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 |
4,352.0 |
4,389.0 |
37.0 |
0.9% |
4,352.0 |
High |
4,354.0 |
4,401.0 |
47.0 |
1.1% |
4,401.0 |
Low |
4,336.0 |
4,376.0 |
40.0 |
0.9% |
4,314.0 |
Close |
4,348.0 |
4,392.0 |
44.0 |
1.0% |
4,392.0 |
Range |
18.0 |
25.0 |
7.0 |
38.9% |
87.0 |
ATR |
40.9 |
41.7 |
0.9 |
2.1% |
0.0 |
Volume |
19,136 |
39,239 |
20,103 |
105.1% |
116,444 |
|
Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,464.7 |
4,453.3 |
4,405.8 |
|
R3 |
4,439.7 |
4,428.3 |
4,398.9 |
|
R2 |
4,414.7 |
4,414.7 |
4,396.6 |
|
R1 |
4,403.3 |
4,403.3 |
4,394.3 |
4,409.0 |
PP |
4,389.7 |
4,389.7 |
4,389.7 |
4,392.5 |
S1 |
4,378.3 |
4,378.3 |
4,389.7 |
4,384.0 |
S2 |
4,364.7 |
4,364.7 |
4,387.4 |
|
S3 |
4,339.7 |
4,353.3 |
4,385.1 |
|
S4 |
4,314.7 |
4,328.3 |
4,378.3 |
|
|
Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,630.0 |
4,598.0 |
4,439.9 |
|
R3 |
4,543.0 |
4,511.0 |
4,415.9 |
|
R2 |
4,456.0 |
4,456.0 |
4,408.0 |
|
R1 |
4,424.0 |
4,424.0 |
4,400.0 |
4,440.0 |
PP |
4,369.0 |
4,369.0 |
4,369.0 |
4,377.0 |
S1 |
4,337.0 |
4,337.0 |
4,384.0 |
4,353.0 |
S2 |
4,282.0 |
4,282.0 |
4,376.1 |
|
S3 |
4,195.0 |
4,250.0 |
4,368.1 |
|
S4 |
4,108.0 |
4,163.0 |
4,344.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,401.0 |
4,314.0 |
87.0 |
2.0% |
27.0 |
0.6% |
90% |
True |
False |
23,288 |
10 |
4,401.0 |
4,257.0 |
144.0 |
3.3% |
36.6 |
0.8% |
94% |
True |
False |
25,153 |
20 |
4,401.0 |
4,257.0 |
144.0 |
3.3% |
34.5 |
0.8% |
94% |
True |
False |
23,477 |
40 |
4,401.0 |
4,033.0 |
368.0 |
8.4% |
35.0 |
0.8% |
98% |
True |
False |
23,057 |
60 |
4,401.0 |
3,959.0 |
442.0 |
10.1% |
36.1 |
0.8% |
98% |
True |
False |
22,602 |
80 |
4,401.0 |
3,950.0 |
451.0 |
10.3% |
35.7 |
0.8% |
98% |
True |
False |
20,862 |
100 |
4,410.0 |
3,950.0 |
460.0 |
10.5% |
33.5 |
0.8% |
96% |
False |
False |
16,725 |
120 |
4,410.0 |
3,950.0 |
460.0 |
10.5% |
30.8 |
0.7% |
96% |
False |
False |
13,951 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,507.3 |
2.618 |
4,466.5 |
1.618 |
4,441.5 |
1.000 |
4,426.0 |
0.618 |
4,416.5 |
HIGH |
4,401.0 |
0.618 |
4,391.5 |
0.500 |
4,388.5 |
0.382 |
4,385.6 |
LOW |
4,376.0 |
0.618 |
4,360.6 |
1.000 |
4,351.0 |
1.618 |
4,335.6 |
2.618 |
4,310.6 |
4.250 |
4,269.8 |
|
|
Fisher Pivots for day following 14-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
4,390.8 |
4,383.7 |
PP |
4,389.7 |
4,375.3 |
S1 |
4,388.5 |
4,367.0 |
|