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 |
8,855 |
8,865 |
10 |
0.1% |
8,895 |
High |
8,940 |
8,880 |
-60 |
-0.7% |
8,940 |
Low |
8,810 |
8,815 |
5 |
0.1% |
8,640 |
Close |
8,875 |
8,815 |
-60 |
-0.7% |
8,875 |
Range |
130 |
65 |
-65 |
-50.0% |
300 |
ATR |
145 |
139 |
-6 |
-3.9% |
0 |
Volume |
8,883 |
10,217 |
1,334 |
15.0% |
33,305 |
|
Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,032 |
8,988 |
8,851 |
|
R3 |
8,967 |
8,923 |
8,833 |
|
R2 |
8,902 |
8,902 |
8,827 |
|
R1 |
8,858 |
8,858 |
8,821 |
8,848 |
PP |
8,837 |
8,837 |
8,837 |
8,831 |
S1 |
8,793 |
8,793 |
8,809 |
8,783 |
S2 |
8,772 |
8,772 |
8,803 |
|
S3 |
8,707 |
8,728 |
8,797 |
|
S4 |
8,642 |
8,663 |
8,779 |
|
|
Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,718 |
9,597 |
9,040 |
|
R3 |
9,418 |
9,297 |
8,958 |
|
R2 |
9,118 |
9,118 |
8,930 |
|
R1 |
8,997 |
8,997 |
8,903 |
8,908 |
PP |
8,818 |
8,818 |
8,818 |
8,774 |
S1 |
8,697 |
8,697 |
8,848 |
8,608 |
S2 |
8,518 |
8,518 |
8,820 |
|
S3 |
8,218 |
8,397 |
8,793 |
|
S4 |
7,918 |
8,097 |
8,710 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,940 |
8,640 |
300 |
3.4% |
150 |
1.7% |
58% |
False |
False |
8,704 |
10 |
9,160 |
8,640 |
520 |
5.9% |
132 |
1.5% |
34% |
False |
False |
6,155 |
20 |
9,285 |
8,640 |
645 |
7.3% |
133 |
1.5% |
27% |
False |
False |
4,776 |
40 |
9,285 |
8,330 |
955 |
10.8% |
141 |
1.6% |
51% |
False |
False |
4,426 |
60 |
9,285 |
8,330 |
955 |
10.8% |
142 |
1.6% |
51% |
False |
False |
4,417 |
80 |
9,285 |
8,200 |
1,085 |
12.3% |
137 |
1.5% |
57% |
False |
False |
4,147 |
100 |
9,635 |
8,200 |
1,435 |
16.3% |
112 |
1.3% |
43% |
False |
False |
3,317 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,156 |
2.618 |
9,050 |
1.618 |
8,985 |
1.000 |
8,945 |
0.618 |
8,920 |
HIGH |
8,880 |
0.618 |
8,855 |
0.500 |
8,848 |
0.382 |
8,840 |
LOW |
8,815 |
0.618 |
8,775 |
1.000 |
8,750 |
1.618 |
8,710 |
2.618 |
8,645 |
4.250 |
8,539 |
|
|
Fisher Pivots for day following 10-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
8,848 |
8,809 |
PP |
8,837 |
8,803 |
S1 |
8,826 |
8,798 |
|