Trading Metrics calculated at close of trading on 14-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
13,352 |
13,513 |
161 |
1.2% |
13,285 |
High |
13,575 |
13,651 |
76 |
0.6% |
13,651 |
Low |
13,324 |
13,510 |
186 |
1.4% |
13,195 |
Close |
13,520 |
13,592 |
72 |
0.5% |
13,592 |
Range |
251 |
141 |
-110 |
-43.8% |
456 |
ATR |
136 |
137 |
0 |
0.2% |
0 |
Volume |
144,285 |
76,027 |
-68,258 |
-47.3% |
489,849 |
|
Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,007 |
13,941 |
13,670 |
|
R3 |
13,866 |
13,800 |
13,631 |
|
R2 |
13,725 |
13,725 |
13,618 |
|
R1 |
13,659 |
13,659 |
13,605 |
13,692 |
PP |
13,584 |
13,584 |
13,584 |
13,601 |
S1 |
13,518 |
13,518 |
13,579 |
13,551 |
S2 |
13,443 |
13,443 |
13,566 |
|
S3 |
13,302 |
13,377 |
13,553 |
|
S4 |
13,161 |
13,236 |
13,515 |
|
|
Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,847 |
14,676 |
13,843 |
|
R3 |
14,391 |
14,220 |
13,718 |
|
R2 |
13,935 |
13,935 |
13,676 |
|
R1 |
13,764 |
13,764 |
13,634 |
13,850 |
PP |
13,479 |
13,479 |
13,479 |
13,522 |
S1 |
13,308 |
13,308 |
13,550 |
13,394 |
S2 |
13,023 |
13,023 |
13,509 |
|
S3 |
12,567 |
12,852 |
13,467 |
|
S4 |
12,111 |
12,396 |
13,341 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,651 |
13,195 |
456 |
3.4% |
145 |
1.1% |
87% |
True |
False |
97,969 |
10 |
13,651 |
12,965 |
686 |
5.0% |
146 |
1.1% |
91% |
True |
False |
112,877 |
20 |
13,651 |
12,965 |
686 |
5.0% |
126 |
0.9% |
91% |
True |
False |
103,318 |
40 |
13,651 |
12,462 |
1,189 |
8.7% |
142 |
1.0% |
95% |
True |
False |
106,495 |
60 |
13,651 |
12,376 |
1,275 |
9.4% |
152 |
1.1% |
95% |
True |
False |
109,012 |
80 |
13,651 |
11,884 |
1,767 |
13.0% |
161 |
1.2% |
97% |
True |
False |
98,697 |
100 |
13,651 |
11,884 |
1,767 |
13.0% |
151 |
1.1% |
97% |
True |
False |
78,983 |
120 |
13,651 |
11,884 |
1,767 |
13.0% |
139 |
1.0% |
97% |
True |
False |
65,821 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,250 |
2.618 |
14,020 |
1.618 |
13,879 |
1.000 |
13,792 |
0.618 |
13,738 |
HIGH |
13,651 |
0.618 |
13,597 |
0.500 |
13,581 |
0.382 |
13,564 |
LOW |
13,510 |
0.618 |
13,423 |
1.000 |
13,369 |
1.618 |
13,282 |
2.618 |
13,141 |
4.250 |
12,911 |
|
|
Fisher Pivots for day following 14-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
13,588 |
13,551 |
PP |
13,584 |
13,509 |
S1 |
13,581 |
13,468 |
|