Trading Metrics calculated at close of trading on 12-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,425.50 |
1,430.50 |
5.00 |
0.4% |
1,406.25 |
High |
1,437.50 |
1,440.25 |
2.75 |
0.2% |
1,438.75 |
Low |
1,421.50 |
1,428.50 |
7.00 |
0.5% |
1,394.50 |
Close |
1,430.50 |
1,439.50 |
9.00 |
0.6% |
1,438.25 |
Range |
16.00 |
11.75 |
-4.25 |
-26.6% |
44.25 |
ATR |
14.49 |
14.29 |
-0.20 |
-1.4% |
0.00 |
Volume |
1,430,082 |
1,725,227 |
295,145 |
20.6% |
6,622,255 |
|
Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,471.25 |
1,467.25 |
1,446.00 |
|
R3 |
1,459.50 |
1,455.50 |
1,442.75 |
|
R2 |
1,447.75 |
1,447.75 |
1,441.75 |
|
R1 |
1,443.75 |
1,443.75 |
1,440.50 |
1,445.75 |
PP |
1,436.00 |
1,436.00 |
1,436.00 |
1,437.00 |
S1 |
1,432.00 |
1,432.00 |
1,438.50 |
1,434.00 |
S2 |
1,424.25 |
1,424.25 |
1,437.25 |
|
S3 |
1,412.50 |
1,420.25 |
1,436.25 |
|
S4 |
1,400.75 |
1,408.50 |
1,433.00 |
|
|
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 |
1,440.25 |
1,403.25 |
37.00 |
2.6% |
15.50 |
1.1% |
98% |
True |
False |
1,552,973 |
10 |
1,440.25 |
1,394.50 |
45.75 |
3.2% |
14.00 |
1.0% |
98% |
True |
False |
1,509,738 |
20 |
1,440.25 |
1,394.50 |
45.75 |
3.2% |
13.00 |
0.9% |
98% |
True |
False |
1,431,873 |
40 |
1,440.25 |
1,321.25 |
119.00 |
8.3% |
15.25 |
1.1% |
99% |
True |
False |
1,587,664 |
60 |
1,440.25 |
1,302.50 |
137.75 |
9.6% |
16.75 |
1.2% |
99% |
True |
False |
1,641,303 |
80 |
1,440.25 |
1,255.50 |
184.75 |
12.8% |
18.25 |
1.3% |
100% |
True |
False |
1,464,886 |
100 |
1,440.25 |
1,255.50 |
184.75 |
12.8% |
18.50 |
1.3% |
100% |
True |
False |
1,172,406 |
120 |
1,440.25 |
1,255.50 |
184.75 |
12.8% |
18.25 |
1.3% |
100% |
True |
False |
977,255 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,490.25 |
2.618 |
1,471.00 |
1.618 |
1,459.25 |
1.000 |
1,452.00 |
0.618 |
1,447.50 |
HIGH |
1,440.25 |
0.618 |
1,435.75 |
0.500 |
1,434.50 |
0.382 |
1,433.00 |
LOW |
1,428.50 |
0.618 |
1,421.25 |
1.000 |
1,416.75 |
1.618 |
1,409.50 |
2.618 |
1,397.75 |
4.250 |
1,378.50 |
|
|
Fisher Pivots for day following 12-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,437.75 |
1,436.50 |
PP |
1,436.00 |
1,433.75 |
S1 |
1,434.50 |
1,431.00 |
|