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 |
7,182.0 |
7,313.0 |
131.0 |
1.8% |
7,002.5 |
High |
7,315.0 |
7,411.5 |
96.5 |
1.3% |
7,250.0 |
Low |
7,173.5 |
7,307.0 |
133.5 |
1.9% |
6,892.5 |
Close |
7,313.0 |
7,352.0 |
39.0 |
0.5% |
7,222.5 |
Range |
141.5 |
104.5 |
-37.0 |
-26.1% |
357.5 |
ATR |
113.8 |
113.1 |
-0.7 |
-0.6% |
0.0 |
Volume |
136,056 |
124,728 |
-11,328 |
-8.3% |
586,725 |
|
Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,670.3 |
7,615.7 |
7,409.5 |
|
R3 |
7,565.8 |
7,511.2 |
7,380.7 |
|
R2 |
7,461.3 |
7,461.3 |
7,371.2 |
|
R1 |
7,406.7 |
7,406.7 |
7,361.6 |
7,434.0 |
PP |
7,356.8 |
7,356.8 |
7,356.8 |
7,370.5 |
S1 |
7,302.2 |
7,302.2 |
7,342.4 |
7,329.5 |
S2 |
7,252.3 |
7,252.3 |
7,332.8 |
|
S3 |
7,147.8 |
7,197.7 |
7,323.3 |
|
S4 |
7,043.3 |
7,093.2 |
7,294.5 |
|
|
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 |
7,411.5 |
6,977.5 |
434.0 |
5.9% |
115.5 |
1.6% |
86% |
True |
False |
131,594 |
10 |
7,411.5 |
6,870.5 |
541.0 |
7.4% |
111.1 |
1.5% |
89% |
True |
False |
131,457 |
20 |
7,411.5 |
6,870.5 |
541.0 |
7.4% |
97.8 |
1.3% |
89% |
True |
False |
116,050 |
40 |
7,411.5 |
6,314.0 |
1,097.5 |
14.9% |
120.1 |
1.6% |
95% |
True |
False |
127,263 |
60 |
7,411.5 |
6,098.0 |
1,313.5 |
17.9% |
120.8 |
1.6% |
95% |
True |
False |
128,816 |
80 |
7,411.5 |
5,917.5 |
1,494.0 |
20.3% |
122.3 |
1.7% |
96% |
True |
False |
106,004 |
100 |
7,411.5 |
5,917.5 |
1,494.0 |
20.3% |
126.0 |
1.7% |
96% |
True |
False |
84,881 |
120 |
7,411.5 |
5,917.5 |
1,494.0 |
20.3% |
127.6 |
1.7% |
96% |
True |
False |
70,768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,855.6 |
2.618 |
7,685.1 |
1.618 |
7,580.6 |
1.000 |
7,516.0 |
0.618 |
7,476.1 |
HIGH |
7,411.5 |
0.618 |
7,371.6 |
0.500 |
7,359.3 |
0.382 |
7,346.9 |
LOW |
7,307.0 |
0.618 |
7,242.4 |
1.000 |
7,202.5 |
1.618 |
7,137.9 |
2.618 |
7,033.4 |
4.250 |
6,862.9 |
|
|
Fisher Pivots for day following 12-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
7,359.3 |
7,332.2 |
PP |
7,356.8 |
7,312.3 |
S1 |
7,354.4 |
7,292.5 |
|