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 |
4,335.0 |
4,352.0 |
17.0 |
0.4% |
4,318.0 |
High |
4,368.0 |
4,354.0 |
-14.0 |
-0.3% |
4,367.0 |
Low |
4,333.0 |
4,336.0 |
3.0 |
0.1% |
4,257.0 |
Close |
4,364.0 |
4,348.0 |
-16.0 |
-0.4% |
4,331.0 |
Range |
35.0 |
18.0 |
-17.0 |
-48.6% |
110.0 |
ATR |
41.9 |
40.9 |
-1.0 |
-2.4% |
0.0 |
Volume |
22,856 |
19,136 |
-3,720 |
-16.3% |
135,094 |
|
Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,400.0 |
4,392.0 |
4,357.9 |
|
R3 |
4,382.0 |
4,374.0 |
4,353.0 |
|
R2 |
4,364.0 |
4,364.0 |
4,351.3 |
|
R1 |
4,356.0 |
4,356.0 |
4,349.7 |
4,351.0 |
PP |
4,346.0 |
4,346.0 |
4,346.0 |
4,343.5 |
S1 |
4,338.0 |
4,338.0 |
4,346.4 |
4,333.0 |
S2 |
4,328.0 |
4,328.0 |
4,344.7 |
|
S3 |
4,310.0 |
4,320.0 |
4,343.1 |
|
S4 |
4,292.0 |
4,302.0 |
4,338.1 |
|
|
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 |
4,314.0 |
54.0 |
1.2% |
32.0 |
0.7% |
63% |
False |
False |
21,144 |
10 |
4,368.0 |
4,257.0 |
111.0 |
2.6% |
37.6 |
0.9% |
82% |
False |
False |
23,731 |
20 |
4,391.0 |
4,257.0 |
134.0 |
3.1% |
35.7 |
0.8% |
68% |
False |
False |
22,817 |
40 |
4,391.0 |
4,033.0 |
358.0 |
8.2% |
35.2 |
0.8% |
88% |
False |
False |
22,605 |
60 |
4,391.0 |
3,959.0 |
432.0 |
9.9% |
36.1 |
0.8% |
90% |
False |
False |
22,316 |
80 |
4,391.0 |
3,950.0 |
441.0 |
10.1% |
35.4 |
0.8% |
90% |
False |
False |
20,376 |
100 |
4,410.0 |
3,950.0 |
460.0 |
10.6% |
33.7 |
0.8% |
87% |
False |
False |
16,334 |
120 |
4,410.0 |
3,950.0 |
460.0 |
10.6% |
30.8 |
0.7% |
87% |
False |
False |
13,625 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,430.5 |
2.618 |
4,401.1 |
1.618 |
4,383.1 |
1.000 |
4,372.0 |
0.618 |
4,365.1 |
HIGH |
4,354.0 |
0.618 |
4,347.1 |
0.500 |
4,345.0 |
0.382 |
4,342.9 |
LOW |
4,336.0 |
0.618 |
4,324.9 |
1.000 |
4,318.0 |
1.618 |
4,306.9 |
2.618 |
4,288.9 |
4.250 |
4,259.5 |
|
|
Fisher Pivots for day following 13-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
4,347.0 |
4,345.7 |
PP |
4,346.0 |
4,343.3 |
S1 |
4,345.0 |
4,341.0 |
|