Trading Metrics calculated at close of trading on 13-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,430.50 |
1,438.25 |
7.75 |
0.5% |
1,406.25 |
High |
1,440.25 |
1,464.25 |
24.00 |
1.7% |
1,438.75 |
Low |
1,428.50 |
1,435.00 |
6.50 |
0.5% |
1,394.50 |
Close |
1,439.50 |
1,457.25 |
17.75 |
1.2% |
1,438.25 |
Range |
11.75 |
29.25 |
17.50 |
148.9% |
44.25 |
ATR |
14.29 |
15.36 |
1.07 |
7.5% |
0.00 |
Volume |
1,725,227 |
2,603,518 |
878,291 |
50.9% |
6,622,255 |
|
Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,540.00 |
1,527.75 |
1,473.25 |
|
R3 |
1,510.75 |
1,498.50 |
1,465.25 |
|
R2 |
1,481.50 |
1,481.50 |
1,462.50 |
|
R1 |
1,469.25 |
1,469.25 |
1,460.00 |
1,475.50 |
PP |
1,452.25 |
1,452.25 |
1,452.25 |
1,455.25 |
S1 |
1,440.00 |
1,440.00 |
1,454.50 |
1,446.00 |
S2 |
1,423.00 |
1,423.00 |
1,452.00 |
|
S3 |
1,393.75 |
1,410.75 |
1,449.25 |
|
S4 |
1,364.50 |
1,381.50 |
1,441.25 |
|
|
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 |
1,464.25 |
1,421.50 |
42.75 |
2.9% |
15.50 |
1.1% |
84% |
True |
False |
1,665,551 |
10 |
1,464.25 |
1,394.50 |
69.75 |
4.8% |
16.25 |
1.1% |
90% |
True |
False |
1,674,172 |
20 |
1,464.25 |
1,394.50 |
69.75 |
4.8% |
14.00 |
1.0% |
90% |
True |
False |
1,506,929 |
40 |
1,464.25 |
1,321.25 |
143.00 |
9.8% |
15.50 |
1.1% |
95% |
True |
False |
1,607,815 |
60 |
1,464.25 |
1,302.50 |
161.75 |
11.1% |
17.00 |
1.2% |
96% |
True |
False |
1,655,177 |
80 |
1,464.25 |
1,255.50 |
208.75 |
14.3% |
18.25 |
1.3% |
97% |
True |
False |
1,497,345 |
100 |
1,464.25 |
1,255.50 |
208.75 |
14.3% |
18.50 |
1.3% |
97% |
True |
False |
1,198,433 |
120 |
1,464.25 |
1,255.50 |
208.75 |
14.3% |
18.25 |
1.3% |
97% |
True |
False |
998,931 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,588.50 |
2.618 |
1,540.75 |
1.618 |
1,511.50 |
1.000 |
1,493.50 |
0.618 |
1,482.25 |
HIGH |
1,464.25 |
0.618 |
1,453.00 |
0.500 |
1,449.50 |
0.382 |
1,446.25 |
LOW |
1,435.00 |
0.618 |
1,417.00 |
1.000 |
1,405.75 |
1.618 |
1,387.75 |
2.618 |
1,358.50 |
4.250 |
1,310.75 |
|
|
Fisher Pivots for day following 13-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,454.75 |
1,452.50 |
PP |
1,452.25 |
1,447.75 |
S1 |
1,449.50 |
1,443.00 |
|