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 |
4,317.0 |
4,335.0 |
18.0 |
0.4% |
4,318.0 |
High |
4,336.0 |
4,368.0 |
32.0 |
0.7% |
4,367.0 |
Low |
4,314.0 |
4,333.0 |
19.0 |
0.4% |
4,257.0 |
Close |
4,324.0 |
4,364.0 |
40.0 |
0.9% |
4,331.0 |
Range |
22.0 |
35.0 |
13.0 |
59.1% |
110.0 |
ATR |
41.7 |
41.9 |
0.2 |
0.4% |
0.0 |
Volume |
16,492 |
22,856 |
6,364 |
38.6% |
135,094 |
|
Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,460.0 |
4,447.0 |
4,383.3 |
|
R3 |
4,425.0 |
4,412.0 |
4,373.6 |
|
R2 |
4,390.0 |
4,390.0 |
4,370.4 |
|
R1 |
4,377.0 |
4,377.0 |
4,367.2 |
4,383.5 |
PP |
4,355.0 |
4,355.0 |
4,355.0 |
4,358.3 |
S1 |
4,342.0 |
4,342.0 |
4,360.8 |
4,348.5 |
S2 |
4,320.0 |
4,320.0 |
4,357.6 |
|
S3 |
4,285.0 |
4,307.0 |
4,354.4 |
|
S4 |
4,250.0 |
4,272.0 |
4,344.8 |
|
|
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 |
4,368.0 |
4,300.0 |
68.0 |
1.6% |
34.4 |
0.8% |
94% |
True |
False |
23,146 |
10 |
4,368.0 |
4,257.0 |
111.0 |
2.5% |
40.3 |
0.9% |
96% |
True |
False |
24,554 |
20 |
4,391.0 |
4,249.0 |
142.0 |
3.3% |
36.9 |
0.8% |
81% |
False |
False |
22,942 |
40 |
4,391.0 |
4,033.0 |
358.0 |
8.2% |
35.9 |
0.8% |
92% |
False |
False |
22,775 |
60 |
4,391.0 |
3,959.0 |
432.0 |
9.9% |
36.9 |
0.8% |
94% |
False |
False |
22,388 |
80 |
4,391.0 |
3,950.0 |
441.0 |
10.1% |
35.6 |
0.8% |
94% |
False |
False |
20,139 |
100 |
4,410.0 |
3,950.0 |
460.0 |
10.5% |
33.8 |
0.8% |
90% |
False |
False |
16,143 |
120 |
4,410.0 |
3,950.0 |
460.0 |
10.5% |
30.7 |
0.7% |
90% |
False |
False |
13,466 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,516.8 |
2.618 |
4,459.6 |
1.618 |
4,424.6 |
1.000 |
4,403.0 |
0.618 |
4,389.6 |
HIGH |
4,368.0 |
0.618 |
4,354.6 |
0.500 |
4,350.5 |
0.382 |
4,346.4 |
LOW |
4,333.0 |
0.618 |
4,311.4 |
1.000 |
4,298.0 |
1.618 |
4,276.4 |
2.618 |
4,241.4 |
4.250 |
4,184.3 |
|
|
Fisher Pivots for day following 12-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
4,359.5 |
4,356.3 |
PP |
4,355.0 |
4,348.7 |
S1 |
4,350.5 |
4,341.0 |
|