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 |
7,166.0 |
7,208.0 |
42.0 |
0.6% |
7,002.5 |
High |
7,250.0 |
7,235.0 |
-15.0 |
-0.2% |
7,250.0 |
Low |
7,165.0 |
7,185.5 |
20.5 |
0.3% |
6,892.5 |
Close |
7,222.5 |
7,216.0 |
-6.5 |
-0.1% |
7,222.5 |
Range |
85.0 |
49.5 |
-35.5 |
-41.8% |
357.5 |
ATR |
116.5 |
111.7 |
-4.8 |
-4.1% |
0.0 |
Volume |
82,419 |
136,056 |
53,637 |
65.1% |
586,725 |
|
Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,360.7 |
7,337.8 |
7,243.2 |
|
R3 |
7,311.2 |
7,288.3 |
7,229.6 |
|
R2 |
7,261.7 |
7,261.7 |
7,225.1 |
|
R1 |
7,238.8 |
7,238.8 |
7,220.5 |
7,250.3 |
PP |
7,212.2 |
7,212.2 |
7,212.2 |
7,217.9 |
S1 |
7,189.3 |
7,189.3 |
7,211.5 |
7,200.8 |
S2 |
7,162.7 |
7,162.7 |
7,206.9 |
|
S3 |
7,113.2 |
7,139.8 |
7,202.4 |
|
S4 |
7,063.7 |
7,090.3 |
7,188.8 |
|
|
Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,194.2 |
8,065.8 |
7,419.1 |
|
R3 |
7,836.7 |
7,708.3 |
7,320.8 |
|
R2 |
7,479.2 |
7,479.2 |
7,288.0 |
|
R1 |
7,350.8 |
7,350.8 |
7,255.3 |
7,415.0 |
PP |
7,121.7 |
7,121.7 |
7,121.7 |
7,153.8 |
S1 |
6,993.3 |
6,993.3 |
7,189.7 |
7,057.5 |
S2 |
6,764.2 |
6,764.2 |
7,157.0 |
|
S3 |
6,406.7 |
6,635.8 |
7,124.2 |
|
S4 |
6,049.2 |
6,278.3 |
7,025.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,250.0 |
6,892.5 |
357.5 |
5.0% |
108.5 |
1.5% |
90% |
False |
False |
144,556 |
10 |
7,250.0 |
6,870.5 |
379.5 |
5.3% |
102.7 |
1.4% |
91% |
False |
False |
124,532 |
20 |
7,250.0 |
6,870.5 |
379.5 |
5.3% |
93.3 |
1.3% |
91% |
False |
False |
112,699 |
40 |
7,250.0 |
6,314.0 |
936.0 |
13.0% |
117.8 |
1.6% |
96% |
False |
False |
125,800 |
60 |
7,250.0 |
6,098.0 |
1,152.0 |
16.0% |
120.7 |
1.7% |
97% |
False |
False |
130,578 |
80 |
7,250.0 |
5,917.5 |
1,332.5 |
18.5% |
122.1 |
1.7% |
97% |
False |
False |
102,769 |
100 |
7,250.0 |
5,917.5 |
1,332.5 |
18.5% |
126.3 |
1.8% |
97% |
False |
False |
82,280 |
120 |
7,250.0 |
5,917.5 |
1,332.5 |
18.5% |
127.1 |
1.8% |
97% |
False |
False |
68,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,445.4 |
2.618 |
7,364.6 |
1.618 |
7,315.1 |
1.000 |
7,284.5 |
0.618 |
7,265.6 |
HIGH |
7,235.0 |
0.618 |
7,216.1 |
0.500 |
7,210.3 |
0.382 |
7,204.4 |
LOW |
7,185.5 |
0.618 |
7,154.9 |
1.000 |
7,136.0 |
1.618 |
7,105.4 |
2.618 |
7,055.9 |
4.250 |
6,975.1 |
|
|
Fisher Pivots for day following 10-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
7,214.1 |
7,181.9 |
PP |
7,212.2 |
7,147.8 |
S1 |
7,210.3 |
7,113.8 |
|