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 |
7,340.0 |
7,421.5 |
81.5 |
1.1% |
7,208.0 |
High |
7,406.0 |
7,447.5 |
41.5 |
0.6% |
7,447.5 |
Low |
7,279.5 |
7,382.0 |
102.5 |
1.4% |
7,173.5 |
Close |
7,314.5 |
7,410.5 |
96.0 |
1.3% |
7,410.5 |
Range |
126.5 |
65.5 |
-61.0 |
-48.2% |
274.0 |
ATR |
114.1 |
115.4 |
1.4 |
1.2% |
0.0 |
Volume |
144,299 |
99,988 |
-44,311 |
-30.7% |
641,127 |
|
Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,609.8 |
7,575.7 |
7,446.5 |
|
R3 |
7,544.3 |
7,510.2 |
7,428.5 |
|
R2 |
7,478.8 |
7,478.8 |
7,422.5 |
|
R1 |
7,444.7 |
7,444.7 |
7,416.5 |
7,429.0 |
PP |
7,413.3 |
7,413.3 |
7,413.3 |
7,405.5 |
S1 |
7,379.2 |
7,379.2 |
7,404.5 |
7,363.5 |
S2 |
7,347.8 |
7,347.8 |
7,398.5 |
|
S3 |
7,282.3 |
7,313.7 |
7,392.5 |
|
S4 |
7,216.8 |
7,248.2 |
7,374.5 |
|
|
Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,165.8 |
8,062.2 |
7,561.2 |
|
R3 |
7,891.8 |
7,788.2 |
7,485.9 |
|
R2 |
7,617.8 |
7,617.8 |
7,460.7 |
|
R1 |
7,514.2 |
7,514.2 |
7,435.6 |
7,566.0 |
PP |
7,343.8 |
7,343.8 |
7,343.8 |
7,369.8 |
S1 |
7,240.2 |
7,240.2 |
7,385.4 |
7,292.0 |
S2 |
7,069.8 |
7,069.8 |
7,360.3 |
|
S3 |
6,795.8 |
6,966.2 |
7,335.2 |
|
S4 |
6,521.8 |
6,692.2 |
7,259.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,447.5 |
7,173.5 |
274.0 |
3.7% |
97.5 |
1.3% |
86% |
True |
False |
128,225 |
10 |
7,447.5 |
6,890.0 |
557.5 |
7.5% |
110.5 |
1.5% |
93% |
True |
False |
136,402 |
20 |
7,447.5 |
6,870.5 |
577.0 |
7.8% |
99.6 |
1.3% |
94% |
True |
False |
119,448 |
40 |
7,447.5 |
6,314.0 |
1,133.5 |
15.3% |
120.0 |
1.6% |
97% |
True |
False |
127,434 |
60 |
7,447.5 |
6,098.0 |
1,349.5 |
18.2% |
119.8 |
1.6% |
97% |
True |
False |
128,144 |
80 |
7,447.5 |
5,917.5 |
1,530.0 |
20.6% |
122.2 |
1.6% |
98% |
True |
False |
109,037 |
100 |
7,447.5 |
5,917.5 |
1,530.0 |
20.6% |
124.9 |
1.7% |
98% |
True |
False |
87,318 |
120 |
7,447.5 |
5,917.5 |
1,530.0 |
20.6% |
127.2 |
1.7% |
98% |
True |
False |
72,801 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,725.9 |
2.618 |
7,619.0 |
1.618 |
7,553.5 |
1.000 |
7,513.0 |
0.618 |
7,488.0 |
HIGH |
7,447.5 |
0.618 |
7,422.5 |
0.500 |
7,414.8 |
0.382 |
7,407.0 |
LOW |
7,382.0 |
0.618 |
7,341.5 |
1.000 |
7,316.5 |
1.618 |
7,276.0 |
2.618 |
7,210.5 |
4.250 |
7,103.6 |
|
|
Fisher Pivots for day following 14-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
7,414.8 |
7,394.8 |
PP |
7,413.3 |
7,379.2 |
S1 |
7,411.9 |
7,363.5 |
|