.54 |
PP |
13,341.50 |
13,341.50 |
13,341.50 |
13,349.53 |
S1 |
13,309.37 |
13,309.37 |
13,328.21 |
13,325.44 |
S2 |
13,285.40 |
13,285.40 |
13,323.07 |
|
S3 |
13,229.30 |
13,253.27 |
13,317.92 |
|
S4 |
13,173.20 |
13,197.17 |
13,302.50 |
|
|
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 |
13,373.62 |
13,045.08 |
328.54 |
2.5% |
106.61 |
0.8% |
88% |
True |
False |
|
10 |
13,373.62 |
12,977.09 |
396.53 |
3.0% |
106.07 |
0.8% |
90% |
True |
False |
|
20 |
13,373.62 |
12,977.09 |
396.53 |
3.0% |
97.52 |
0.7% |
90% |
True |
False |
|
40 |
13,373.62 |
12,521.84 |
851.78 |
6.4% |
118.43 |
0.9% |
95% |
True |
False |
|
60 |
13,373.62 |
12,450.17 |
923.45 |
6.9% |
130.91 |
1.0% |
96% |
True |
False |
|
80 |
13,373.62 |
12,035.09 |
1,338.53 |
10.0% |
138.61 |
1.0% |
97% |
True |
False |
|
100 |
13,373.62 |
12,035.09 |
1,338.53 |
10.0% |
137.81 |
1.0% |
97% |
True |
False |
|
120 |
13,373.62 |
12,035.09 |
1,338.53 |
10.0% |
137.80 |
1.0% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,612.05 |
2.618 |
13,520.49 |
1.618 |
13,464.39 |
1.000 |
13,429.72 |
0.618 |
13,408.29 |
HIGH |
13,373.62 |
0.618 |
13,352.19 |
0.500 |
13,345.57 |
0.382 |
13,338.95 |
LOW |
13,317.52 |
0.618 |
13,282.85 |
1.000 |
13,261.42 |
1.618 |
13,226.75 |
2.618 |
13,170.65 |
4.250 |
13,079.10 |
|
|
Fisher Pivots for day following 12-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
13,345.57 |
13,326.40 |
PP |
13,341.50 |
13,319.45 |
S1 |
13,337.42 |
13,312.51 |
|