Trading Metrics calculated at close of trading on 14-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
13,329.71 |
13,540.40 |
210.69 |
1.6% |
13,308.56 |
High |
13,573.33 |
13,653.24 |
79.91 |
0.6% |
13,653.24 |
Low |
13,325.11 |
13,533.94 |
208.83 |
1.6% |
13,251.39 |
Close |
13,539.86 |
13,593.37 |
53.51 |
0.4% |
13,593.37 |
Range |
248.22 |
119.30 |
-128.92 |
-51.9% |
401.85 |
ATR |
117.55 |
117.68 |
0.12 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,951.42 |
13,891.69 |
13,658.99 |
|
R3 |
13,832.12 |
13,772.39 |
13,626.18 |
|
R2 |
13,712.82 |
13,712.82 |
13,615.24 |
|
R1 |
13,653.09 |
13,653.09 |
13,604.31 |
13,682.96 |
PP |
13,593.52 |
13,593.52 |
13,593.52 |
13,608.45 |
S1 |
13,533.79 |
13,533.79 |
13,582.43 |
13,563.66 |
S2 |
13,474.22 |
13,474.22 |
13,571.50 |
|
S3 |
13,354.92 |
13,414.49 |
13,560.56 |
|
S4 |
13,235.62 |
13,295.19 |
13,527.76 |
|
|
Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,704.88 |
14,550.98 |
13,814.39 |
|
R3 |
14,303.03 |
14,149.13 |
13,703.88 |
|
R2 |
13,901.18 |
13,901.18 |
13,667.04 |
|
R1 |
13,747.28 |
13,747.28 |
13,630.21 |
13,824.23 |
PP |
13,499.33 |
13,499.33 |
13,499.33 |
13,537.81 |
S1 |
13,345.43 |
13,345.43 |
13,556.53 |
13,422.38 |
S2 |
13,097.48 |
13,097.48 |
13,519.70 |
|
S3 |
12,695.63 |
12,943.58 |
13,482.86 |
|
S4 |
12,293.78 |
12,541.73 |
13,372.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,653.24 |
13,251.39 |
401.85 |
3.0% |
119.49 |
0.9% |
85% |
True |
False |
|
10 |
13,653.24 |
12,977.09 |
676.15 |
5.0% |
124.23 |
0.9% |
91% |
True |
False |
|
20 |
13,653.24 |
12,977.09 |
676.15 |
5.0% |
106.99 |
0.8% |
91% |
True |
False |
|
40 |
13,653.24 |
12,521.84 |
1,131.40 |
8.3% |
121.24 |
0.9% |
95% |
True |
False |
|
60 |
13,653.24 |
12,450.17 |
1,203.07 |
8.9% |
132.26 |
1.0% |
95% |
True |
False |
|
80 |
13,653.24 |
12,035.09 |
1,618.15 |
11.9% |
139.85 |
1.0% |
96% |
True |
False |
|
100 |
13,653.24 |
12,035.09 |
1,618.15 |
11.9% |
138.42 |
1.0% |
96% |
True |
False |
|
120 |
13,653.24 |
12,035.09 |
1,618.15 |
11.9% |
138.71 |
1.0% |
96% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,160.27 |
2.618 |
13,965.57 |
1.618 |
13,846.27 |
1.000 |
13,772.54 |
0.618 |
13,726.97 |
HIGH |
13,653.24 |
0.618 |
13,607.67 |
0.500 |
13,593.59 |
0.382 |
13,579.51 |
LOW |
13,533.94 |
0.618 |
13,460.21 |
1.000 |
13,414.64 |
1.618 |
13,340.91 |
2.618 |
13,221.61 |
4.250 |
13,026.92 |
|
|
Fisher Pivots for day following 14-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
13,593.59 |
13,557.37 |
PP |
13,593.52 |
13,521.38 |
S1 |
13,593.44 |
13,485.38 |
|