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 |
4,352.0 |
4,317.0 |
-35.0 |
-0.8% |
4,318.0 |
High |
4,353.0 |
4,336.0 |
-17.0 |
-0.4% |
4,367.0 |
Low |
4,318.0 |
4,314.0 |
-4.0 |
-0.1% |
4,257.0 |
Close |
4,331.0 |
4,324.0 |
-7.0 |
-0.2% |
4,331.0 |
Range |
35.0 |
22.0 |
-13.0 |
-37.1% |
110.0 |
ATR |
43.2 |
41.7 |
-1.5 |
-3.5% |
0.0 |
Volume |
18,721 |
16,492 |
-2,229 |
-11.9% |
135,094 |
|
Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,390.7 |
4,379.3 |
4,336.1 |
|
R3 |
4,368.7 |
4,357.3 |
4,330.1 |
|
R2 |
4,346.7 |
4,346.7 |
4,328.0 |
|
R1 |
4,335.3 |
4,335.3 |
4,326.0 |
4,341.0 |
PP |
4,324.7 |
4,324.7 |
4,324.7 |
4,327.5 |
S1 |
4,313.3 |
4,313.3 |
4,322.0 |
4,319.0 |
S2 |
4,302.7 |
4,302.7 |
4,320.0 |
|
S3 |
4,280.7 |
4,291.3 |
4,318.0 |
|
S4 |
4,258.7 |
4,269.3 |
4,311.9 |
|
|
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% |
36.2 |
0.8% |
61% |
False |
False |
23,616 |
10 |
4,367.0 |
4,257.0 |
110.0 |
2.5% |
38.7 |
0.9% |
61% |
False |
False |
23,887 |
20 |
4,391.0 |
4,223.0 |
168.0 |
3.9% |
37.8 |
0.9% |
60% |
False |
False |
23,324 |
40 |
4,391.0 |
4,033.0 |
358.0 |
8.3% |
35.7 |
0.8% |
81% |
False |
False |
22,743 |
60 |
4,391.0 |
3,959.0 |
432.0 |
10.0% |
37.0 |
0.9% |
84% |
False |
False |
22,839 |
80 |
4,391.0 |
3,950.0 |
441.0 |
10.2% |
35.7 |
0.8% |
85% |
False |
False |
19,855 |
100 |
4,410.0 |
3,950.0 |
460.0 |
10.6% |
33.6 |
0.8% |
81% |
False |
False |
15,915 |
120 |
4,410.0 |
3,950.0 |
460.0 |
10.6% |
30.7 |
0.7% |
81% |
False |
False |
13,277 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,429.5 |
2.618 |
4,393.6 |
1.618 |
4,371.6 |
1.000 |
4,358.0 |
0.618 |
4,349.6 |
HIGH |
4,336.0 |
0.618 |
4,327.6 |
0.500 |
4,325.0 |
0.382 |
4,322.4 |
LOW |
4,314.0 |
0.618 |
4,300.4 |
1.000 |
4,292.0 |
1.618 |
4,278.4 |
2.618 |
4,256.4 |
4.250 |
4,220.5 |
|
|
Fisher Pivots for day following 11-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
4,325.0 |
4,340.5 |
PP |
4,324.7 |
4,335.0 |
S1 |
4,324.3 |
4,329.5 |
|