Trading Metrics calculated at close of trading on 13-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
13,321.62 |
13,329.71 |
8.09 |
0.1% |
13,092.15 |
High |
13,373.62 |
13,573.33 |
199.71 |
1.5% |
13,320.27 |
Low |
13,317.52 |
13,325.11 |
7.59 |
0.1% |
12,977.09 |
Close |
13,333.35 |
13,539.86 |
206.51 |
1.5% |
13,306.64 |
Range |
56.10 |
248.22 |
192.12 |
342.5% |
343.18 |
ATR |
107.50 |
117.55 |
10.05 |
9.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,224.09 |
14,130.20 |
13,676.38 |
|
R3 |
13,975.87 |
13,881.98 |
13,608.12 |
|
R2 |
13,727.65 |
13,727.65 |
13,585.37 |
|
R1 |
13,633.76 |
13,633.76 |
13,562.61 |
13,680.71 |
PP |
13,479.43 |
13,479.43 |
13,479.43 |
13,502.91 |
S1 |
13,385.54 |
13,385.54 |
13,517.11 |
13,432.49 |
S2 |
13,231.21 |
13,231.21 |
13,494.35 |
|
S3 |
12,982.99 |
13,137.32 |
13,471.60 |
|
S4 |
12,734.77 |
12,889.10 |
13,403.34 |
|
|
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 |
13,573.33 |
13,251.39 |
321.94 |
2.4% |
106.44 |
0.8% |
90% |
True |
False |
|
10 |
13,573.33 |
12,977.09 |
596.24 |
4.4% |
124.54 |
0.9% |
94% |
True |
False |
|
20 |
13,573.33 |
12,977.09 |
596.24 |
4.4% |
107.20 |
0.8% |
94% |
True |
False |
|
40 |
13,573.33 |
12,521.84 |
1,051.49 |
7.8% |
120.45 |
0.9% |
97% |
True |
False |
|
60 |
13,573.33 |
12,450.17 |
1,123.16 |
8.3% |
132.47 |
1.0% |
97% |
True |
False |
|
80 |
13,573.33 |
12,035.09 |
1,538.24 |
11.4% |
139.96 |
1.0% |
98% |
True |
False |
|
100 |
13,573.33 |
12,035.09 |
1,538.24 |
11.4% |
138.46 |
1.0% |
98% |
True |
False |
|
120 |
13,573.33 |
12,035.09 |
1,538.24 |
11.4% |
139.06 |
1.0% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,628.27 |
2.618 |
14,223.17 |
1.618 |
13,974.95 |
1.000 |
13,821.55 |
0.618 |
13,726.73 |
HIGH |
13,573.33 |
0.618 |
13,478.51 |
0.500 |
13,449.22 |
0.382 |
13,419.93 |
LOW |
13,325.11 |
0.618 |
13,171.71 |
1.000 |
13,076.89 |
1.618 |
12,923.49 |
2.618 |
12,675.27 |
4.250 |
12,270.18 |
|
|
Fisher Pivots for day following 13-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
13,509.65 |
13,497.66 |
PP |
13,479.43 |
13,455.47 |
S1 |
13,449.22 |
13,413.27 |
|