Trading Metrics calculated at close of trading on 07-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
13,051 |
13,276 |
225 |
1.7% |
13,062 |
High |
13,288 |
13,324 |
36 |
0.3% |
13,324 |
Low |
13,044 |
13,263 |
219 |
1.7% |
12,965 |
Close |
13,275 |
13,296 |
21 |
0.2% |
13,296 |
Range |
244 |
61 |
-183 |
-75.0% |
359 |
ATR |
137 |
132 |
-5 |
-4.0% |
0 |
Volume |
139,593 |
101,796 |
-37,797 |
-27.1% |
480,060 |
|
Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,477 |
13,448 |
13,330 |
|
R3 |
13,416 |
13,387 |
13,313 |
|
R2 |
13,355 |
13,355 |
13,307 |
|
R1 |
13,326 |
13,326 |
13,302 |
13,341 |
PP |
13,294 |
13,294 |
13,294 |
13,302 |
S1 |
13,265 |
13,265 |
13,291 |
13,280 |
S2 |
13,233 |
13,233 |
13,285 |
|
S3 |
13,172 |
13,204 |
13,279 |
|
S4 |
13,111 |
13,143 |
13,263 |
|
|
Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,272 |
14,143 |
13,494 |
|
R3 |
13,913 |
13,784 |
13,395 |
|
R2 |
13,554 |
13,554 |
13,362 |
|
R1 |
13,425 |
13,425 |
13,329 |
13,490 |
PP |
13,195 |
13,195 |
13,195 |
13,227 |
S1 |
13,066 |
13,066 |
13,263 |
13,131 |
S2 |
12,836 |
12,836 |
13,230 |
|
S3 |
12,477 |
12,707 |
13,197 |
|
S4 |
12,118 |
12,348 |
13,099 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,324 |
12,965 |
359 |
2.7% |
148 |
1.1% |
92% |
True |
False |
127,784 |
10 |
13,324 |
12,965 |
359 |
2.7% |
123 |
0.9% |
92% |
True |
False |
109,692 |
20 |
13,324 |
12,965 |
359 |
2.7% |
115 |
0.9% |
92% |
True |
False |
100,999 |
40 |
13,324 |
12,462 |
862 |
6.5% |
144 |
1.1% |
97% |
True |
False |
108,159 |
60 |
13,324 |
12,376 |
948 |
7.1% |
154 |
1.2% |
97% |
True |
False |
112,304 |
80 |
13,324 |
11,884 |
1,440 |
10.8% |
161 |
1.2% |
98% |
True |
False |
92,595 |
100 |
13,324 |
11,884 |
1,440 |
10.8% |
147 |
1.1% |
98% |
True |
False |
74,085 |
120 |
13,324 |
11,884 |
1,440 |
10.8% |
138 |
1.0% |
98% |
True |
False |
61,739 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,583 |
2.618 |
13,484 |
1.618 |
13,423 |
1.000 |
13,385 |
0.618 |
13,362 |
HIGH |
13,324 |
0.618 |
13,301 |
0.500 |
13,294 |
0.382 |
13,286 |
LOW |
13,263 |
0.618 |
13,225 |
1.000 |
13,202 |
1.618 |
13,164 |
2.618 |
13,103 |
4.250 |
13,004 |
|
|
Fisher Pivots for day following 07-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
13,295 |
13,248 |
PP |
13,294 |
13,201 |
S1 |
13,294 |
13,153 |
|