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 |
7,208.0 |
7,182.0 |
-26.0 |
-0.4% |
7,002.5 |
High |
7,235.0 |
7,315.0 |
80.0 |
1.1% |
7,250.0 |
Low |
7,185.5 |
7,173.5 |
-12.0 |
-0.2% |
6,892.5 |
Close |
7,216.0 |
7,313.0 |
97.0 |
1.3% |
7,222.5 |
Range |
49.5 |
141.5 |
92.0 |
185.9% |
357.5 |
ATR |
111.7 |
113.8 |
2.1 |
1.9% |
0.0 |
Volume |
136,056 |
136,056 |
0 |
0.0% |
586,725 |
|
Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,691.7 |
7,643.8 |
7,390.8 |
|
R3 |
7,550.2 |
7,502.3 |
7,351.9 |
|
R2 |
7,408.7 |
7,408.7 |
7,338.9 |
|
R1 |
7,360.8 |
7,360.8 |
7,326.0 |
7,384.8 |
PP |
7,267.2 |
7,267.2 |
7,267.2 |
7,279.1 |
S1 |
7,219.3 |
7,219.3 |
7,300.0 |
7,243.3 |
S2 |
7,125.7 |
7,125.7 |
7,287.1 |
|
S3 |
6,984.2 |
7,077.8 |
7,274.1 |
|
S4 |
6,842.7 |
6,936.3 |
7,235.2 |
|
|
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 |
7,315.0 |
6,892.5 |
422.5 |
5.8% |
116.9 |
1.6% |
100% |
True |
False |
142,391 |
10 |
7,315.0 |
6,870.5 |
444.5 |
6.1% |
106.3 |
1.5% |
100% |
True |
False |
129,945 |
20 |
7,315.0 |
6,870.5 |
444.5 |
6.1% |
95.5 |
1.3% |
100% |
True |
False |
114,202 |
40 |
7,315.0 |
6,314.0 |
1,001.0 |
13.7% |
119.6 |
1.6% |
100% |
True |
False |
127,045 |
60 |
7,315.0 |
6,098.0 |
1,217.0 |
16.6% |
120.9 |
1.7% |
100% |
True |
False |
129,720 |
80 |
7,315.0 |
5,917.5 |
1,397.5 |
19.1% |
122.5 |
1.7% |
100% |
True |
False |
104,466 |
100 |
7,315.0 |
5,917.5 |
1,397.5 |
19.1% |
126.0 |
1.7% |
100% |
True |
False |
83,637 |
120 |
7,315.0 |
5,917.5 |
1,397.5 |
19.1% |
127.5 |
1.7% |
100% |
True |
False |
69,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,916.4 |
2.618 |
7,685.4 |
1.618 |
7,543.9 |
1.000 |
7,456.5 |
0.618 |
7,402.4 |
HIGH |
7,315.0 |
0.618 |
7,260.9 |
0.500 |
7,244.3 |
0.382 |
7,227.6 |
LOW |
7,173.5 |
0.618 |
7,086.1 |
1.000 |
7,032.0 |
1.618 |
6,944.6 |
2.618 |
6,803.1 |
4.250 |
6,572.1 |
|
|
Fisher Pivots for day following 11-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
7,290.1 |
7,288.7 |
PP |
7,267.2 |
7,264.3 |
S1 |
7,244.3 |
7,240.0 |
|