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 |
8,805 |
8,815 |
10 |
0.1% |
8,895 |
High |
8,845 |
8,995 |
150 |
1.7% |
8,940 |
Low |
8,775 |
8,795 |
20 |
0.2% |
8,640 |
Close |
8,810 |
8,940 |
130 |
1.5% |
8,875 |
Range |
70 |
200 |
130 |
185.7% |
300 |
ATR |
134 |
139 |
5 |
3.5% |
0 |
Volume |
19,998 |
6,008 |
-13,990 |
-70.0% |
33,305 |
|
Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,510 |
9,425 |
9,050 |
|
R3 |
9,310 |
9,225 |
8,995 |
|
R2 |
9,110 |
9,110 |
8,977 |
|
R1 |
9,025 |
9,025 |
8,958 |
9,068 |
PP |
8,910 |
8,910 |
8,910 |
8,931 |
S1 |
8,825 |
8,825 |
8,922 |
8,868 |
S2 |
8,710 |
8,710 |
8,903 |
|
S3 |
8,510 |
8,625 |
8,885 |
|
S4 |
8,310 |
8,425 |
8,830 |
|
|
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 |
8,995 |
8,655 |
340 |
3.8% |
135 |
1.5% |
84% |
True |
False |
10,867 |
10 |
9,100 |
8,640 |
460 |
5.1% |
136 |
1.5% |
65% |
False |
False |
8,122 |
20 |
9,285 |
8,640 |
645 |
7.2% |
137 |
1.5% |
47% |
False |
False |
5,782 |
40 |
9,285 |
8,330 |
955 |
10.7% |
143 |
1.6% |
64% |
False |
False |
4,926 |
60 |
9,285 |
8,330 |
955 |
10.7% |
143 |
1.6% |
64% |
False |
False |
4,685 |
80 |
9,285 |
8,200 |
1,085 |
12.1% |
140 |
1.6% |
68% |
False |
False |
4,471 |
100 |
9,635 |
8,200 |
1,435 |
16.1% |
114 |
1.3% |
52% |
False |
False |
3,577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,845 |
2.618 |
9,519 |
1.618 |
9,319 |
1.000 |
9,195 |
0.618 |
9,119 |
HIGH |
8,995 |
0.618 |
8,919 |
0.500 |
8,895 |
0.382 |
8,872 |
LOW |
8,795 |
0.618 |
8,672 |
1.000 |
8,595 |
1.618 |
8,472 |
2.618 |
8,272 |
4.250 |
7,945 |
|
|
Fisher Pivots for day following 12-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
8,925 |
8,922 |
PP |
8,910 |
8,903 |
S1 |
8,895 |
8,885 |
|