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 |
1,438.25 |
1,456.50 |
18.25 |
1.3% |
1,436.75 |
High |
1,464.25 |
1,474.75 |
10.50 |
0.7% |
1,474.75 |
Low |
1,435.00 |
1,456.50 |
21.50 |
1.5% |
1,421.50 |
Close |
1,457.25 |
1,465.75 |
8.50 |
0.6% |
1,465.75 |
Range |
29.25 |
18.25 |
-11.00 |
-37.6% |
53.25 |
ATR |
15.36 |
15.57 |
0.21 |
1.3% |
0.00 |
Volume |
2,603,518 |
1,291,449 |
-1,312,069 |
-50.4% |
8,147,015 |
|
Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,520.50 |
1,511.25 |
1,475.75 |
|
R3 |
1,502.25 |
1,493.00 |
1,470.75 |
|
R2 |
1,484.00 |
1,484.00 |
1,469.00 |
|
R1 |
1,474.75 |
1,474.75 |
1,467.50 |
1,479.50 |
PP |
1,465.75 |
1,465.75 |
1,465.75 |
1,468.00 |
S1 |
1,456.50 |
1,456.50 |
1,464.00 |
1,461.00 |
S2 |
1,447.50 |
1,447.50 |
1,462.50 |
|
S3 |
1,429.25 |
1,438.25 |
1,460.75 |
|
S4 |
1,411.00 |
1,420.00 |
1,455.75 |
|
|
Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,613.75 |
1,593.00 |
1,495.00 |
|
R3 |
1,560.50 |
1,539.75 |
1,480.50 |
|
R2 |
1,507.25 |
1,507.25 |
1,475.50 |
|
R1 |
1,486.50 |
1,486.50 |
1,470.75 |
1,497.00 |
PP |
1,454.00 |
1,454.00 |
1,454.00 |
1,459.25 |
S1 |
1,433.25 |
1,433.25 |
1,460.75 |
1,443.50 |
S2 |
1,400.75 |
1,400.75 |
1,456.00 |
|
S3 |
1,347.50 |
1,380.00 |
1,451.00 |
|
S4 |
1,294.25 |
1,326.75 |
1,436.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,474.75 |
1,421.50 |
53.25 |
3.6% |
17.50 |
1.2% |
83% |
True |
False |
1,629,403 |
10 |
1,474.75 |
1,394.50 |
80.25 |
5.5% |
16.75 |
1.1% |
89% |
True |
False |
1,681,598 |
20 |
1,474.75 |
1,394.50 |
80.25 |
5.5% |
14.25 |
1.0% |
89% |
True |
False |
1,497,386 |
40 |
1,474.75 |
1,321.25 |
153.50 |
10.5% |
15.75 |
1.1% |
94% |
True |
False |
1,596,536 |
60 |
1,474.75 |
1,302.50 |
172.25 |
11.8% |
17.00 |
1.2% |
95% |
True |
False |
1,637,383 |
80 |
1,474.75 |
1,255.50 |
219.25 |
15.0% |
18.25 |
1.3% |
96% |
True |
False |
1,513,423 |
100 |
1,474.75 |
1,255.50 |
219.25 |
15.0% |
18.75 |
1.3% |
96% |
True |
False |
1,211,322 |
120 |
1,474.75 |
1,255.50 |
219.25 |
15.0% |
18.50 |
1.3% |
96% |
True |
False |
1,009,677 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,552.25 |
2.618 |
1,522.50 |
1.618 |
1,504.25 |
1.000 |
1,493.00 |
0.618 |
1,486.00 |
HIGH |
1,474.75 |
0.618 |
1,467.75 |
0.500 |
1,465.50 |
0.382 |
1,463.50 |
LOW |
1,456.50 |
0.618 |
1,445.25 |
1.000 |
1,438.25 |
1.618 |
1,427.00 |
2.618 |
1,408.75 |
4.250 |
1,379.00 |
|
|
Fisher Pivots for day following 14-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,465.75 |
1,461.00 |
PP |
1,465.75 |
1,456.25 |
S1 |
1,465.50 |
1,451.50 |
|