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 |
13,276 |
13,285 |
9 |
0.1% |
13,062 |
High |
13,324 |
13,318 |
-6 |
0.0% |
13,324 |
Low |
13,263 |
13,231 |
-32 |
-0.2% |
12,965 |
Close |
13,296 |
13,237 |
-59 |
-0.4% |
13,296 |
Range |
61 |
87 |
26 |
42.6% |
359 |
ATR |
132 |
129 |
-3 |
-2.4% |
0 |
Volume |
101,796 |
72,331 |
-29,465 |
-28.9% |
480,060 |
|
Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,523 |
13,467 |
13,285 |
|
R3 |
13,436 |
13,380 |
13,261 |
|
R2 |
13,349 |
13,349 |
13,253 |
|
R1 |
13,293 |
13,293 |
13,245 |
13,278 |
PP |
13,262 |
13,262 |
13,262 |
13,254 |
S1 |
13,206 |
13,206 |
13,229 |
13,191 |
S2 |
13,175 |
13,175 |
13,221 |
|
S3 |
13,088 |
13,119 |
13,213 |
|
S4 |
13,001 |
13,032 |
13,189 |
|
|
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% |
131 |
1.0% |
76% |
False |
False |
110,478 |
10 |
13,324 |
12,965 |
359 |
2.7% |
117 |
0.9% |
76% |
False |
False |
106,316 |
20 |
13,324 |
12,965 |
359 |
2.7% |
113 |
0.9% |
76% |
False |
False |
100,194 |
40 |
13,324 |
12,462 |
862 |
6.5% |
140 |
1.1% |
90% |
False |
False |
107,045 |
60 |
13,324 |
12,376 |
948 |
7.2% |
152 |
1.1% |
91% |
False |
False |
110,628 |
80 |
13,324 |
11,884 |
1,440 |
10.9% |
161 |
1.2% |
94% |
False |
False |
93,495 |
100 |
13,324 |
11,884 |
1,440 |
10.9% |
148 |
1.1% |
94% |
False |
False |
74,808 |
120 |
13,324 |
11,884 |
1,440 |
10.9% |
138 |
1.0% |
94% |
False |
False |
62,342 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,688 |
2.618 |
13,546 |
1.618 |
13,459 |
1.000 |
13,405 |
0.618 |
13,372 |
HIGH |
13,318 |
0.618 |
13,285 |
0.500 |
13,275 |
0.382 |
13,264 |
LOW |
13,231 |
0.618 |
13,177 |
1.000 |
13,144 |
1.618 |
13,090 |
2.618 |
13,003 |
4.250 |
12,861 |
|
|
Fisher Pivots for day following 10-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
13,275 |
13,219 |
PP |
13,262 |
13,202 |
S1 |
13,250 |
13,184 |
|