Trading Metrics calculated at close of trading on 11-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,436.75 |
1,425.50 |
-11.25 |
-0.8% |
1,406.25 |
High |
1,438.00 |
1,437.50 |
-0.50 |
0.0% |
1,438.75 |
Low |
1,425.75 |
1,421.50 |
-4.25 |
-0.3% |
1,394.50 |
Close |
1,426.50 |
1,430.50 |
4.00 |
0.3% |
1,438.25 |
Range |
12.25 |
16.00 |
3.75 |
30.6% |
44.25 |
ATR |
14.37 |
14.49 |
0.12 |
0.8% |
0.00 |
Volume |
1,096,739 |
1,430,082 |
333,343 |
30.4% |
6,622,255 |
|
Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,477.75 |
1,470.25 |
1,439.25 |
|
R3 |
1,461.75 |
1,454.25 |
1,435.00 |
|
R2 |
1,445.75 |
1,445.75 |
1,433.50 |
|
R1 |
1,438.25 |
1,438.25 |
1,432.00 |
1,442.00 |
PP |
1,429.75 |
1,429.75 |
1,429.75 |
1,431.75 |
S1 |
1,422.25 |
1,422.25 |
1,429.00 |
1,426.00 |
S2 |
1,413.75 |
1,413.75 |
1,427.50 |
|
S3 |
1,397.75 |
1,406.25 |
1,426.00 |
|
S4 |
1,381.75 |
1,390.25 |
1,421.75 |
|
|
Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,556.50 |
1,541.75 |
1,462.50 |
|
R3 |
1,512.25 |
1,497.50 |
1,450.50 |
|
R2 |
1,468.00 |
1,468.00 |
1,446.25 |
|
R1 |
1,453.25 |
1,453.25 |
1,442.25 |
1,460.50 |
PP |
1,423.75 |
1,423.75 |
1,423.75 |
1,427.50 |
S1 |
1,409.00 |
1,409.00 |
1,434.25 |
1,416.50 |
S2 |
1,379.50 |
1,379.50 |
1,430.25 |
|
S3 |
1,335.25 |
1,364.75 |
1,426.00 |
|
S4 |
1,291.00 |
1,320.50 |
1,414.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,438.75 |
1,397.25 |
41.50 |
2.9% |
15.25 |
1.1% |
80% |
False |
False |
1,493,735 |
10 |
1,438.75 |
1,394.50 |
44.25 |
3.1% |
13.75 |
1.0% |
81% |
False |
False |
1,458,211 |
20 |
1,438.75 |
1,394.50 |
44.25 |
3.1% |
13.00 |
0.9% |
81% |
False |
False |
1,417,364 |
40 |
1,438.75 |
1,321.25 |
117.50 |
8.2% |
15.50 |
1.1% |
93% |
False |
False |
1,593,795 |
60 |
1,438.75 |
1,302.50 |
136.25 |
9.5% |
17.00 |
1.2% |
94% |
False |
False |
1,647,034 |
80 |
1,438.75 |
1,255.50 |
183.25 |
12.8% |
18.50 |
1.3% |
95% |
False |
False |
1,443,402 |
100 |
1,438.75 |
1,255.50 |
183.25 |
12.8% |
18.50 |
1.3% |
95% |
False |
False |
1,155,167 |
120 |
1,438.75 |
1,255.50 |
183.25 |
12.8% |
18.25 |
1.3% |
95% |
False |
False |
962,893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,505.50 |
2.618 |
1,479.50 |
1.618 |
1,463.50 |
1.000 |
1,453.50 |
0.618 |
1,447.50 |
HIGH |
1,437.50 |
0.618 |
1,431.50 |
0.500 |
1,429.50 |
0.382 |
1,427.50 |
LOW |
1,421.50 |
0.618 |
1,411.50 |
1.000 |
1,405.50 |
1.618 |
1,395.50 |
2.618 |
1,379.50 |
4.250 |
1,353.50 |
|
|
Fisher Pivots for day following 11-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,430.25 |
1,430.50 |
PP |
1,429.75 |
1,430.25 |
S1 |
1,429.50 |
1,430.00 |
|