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 |
8,815 |
8,955 |
140 |
1.6% |
8,895 |
High |
8,995 |
9,110 |
115 |
1.3% |
8,940 |
Low |
8,795 |
8,935 |
140 |
1.6% |
8,640 |
Close |
8,940 |
9,065 |
125 |
1.4% |
8,875 |
Range |
200 |
175 |
-25 |
-12.5% |
300 |
ATR |
139 |
142 |
3 |
1.8% |
0 |
Volume |
6,008 |
4,891 |
-1,117 |
-18.6% |
33,305 |
|
Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,562 |
9,488 |
9,161 |
|
R3 |
9,387 |
9,313 |
9,113 |
|
R2 |
9,212 |
9,212 |
9,097 |
|
R1 |
9,138 |
9,138 |
9,081 |
9,175 |
PP |
9,037 |
9,037 |
9,037 |
9,055 |
S1 |
8,963 |
8,963 |
9,049 |
9,000 |
S2 |
8,862 |
8,862 |
9,033 |
|
S3 |
8,687 |
8,788 |
9,017 |
|
S4 |
8,512 |
8,613 |
8,969 |
|
|
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 |
9,110 |
8,775 |
335 |
3.7% |
128 |
1.4% |
87% |
True |
False |
9,999 |
10 |
9,110 |
8,640 |
470 |
5.2% |
148 |
1.6% |
90% |
True |
False |
8,288 |
20 |
9,285 |
8,640 |
645 |
7.1% |
142 |
1.6% |
66% |
False |
False |
5,929 |
40 |
9,285 |
8,330 |
955 |
10.5% |
145 |
1.6% |
77% |
False |
False |
4,969 |
60 |
9,285 |
8,330 |
955 |
10.5% |
144 |
1.6% |
77% |
False |
False |
4,708 |
80 |
9,285 |
8,200 |
1,085 |
12.0% |
141 |
1.6% |
80% |
False |
False |
4,532 |
100 |
9,635 |
8,200 |
1,435 |
15.8% |
116 |
1.3% |
60% |
False |
False |
3,626 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,854 |
2.618 |
9,568 |
1.618 |
9,393 |
1.000 |
9,285 |
0.618 |
9,218 |
HIGH |
9,110 |
0.618 |
9,043 |
0.500 |
9,023 |
0.382 |
9,002 |
LOW |
8,935 |
0.618 |
8,827 |
1.000 |
8,760 |
1.618 |
8,652 |
2.618 |
8,477 |
4.250 |
8,191 |
|
|
Fisher Pivots for day following 13-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
9,051 |
9,024 |
PP |
9,037 |
8,983 |
S1 |
9,023 |
8,943 |
|