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 |
7,313.0 |
7,340.0 |
27.0 |
0.4% |
7,002.5 |
High |
7,411.5 |
7,406.0 |
-5.5 |
-0.1% |
7,250.0 |
Low |
7,307.0 |
7,279.5 |
-27.5 |
-0.4% |
6,892.5 |
Close |
7,352.0 |
7,314.5 |
-37.5 |
-0.5% |
7,222.5 |
Range |
104.5 |
126.5 |
22.0 |
21.1% |
357.5 |
ATR |
113.1 |
114.1 |
1.0 |
0.8% |
0.0 |
Volume |
124,728 |
144,299 |
19,571 |
15.7% |
586,725 |
|
Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,712.8 |
7,640.2 |
7,384.1 |
|
R3 |
7,586.3 |
7,513.7 |
7,349.3 |
|
R2 |
7,459.8 |
7,459.8 |
7,337.7 |
|
R1 |
7,387.2 |
7,387.2 |
7,326.1 |
7,360.3 |
PP |
7,333.3 |
7,333.3 |
7,333.3 |
7,319.9 |
S1 |
7,260.7 |
7,260.7 |
7,302.9 |
7,233.8 |
S2 |
7,206.8 |
7,206.8 |
7,291.3 |
|
S3 |
7,080.3 |
7,134.2 |
7,279.7 |
|
S4 |
6,953.8 |
7,007.7 |
7,244.9 |
|
|
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 |
7,165.0 |
246.5 |
3.4% |
101.4 |
1.4% |
61% |
False |
False |
124,711 |
10 |
7,411.5 |
6,870.5 |
541.0 |
7.4% |
115.0 |
1.6% |
82% |
False |
False |
136,172 |
20 |
7,411.5 |
6,870.5 |
541.0 |
7.4% |
100.8 |
1.4% |
82% |
False |
False |
118,801 |
40 |
7,411.5 |
6,314.0 |
1,097.5 |
15.0% |
120.3 |
1.6% |
91% |
False |
False |
127,926 |
60 |
7,411.5 |
6,098.0 |
1,313.5 |
18.0% |
120.4 |
1.6% |
93% |
False |
False |
128,723 |
80 |
7,411.5 |
5,917.5 |
1,494.0 |
20.4% |
122.8 |
1.7% |
94% |
False |
False |
107,795 |
100 |
7,411.5 |
5,917.5 |
1,494.0 |
20.4% |
125.2 |
1.7% |
94% |
False |
False |
86,320 |
120 |
7,411.5 |
5,917.5 |
1,494.0 |
20.4% |
127.6 |
1.7% |
94% |
False |
False |
71,968 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,943.6 |
2.618 |
7,737.2 |
1.618 |
7,610.7 |
1.000 |
7,532.5 |
0.618 |
7,484.2 |
HIGH |
7,406.0 |
0.618 |
7,357.7 |
0.500 |
7,342.8 |
0.382 |
7,327.8 |
LOW |
7,279.5 |
0.618 |
7,201.3 |
1.000 |
7,153.0 |
1.618 |
7,074.8 |
2.618 |
6,948.3 |
4.250 |
6,741.9 |
|
|
Fisher Pivots for day following 13-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
7,342.8 |
7,307.2 |
PP |
7,333.3 |
7,299.8 |
S1 |
7,323.9 |
7,292.5 |
|