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 |
4,365.0 |
4,352.0 |
-13.0 |
-0.3% |
4,318.0 |
High |
4,367.0 |
4,353.0 |
-14.0 |
-0.3% |
4,367.0 |
Low |
4,317.0 |
4,318.0 |
1.0 |
0.0% |
4,257.0 |
Close |
4,331.0 |
4,331.0 |
0.0 |
0.0% |
4,331.0 |
Range |
50.0 |
35.0 |
-15.0 |
-30.0% |
110.0 |
ATR |
43.9 |
43.2 |
-0.6 |
-1.4% |
0.0 |
Volume |
28,516 |
18,721 |
-9,795 |
-34.3% |
135,094 |
|
Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,439.0 |
4,420.0 |
4,350.3 |
|
R3 |
4,404.0 |
4,385.0 |
4,340.6 |
|
R2 |
4,369.0 |
4,369.0 |
4,337.4 |
|
R1 |
4,350.0 |
4,350.0 |
4,334.2 |
4,342.0 |
PP |
4,334.0 |
4,334.0 |
4,334.0 |
4,330.0 |
S1 |
4,315.0 |
4,315.0 |
4,327.8 |
4,307.0 |
S2 |
4,299.0 |
4,299.0 |
4,324.6 |
|
S3 |
4,264.0 |
4,280.0 |
4,321.4 |
|
S4 |
4,229.0 |
4,245.0 |
4,311.8 |
|
|
Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,648.3 |
4,599.7 |
4,391.5 |
|
R3 |
4,538.3 |
4,489.7 |
4,361.3 |
|
R2 |
4,428.3 |
4,428.3 |
4,351.2 |
|
R1 |
4,379.7 |
4,379.7 |
4,341.1 |
4,404.0 |
PP |
4,318.3 |
4,318.3 |
4,318.3 |
4,330.5 |
S1 |
4,269.7 |
4,269.7 |
4,320.9 |
4,294.0 |
S2 |
4,208.3 |
4,208.3 |
4,310.8 |
|
S3 |
4,098.3 |
4,159.7 |
4,300.8 |
|
S4 |
3,988.3 |
4,049.7 |
4,270.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,367.0 |
4,257.0 |
110.0 |
2.5% |
41.8 |
1.0% |
67% |
False |
False |
25,093 |
10 |
4,367.0 |
4,257.0 |
110.0 |
2.5% |
39.3 |
0.9% |
67% |
False |
False |
24,249 |
20 |
4,391.0 |
4,223.0 |
168.0 |
3.9% |
37.9 |
0.9% |
64% |
False |
False |
23,546 |
40 |
4,391.0 |
4,033.0 |
358.0 |
8.3% |
36.7 |
0.8% |
83% |
False |
False |
23,061 |
60 |
4,391.0 |
3,959.0 |
432.0 |
10.0% |
37.1 |
0.9% |
86% |
False |
False |
24,817 |
80 |
4,391.0 |
3,950.0 |
441.0 |
10.2% |
35.9 |
0.8% |
86% |
False |
False |
19,655 |
100 |
4,410.0 |
3,950.0 |
460.0 |
10.6% |
33.5 |
0.8% |
83% |
False |
False |
15,753 |
120 |
4,410.0 |
3,950.0 |
460.0 |
10.6% |
30.9 |
0.7% |
83% |
False |
False |
13,140 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,501.8 |
2.618 |
4,444.6 |
1.618 |
4,409.6 |
1.000 |
4,388.0 |
0.618 |
4,374.6 |
HIGH |
4,353.0 |
0.618 |
4,339.6 |
0.500 |
4,335.5 |
0.382 |
4,331.4 |
LOW |
4,318.0 |
0.618 |
4,296.4 |
1.000 |
4,283.0 |
1.618 |
4,261.4 |
2.618 |
4,226.4 |
4.250 |
4,169.3 |
|
|
Fisher Pivots for day following 10-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
4,335.5 |
4,333.5 |
PP |
4,334.0 |
4,332.7 |
S1 |
4,332.5 |
4,331.8 |
|